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Simple Tests for Models of Dependence Between Multiple Financial Time Series, with Applications to U.S. Equity Returns and Exchange Rates
Patton, Andrew, (2004)
Properties of Optimal Forecasts under Asymmetric Loss and Nonlinearity
Timmermann, Allan, (2004)
Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White
Patton, Andrew, (2009)