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A latent factor model for forecasting realized variances
Calzolari, Giorgio, (2021)
Contrarians, extrapolators, and stock market momentum and reversal
Atmaz, Adem, (2024)
Memory-enhanced momentum in commodity futures markets
Mehlitz, Julia S., (2024)
A Manager's Perspective on Combining Expert and Model-Based Forecasts
Franses, Philip Hans, (2011)
Estimating Loss Functions of Experts
Do Experts' SKU Forecasts Improve after Feedback?
Legerstee, Rianne, (2011)