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Unit root testing with stationary covariates and a structural break in the trend function
Fossati, Sebastian, (2011)
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe, (2015)
Is the efficient market hypothesis day-of-the-week dependent? : evidence from the banking sector
Narayan, Paresh Kumar, (2015)
Unemployment in Greece
Vougas, Dimitrios V., (2003)
Analysing long memory and volatility of returns in the Athens stock exchange
Vougas, Dimitrios V., (2004)
Modification of the point optimal unit root test
Vougas, Dimitrios V., (2009)