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Limitation of ARIMA models in financial and monetary economics
Petrică, Andreea-Cristina, (2016)
Analysing long memory and asymmetries
Virén, Matti E. E., (2000)
Datamining und computational finance : Ergebnisse des 7. Karsruher Ökonometrie-Workshops
Bol, Georg, (2000)
Comment on: "Time series modeling of histogram-valued data : the daily histogram time series of S&P500 intradaily returns"
Nicolau, João, (2012)
Time series modeling of histogram-valued data : the daily histogram time series of S&P500 intradaily returns
González-Rivera, Gloria, (2012)
Dynamic asset pricing and statistical properties of risk
González-Rivera, Gloria, (1998)