publication venue for
- International evidence of the forecasting ability of option-implied distributions. 1-18. 2024
- Cointegration, information transmission, and the lead-lag effect between industry portfolios and the stock market. 40:1291-1309. 2021
- Modeling and forecasting the oil volatility index. 38:773-787. 2019
- How informative are the subjective density forecasts of macroeconomists?. 33:163-185. 2014
- Identification of TAR Models Using Recursive Estimation. 30:31-50. 2011