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Co-movements of the Indian stock market
Sudhakar, Aare, (2015)
Multiple structural breaks in cointegrating regressions : a model selection approach
Schmidt, Alexander, (2021)
Alternative approaches to real exchange rates and real interest rates : three up and three down
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Weak laws of large numbers for dependent random variables
Jong, Robert M. de, (1998)
A strong consistency proof for heteroskedasticity and autocorrelation consistent covariance matrix estimators
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Uniform laws of large numbers and stochastic Lipschitz-continuity