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A range-based multivariate model for exchange rate volatility
Tims, Ben, (2003)
A two-factor model for electricity prices with dynamic volatility
Schlüter, Stephan, (2009)
Signal extraction for nonstationary multivariate time series with illustrations for trend inflation
McElroy, Tucker, (2012)
[Rezension von: Lütkepohl, H., Forecasting aggregated vector ARMA processes]
Deistler, Manfred, (1989)
On the structure of cointegration
Deistler, Manfred, (2000)
Geschichte und Perspektiven der Ökonometrie
Deistler, Manfred, (1999)