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Random coefficient continuous systems : testing for extreme sample path behaviour
Tao, Yubo (Robert), (2017)
Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar, (2010)
A no arbitrage fractional cointegration analysis of the range based volatility
Rossi, Eduardo, (2009)
Testing for zero autocorrelation in the presence of statistical dependence
Lobato, Ignacio N., (2002)
The exact moments of the least-squares estimator for the autoregressive model : corrections and extensions
Nankervis, John C., (1988)
Multiple optima and asymptotic approximations in the partial adjustment model
McManus, Douglas A., (1994)