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Monte Carlo forecast evaluation with persistent data
Khalaf, Lynda, (2017)
Cross-validation aggregation for combining autoregressive neural network forecasts
Barrow, Devon K., (2016)
A comparison of the forecast performance of Markov-switching and treshold autoregressive models of US GNP
Clements, Michael P., (1998)
Univariate ARIMA forecasts of defined variables
Kang, Heejoon, (1986)
Forward exchange rates as unbiased predictors of future spot rates : a review and re-interpretation
Kang, Heejoon, (1992)
The applied cointegration analysis for the open economy : a critical review
Kang, Heejoon, (1999)