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SEMIFAR forecasts, with applications to foreign exchange rates
Beran, Jan, (1999)
Forecasting implied volatility in foreign exchange markets : a functional time series approach
Kearney, Fearghal, (2018)
Predicting systemic risk with entropic indicators
Gradojevic, Nikola, (2017)
Predicting Systemic Risk with Entropic Indicators
Gradojevic, Nikola, (2015)
Revisiting non-parametric exchange rate prediction
Gradojevic, Nikola, (2009)