Citation: Cwj. Granger, Comments on the M3 forecast evaluation and a comparison with a study by Stock and Watson, INT J FOREC, 17(4), 2001, pp. 565-567
Citation: Cwj. Granger et Cy. Sin, Modelling the absolute returns of different stock indices: Exploring the forecastability of an alternative measure of risk, J FORECAST, 19(4), 2000, pp. 277-298