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Cited by

• 2010Forecasting accuracy of stochastic volatility, GARCH and EWMA models under different volatility scenarios34 cited
• 2007Combining heterogeneous classifiers for stock selection34 cited
• 2017Forecasting Stock Returns with Model Uncertainty and Parameter Instability33 cited
• 2012The Four‐moment Capital Asset Pricing Model: Between Asset Pricing and Asset Allocation25 cited
• 2005On the short-term predictability of exchange rates: A BVAR time-varying parameters approach24 cited