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Stock and bond return predictability : the discrimination power of model selection criteria
Dell'Aquila, Rosario (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002432388
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Robust tests of predictive accuracy
Dell'Aquila, Rosario; Ronchetti, Elvezio - 2002
Persistent link: https://www.econbiz.de/10001705658
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Saddlepoint approximations for short and long memory time series : a frequency domain approach
La Vecchia, Davide; Ronchetti, Elvezio - In: Journal of econometrics 213 (2019) 2, pp. 578-592
Persistent link: https://www.econbiz.de/10012304589