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How Predictable Are Precious Metal Returns?
Urquhart, Andrew, (2016)
National Oil Sentiment Index : Predictive Strength on Returns of Oil Futures
Kordi, Kamiar, (2017)
A Note on Global Industry Return Predictability
Zorn, Josef, (2018)
Persistence and time-varying coefficients
McMillan, David G., (2010)
Structural breaks in volatility : the case of UK sector returns
McMillan, David G., (2011)
An analysis of the time series properties of the UK ex-post real interest rate : fractional integration, breaks or nonlinear