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A comparison of the forecasting performance of WEFA and ARIMA time series methods
Dhrymes, Phoebus J., (1988)
Margin requirements, speculative trading and stock price fluctuations : the case of Japan
Hardouvelis, Gikas A., (1990)
Specification analysis in honor of Phoebus J. Dhrymes
Spanos, Aris, (2010)