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Predicting prices of S&P500 index using classical methods and recurrent neural networks
Kijewskia, Mateusz, (2020)
Day ahead forecast of complex seasonal natural gas data to enhance procurement efficiency
Naim, Iram, (2020)
Using conditional asymmetry to predict commodity futures prices
Dias, Fabio S., (2021)
Global identification in nonlinear models with moment restrictions
Komunjer, Ivana, (2012)
Asymmetric power distribution : theory and applications to risk measurement
Komunjer, Ivana, (2007)
Quasi-maximum likelihood estimation for conditional quantiles
Komunjer, Ivana, (2005)