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Pesaran, M. Hashem; Timmermann, Allan - In: International journal of forecasting 20 (2004) 3, pp. 411-425

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Franses, Philip Hans; Ghijsels, Hendrik - In: International journal of forecasting 15 (1999) 1, pp. 1-9

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Franses, Philip Hans - In: International journal of forecasting 12 (1996) 2, pp. 283-288

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