Christoffersen, P. F., Diebold, F. X., Mariano, R. S., Tay, A. S., & Tse, Y. K. (2007). Direction-of-change forecasts based on conditional variance, skewness and kurtosis dynamics: International evidence. Institutional Knowledge at Singapore Management University.

Christoffersen, Peter F., Francis X. Diebold, Roberto S. Mariano, Anthony S. Tay, and Yiu Kuen Tse. Direction-of-change Forecasts Based On Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence. Institutional Knowledge at Singapore Management University, 2007.

Christoffersen, Peter F., et al. Direction-of-change Forecasts Based On Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence. Institutional Knowledge at Singapore Management University, 2007.