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Cointegration, fractional cointegration, and exchange rate dynamics
Baillie, Richard, (1994)
Locally weighted autoregression
Feng, Yuanhua, (2000)
Adaptive estimation for a time inhomogeneous stochastic-volatility model
Härdle, Wolfgang, (2000)
On cointegration and exchange rate dynamics
Diebold, Francis X., (1993)
Estimating Global Bank Network Connectedness
Demirer, Mert, (2017)