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Long memory in foreign-exchange rates
Cheung, Yin-Wong, (1993)
The kurtosis of ARMA-GARCH-Models
Sanddorf-Köhle, Walter G., (1998)
Cointegration: a survey of recent developments
Dolado, Juan J., (1987)
Nonparametric trending regression with cross-sectional dependence
Robinson, Peter M., (2012)
The estimation of misspecified long memory models
Robinson, Peter M., (2014)
Denis Sargan: some perspectives
Robinson, Peter M., (2002)