Van Bellegem, Sébastien and Von Sachs, Rainer (2004) Forecasting economic time series with unconditional time-varying variance. International Journal of Forecasting, 20 (4). pp. 611-627.
and Von Sachs, Rainer
(2004)
Forecasting economic time series with unconditional time-varying variance.
International Journal of Forecasting, 20 (4).
pp. 611-627.