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Contrarians, extrapolators, and stock market momentum and reversal
Atmaz, Adem, (2024)
Prerequisites for modeling price and return data series for the Bucharest Stock Exchange
Tinca, Andrei, (2013)
The long memory of order flow in the foreign exchange spot market
Gould, Martin, (2016)
On the inconsistency of the unrestricted estimator of the information matrix near a unit root
Magdalinos, Tassos, (2007)
Least squares and IVX limit theory in systems of predictive regressions with GARCH innovations
Magdalinos, Tassos, (2022)
Limit theory for moderate deviations from a unit root under weak dependence
Phillips, Peter C. B., (2005)