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Forecasting electricity price in Colombia : a comparison between neural network, ARMA process and hybrid models
Barrientos, Jorge Hugo, (2018)
Modelling seasonal fractionally integrated process with volatility and structural change
Dhliwayo, Lawrence, (2024)
Construction of an SDE model from intraday copper futures prices
Mastroeni, Loretta, (2022)
The Role of Domestic and Foreign Investors in a Simple Model of Speculative Attacks
Diks, Cees G. H., (2005)
Detecting serial dependence in tail events : a test dual to the BDS test
Diks, Cees G. H., (2003)
Diks, Cees G. H., (2002)