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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)
Denis Sargan: some perspectives
Robinson, Peter M., (2002)
Robust covariance matrix estimation : "HAC" estimates with long memory/antipersistence correction
Robinson, Peter M., (2004)
Modeling memory of economic and financial time series
Robinson, Peter M., (2005)