
@Article{GKP2013,
  title = {Adaptive Forecasting in the Presence of Recent and Ongoing Structural Change},
  author = {Liudas Giraitis and George Kapetanios and Simon Price},
  year = {2013},
  journal = {Journal of Econometrics},
  volume = {177},
  number = {2},
  pages = {153--170},
  doi = {10.1016/j.jeconom.2013.04.003},
}

@Incollection{GKMP2015,
  title = {Forecasting Under Structural Change},
  author = {Liudas Giraitis and George Kapetanios and Mohaimen Mansur and Simon Price},
  year = {2015},
  booktitle = {Empirical Economic and Financial Research: Theory, Methods and Practice},
  editor = {Jan Beran and Yuanhua Feng and Hartmut Hebbel},
  pages = {401--419},
  publisher = {Springer International Publishing},
  address = {Cham},
  doi = {10.1007/978-3-319-03122-4_25},
}

@Article{forecast_jss,
  title = {Automatic Time Series Forecasting: The forecast Package for {R}},
  author = {Rob J Hyndman and Yeasmin Khandakar},
  year = {2008},
  journal = {Journal of Statistical Software},
  volume = {27},
  number = {3},
  pages = {1--22},
  doi = {10.18637/jss.v027.i03},
}

@Manual{forecast,
  title = {forecast: Forecasting functions for time series and linear models},
  author = {Rob J Hyndman and George Athanasopoulos and Christoph Bergmeir and Gabriel Caceres and Leanne Chhay and Kirill Kuroptev and Maximilian Mücke and Mitchell O'Hara-Wild and Fotios Petropoulos and Slava Razbash and Earo Wang and Farah Yasmeen},
  year = {2026},
  note = {R package version 9.0.2},
  url = {https://CRAN.R-project.org/package=forecast},
}

@Manual{quantmod,
  title = {quantmod: Quantitative Financial Modelling Framework},
  author = {Jeffrey A. Ryan and Joshua M. Ulrich},
  year = {2025},
  note = {R package version 0.4.28},
  url = {https://CRAN.R-project.org/package=quantmod},
}

@Manual{R,
  title = {R: A Language and Environment for Statistical Computing},
  author = {{R Core Team}},
  organization = {R Foundation for Statistical Computing},
  address = {Vienna, Austria},
  year = {2026},
  url = {https://www.R-project.org/},
}

@Manual{smooth,
  title = {smooth: Forecasting Using State Space Models},
  author = {Ivan Svetunkov},
  year = {2026},
  note = {R package version 4.4.0},
  url = {https://CRAN.R-project.org/package=smooth},
}

@Manual{stats,
  title = {R: A Language and Environment for Statistical Computing},
  author = {{R Core Team}},
  organization = {R Foundation for Statistical Computing},
  address = {Vienna, Austria},
  year = {2026},
  url = {https://www.R-project.org/},
}

@Manual{testcorr,
  title = {testcorr: Testing Zero Correlation},
  author = {Violetta Dalla and Liudas Giraitis and Peter C. B. Phillips},
  year = {2025},
  note = {R package version 0.3.0},
  url = {https://CRAN.R-project.org/package=testcorr},
}

@Manual{xts,
  title = {xts: eXtensible Time Series},
  author = {Jeffrey A. Ryan and Joshua M. Ulrich},
  year = {2026},
  note = {R package version 0.14.2},
  url = {https://CRAN.R-project.org/package=xts},
}
