//-->
Analyzing financial time series through robust estimators
Grossi, Luigi, (2004)
Asymmetries in conditional mean and variance : modelling stock returns by asMA-asQGARCH
Brännäs, Kurt, (2004)
Forecasting international equity market volatility : a new approach
Liang, Chao, (2022)
Seasonality in foreign exchange volatility
Fang, Yue, (2000)
Forecasting combination and encompassing tests
Fang, Yue, (2003)
Semi-parametric specification tests for discrete probability models