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Moment estimators for autocorrelated time series and their application to default correlations
Frei, Christoph, (2018)
Analysis of sectors on Nigeria stock market : evidence from correlation, serial correlation, and heteroscedasticity
Emenike, Kalu O., (2017)
Additive modeling of realized variance : tests for parametric specifications and structural breaks
Fengler, Matthias, (2013)
Calcul matriciel : pour économistes
Balestra, Pietro, (1972)
Statistique et analyse économique : quel mariage?
Balestra, Pietro, (1994)
Best quadratic unbiased estimators of the variance-covariance matrix in normal regression
Balestra, Pietro, (1973)