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Granger, C. W J (2002), Some comments on risk, Journal of Applied Econometrics, 17(5) 447-456.
Koenker, R. and G. Bassett (1978), Regression Quantiles, Econometrica, 46(1), 33-50.
McCracken, M.W. (1999), Robust out-of-sample Inference, Journal of Econometrics, 99, 195-223.
West, K.D. (1996), Asymptotic Inference about Predictive Ability, Econometrica, 64, 1067-1084.
White, H. (2000), A Reality Check for Data Snooping, Econometrica, 68(5), 1097-1126.
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