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Zimmermann, Hans Georg; Grothmann, Ralph; Stolz, Carsten - In: Zeitreihenanalyse in der empirischen …, (pp. 197-230). 2004

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Murtagh, F. - In: International statistical review : a journal of the … 62 (1994) 3, pp. 275-288

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Zhang, Guoqiang - In: International journal of forecasting 14 (1998) 1, pp. 35-62

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De Bodt, Eric - In: Finance : revue de l'Association Française de Finance 16 (1995) 1, pp. 25-91

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Adya, Monica; Collopy, Fred - In: Journal of forecasting 17 (1998) 5/6, pp. 481-495

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Bollerslev, Tim; Hodrick, Robert J. - 1992

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Bishr, Tarek - 1998

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