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A comparative study of static and iterative models of ARIMA and SVR to predict stock indices prices in developed and emerging economies
Beniwal, Mohit, (2023)
On the bimodality of the distribution of the S&P 500’s distortion : empirical evidence and theoretical explanations
Schmitt, Noemi, (2017)
Using conditional asymmetry to predict commodity futures prices
Dias, Fabio S., (2021)
Are stock returns long term dependent? : Some empirical evidence
Jacobsen, Ben, (1995)
Time series properties of stock returns
Jacobsen, Ben, (1997)
Long term dependence in stock returns
Jacobsen, Ben, (1996)