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Testing for Unit Roots in Dynamic Panels in the Presence of a Deterministic Trend: Re-examining the Unit Root Hypothesis for Real Stock Prices and Dividends
Harris, Richard D.F., (2004)
Panel Data Unit Roots Tests: The Role of Serial Correlation and the Time Dimension
Wachter, Stefan De, (2005)
Hedging and value at risk: A semiāparametric approach
Cao, Zhiguang, (2010)