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The model specification problem from a probabilistic reduction perspective
Spanos, Aris, (2001)
Confronting model misspecification in finance : tractable collections of scenario probability measures for robust financial optimization problems
Friedman, Craig, (2002)
Confronting Model Misspecification in Finance : Tractable Collections of Scenario Probability Measures for Robust Financial Optimization Problems
Friedman, Craig A., (2010)
Modeling exchange rate dynamics : non-linear dependence and thick tails
MacGuirk, Anya M., (1993)
The problem of near-multicollinearity revisited : erratic vs systematic volatility
Spanos, Aris, (2002)