Volatility regimes, asymmetric basis effects and forecasting performance: An empirical investigation of the WTI crude oil futures market

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A test for independence based on the correlation dimension

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Computing, Biostatistics, Econometrics +14

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Peter Christoffersen · International Economic Review · 1998 · 2.7K citations

Business, Economics, Risk Management +17

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Ernst R. Berndt, Bronwyn H. Hall, Robert E. Hall et al. · RePEc: Research Papers in Economics · 1974 · 2K citations

Natural Sciences, Biostatistics, Econometrics +11