Bibliography
GA16-14179S
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- Forecasting dynamic return distributions based on ordered binary choice , International Journal of Forecasting vol.35, 3 (2019), p. 823-835 [2019] Download DOI: 10.1016/j.ijforecast.2019.01.005:
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- Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets , Energy Economics vol.65, 1 (2017), p. 208-218 [2017] Download DOI: 10.1016/j.eneco.2017.05.003:
- Asymmetric volatility connectedness on the forex market , Journal of International Money and Finance vol.77, 1 (2017), p. 39-56 [2017] Download DOI: 10.1016/j.jimonfin.2017.06.003: