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Long memory in foreign-exchange rates
Cheung, Yin-Wong, (1993)
The kurtosis of ARMA-GARCH-Models
Sanddorf-Köhle, Walter G., (1998)
Cointegration: a survey of recent developments
Dolado, Juan J., (1987)
Causality and regime inference in a Markov switching VAR
Warne, Anders, (2000)
Vector autoregressions and common trends in macro and financial economics
Warne, Anders, (1990)
Cointegration, forecasting, and some linear rational expectations models
Warne, Anders, (1989)