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A family of nonparametric unit root tests for processes driven by infinite variance innovations
Gogebakan, Kemal Caglar, (2022)
Unit root testing with stationary covariates and a structural break in the trend function
Fossati, Sebastian, (2011)
Japanese yen behavior since 1980
Kim, Jin-ock, (2013)
Recursive mean adjustment for panel unit root tests
Shin, Dong-wan, (2004)
Large Parallel architecture of CNN‐bidirectional LSTMs for implied volatility forecast
Choi, Ji‐Eun, (2021)
Forecasts for leverage heterogeneous autoregressive models with jumps and other covariates
Choi, Ji-Eun, (2018)