//-->
Locally weighted autoregression
Feng, Yuanhua, (2000)
Nonlinear prediction of conditional percentiles for value-at-risk
Chang, Isaac J., (1999)
Adaptive estimation for a time inhomogeneous stochastic-volatility model
Härdle, Wolfgang, (2000)
Forecasting exchange rates : some time series evidence
Kamaiah, Bandi, (1988)
On the random walk characteristics of exchange rates : some further evidence