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Estimating yield curves by Kernel smoothing methods
Linton, Oliver, (1999)
A quantile regression approach to estimating the distribution of multiperiod returns
Taylor, James W., (1999)
Zähldatenmodelle mit variierenden Parametern
Mayer, Jochen, (2000)
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)