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Forecasting with smooth transition autoregressive models
Lundbergh, Stefan, (2000)
If nonlinear models cannot forecast, what use are they?
Ramsey, James B., (1995)
Linear and nonlinear (non-)forecastability of high frequency exchange rates
Brooks, Chris, (1996)
Asset pricing under quantile utility maximization
Giovannetti, Bruno, (2012)
Essays on asset pricing and downside risk
Giovannetti, Bruno, (2011)
Giovannetti, Bruno, (2013)