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Forecasting electricity price in Colombia : a comparison between neural network, ARMA process and hybrid models
Barrientos, Jorge Hugo, (2018)
Construction of an SDE model from intraday copper futures prices
Mastroeni, Loretta, (2022)
Stochastic volatility in interest rates and nonlinearity in velocity
Barnett, William A., (2000)
Note on fully modified estimation for three-regime threshold cointegration model
Wang, Chien-Ho, (2014)
FURTHER RESULTS ON THE ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
de Jong, Robert, (2005)
Further results on the asymptotics for nonlinear transformations of integrated time series
Jong, Robert M. de, (2005)