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ARFURIMA models: simulations of their properties and application
Jibrin, Sanusi Alhaji, (2022)
Contrarians, extrapolators, and stock market momentum and reversal
Atmaz, Adem, (2024)
Cryptocurrencies and long-range trends
Alexiadou, Monica, (2023)
Least squares and IVX limit theory in systems of predictive regressions with GARCH innovations
Magdalinos, Tassos, (2022)
On the inconsistency of the unrestricted estimator of the information matrix near a unit root
Magdalinos, Tassos, (2007)
Uniform inference with general autoregressive processes
Magdalinos, Tassos, (2025)