Baştürk, N., Borowska, A., Grassi, S., Hoogerheide, L. and van Dijk, H.K. (2019). Forecast density combinations of dynamic models and data driven portfolio strategies Journal of Econometrics, 210(1):170--186.
Tse-Chun Lin (2019). Ex-Day Returns of Stock Distributions: An Anchoring Explanation Management Science.