Handbook of statistics

8 Forecast evaluation and combination

Francis X. Diebold, Jose A. Lopez · 1996 · 269 citations · Full text

Business, Economics, Finance +17

22 Modeling market microstructure time series

Joel Hasbrouck · 1996 · 54 citations · Full text

Business, Economics, Finance +17

12 A practitioner's guide to robust covariance matrix estimation

Wouter J. Den Haan, Andrew Levin · 1996 · 35 citations · Full text

Natural Sciences, Biostatistics, Statistics +8

21 Peso problems: Their theoretical and empirical implications

Martin D.D. Evans · 1996 · 32 citations · Full text

Business, Economics, Finance +17

20 Testing option pricing models

David S. Bates · 1995 · 27 citations · Full text

Business, Economics, Finance +17