Pubblicazioni

On using predictive-ability tests in the selection of time-series prediction models: A Monte Carlo evaluation

2021 - INTERNATIONAL JOURNAL OF FORECASTING
Costantini, Mauro; Kunst, Robert M.

Realized Volatility Forecasting: Robustness to Measurement Errors

2021 - INTERNATIONAL JOURNAL OF FORECASTING
Cipollini, Fabrizio; Gallo, Giampiero M.; Otranto, Edoardo

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