1. General-to-specific modelling of exchange rate volatility: A forecast evaluation;Bauwens;Int. J. Forecast.,2010
2. Multivariate probabilistic CRPS learning with an application to day-ahead electricity prices;Berrisch;Int. J. Forecast.,2024
3. Generalized autoregressive conditional heteroskedasticity;Bollerslev;J. Econometrics,1986
4. Spatial GARCH: A spatial approach to multivariate volatility modeling;Borovkova,2012
5. Introduction to Time Series and Forecasting;Brockwell,2006