@article{Franz2020,
  author    = {Friedrich-Carl Franz},
  title     = {Forecasting index changes in the German DAX family},
  journal   = {Journal of asset management},
  volume    = {21},
  number    = {2},
  pages     = {135 -- 153},
  doi       = {10.1057/s41260-020-00153-6},
  year      = {2020},
}