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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)
Handbook of matrices
Lütkepohl, Helmut, (1996)
Forecasting nonlinear aggregates and aggregates with time-varying weights
Lütkepohl, Helmut, (2010)