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Indicative approaches in forecasting of industry indexes
Grigorieva, Elena Mikhailovna, (2019)
Probability distributions for modeling stock market returns : an empirical inquiry
Pokharel, Jayanta K., (2024)
Asymmetric volatility clustering, risk-return relationship and day of the week effects : evidence from nineteen stock markets
Balaban, Ercan, (1999)
Index and non-index stock price volatilities around the 1987 market crash
Koch, Paul Douglas, (1993)
Intraday relationships between volatility in S&P 500 futures prices and volatility in the S&P 500 index
Kawaller, Ira G., (1990)
The temporal price relationship between S&P 500 futures and the S&P 500 index
Kawaller, Ira G., (1987)