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Two-sample testing for tail copulas with an application to equity indices
Can, Sami Umut, (2021)
A simple test for spurious regressions
Noriega-Muro, Antonio E., (2011)
A modified power spectral density test applied to weighing matrices with small weight
Kotsireas, Ilias S., (2011)
Optimal prediction with nonstationary ARFIMA model
Boutahar, Mohamed, (2007)
Purchasing power parity and the long memory properties of real exchange rates : does one size fit all?
Aloy, Marcel, (2011)
The effect of tapering on the semiparametric estimators for nonstationary long memory processes
Nouira, Lei͏̈la, (2009)