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Balassa-Samuelson theory and predictability of the US/UK real exchange rate
Kim, Chung-han, (2000)
Forecasting corporate performance : VECM comparison with other time series models
Darrat, Ali F., (1999)
A comparison of the forecast performance of Markov-switching and treshold autoregressive models of US GNP
Clements, Michael P., (1998)
Predicting intraday trading volume and volume percentages
Satish, Venkatesh, (2014)
Satish, Venkatesh, (2018)
Algorithm trading : a primer
Palmer, Max, (2009)