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Our data says that the document:

RANGAN, GUPTA ; Seong-Min, Yoon ; Seong-Min, Yoon. (2017) OPEC News and Predictability of Oil Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach.
In: Working Papers. RePEc:pre:wpaper:201726.

Full description at Econpapers

cites:

Hurvich, C.M., Tsai, C.-L. 1989. Regression and time series model selection in small samples. Biometrika 76(2), 297–307.

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