Efficient Semiparametric Scoring Estimation of Sample Selection Models.

Testing the Covariance Stationarity of Heavy-Tailed Time Series: An Overview of the Theory with Applications to Several Financial Datasets.

Loretan, M., (1992)

Foreign Exchange Market Volatility in Eu Accession Countries in the Run-Up to Euro Adoption; Weathering Uncharted Waters

Székely, István P., (2004)

Modeling Stochastic Volatility with Application to Stock Returns

Krichene, Noureddine, (2003)