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Non-stationarity in Garch models : a Bayesian analysis
Kleibergen, F., (1993)
Nonstationarity in GARCH models : a Bayesian analysis
Kleibergen, Frank, (1993)
Comparing predictive accuracy
Diebold, Francis X., (1991)
Efficient Estimation in Semiparametric GARCH Models
Drost, Feike C., (1996)
Local Asymptotic Normality and Efficient Estimation for inar (P) Models
Drost, Feike C., (2006)
Exchange rate target zones : A new approach
de Jong, Frank C. J. M., (1997)