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Nonparametric modelling of financial time series
Heid, Frank, (1998)
Nonparametric modeling in financial time series
Franke, Jürgen, (2009)
Modelling volatility dynamics of cryptocurrencies using GARCH models
Ngunyi, Anthony, (2019)
Growth, Nontradables, and Price Convergence in the Baltics
Richards, Anthony J., (1995)
Comovements in National Stock Market Returns : Evidence of Predictability But Not Cointegration
Richards, Anthony J., (1996)
Volatility and Predictability in National Stock Markets : How Do Emerging and Mature Markets Differ?