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Empirical properties of forecasts with the functional autoregressive model
Didericksen, Devin, (2012)
A note on the accuracy of Markov-chain approximations to highly persistent AR(1)-processes
Flodén, Martin, (2007)
Value at risk forecasting with the ARMA-GARCH family of models in times of increased volatility
Jánský, Ivo, (2011)