C

Chen, Xiaohong, 1965-, Fan, Yanqin and Patton, Andrew J. (Andrew John), 1976- (2004) Simple tests for models of dependence between multiple financial time series, with applications to U.S. equity returns and exchange rates. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

P

Patton, Andrew J. (Andrew John), 1976- and Timmermann, Allan (2004) Properties of optimal forecasts under asymmetric loss and nonlinearity. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).