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A SIMPLE, NON-PARAMETRIC TEST OF PREDICTIVE PERFORMANCE.. (1990). Timmermann, Allan ; Pesaran, M.
In: Cambridge Working Papers in Economics.
RePEc:cam:camdae:9021.

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  1. International Stock Return Predictability Under Model Uncertainty. (2008). Schrimpf, Andreas.
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:7358.

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  2. Joint Modeling of Call and Put Implied Volatility. (2007). Lanne, Markku ; Ahoniemi, Katja .
    In: MPRA Paper.
    RePEc:pra:mprapa:6318.

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  3. New EuroCOIN: Tracking Economic Growth in Real Time. (2006). veronese, giovanni ; Lippi, Marco ; Forni, Mario ; Cristadoro, Riccardo ; Altissimo, Filippo .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5633.

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  4. Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics. (2003). Diebold, Francis ; Christoffersen, Peter.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:04-009.

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  5. Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics. (2003). Diebold, Francis ; Christoffersen, Peter.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10009.

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  6. Model Uncertainty, Thick Modelling and the Predictability of Stock Returns. (2003). Favero, Carlo ; Aiolfi, Marco .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3997.

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  7. Scope for Cost Minimization in Public Debt Management: the Case of the UK. (2003). Vahey, Shaun ; Pesaran, M ; Coe, Patrick.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0338.

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  8. How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series?. (2003). Timmermann, Allan ; Pesaran, M.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0306.

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  9. The Cost Efficiency of UK Debt Management: A Recursive Modelling Approach. (2000). Vahey, Shaun ; Pesaran, M ; Coe, Patrick.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0005.

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  10. Model Uncertainty, Thick Modelling and the predictability of Stock Returns. (). Favero, Carlo ; Aiolfi, Marco .
    In: Working Papers.
    RePEc:igi:igierp:221.

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