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A investigation into share prices' conditional heteroscedasticity and non-symmetrical model in the context of South Africa, Nigeria, and Egypt
Ejaz, Abdullah, (2021)
Testing for serial correlation in the presence of conditional heteroskedasticity
Silvapulle, Paramsothy, (1993)
Denis Sargan: some perspectives
Robinson, Peter M., (2002)
Robust covariance matrix estimation : "HAC" estimates with long memory/antipersistence correction
Robinson, Peter M., (2004)
Modeling memory of economic and financial time series
Robinson, Peter M., (2005)