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Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe, (2015)
Testing stochastic cycles in macroeconomic time series
Gil-Alaña, Luis A., (2000)
Local power functions of tests for double unit roots
Haldrup, Niels, (2000)
LARCH, leverage, and long memory
Giraitis, Liudas, (2004)
Aggregation of the random coefficient GLARCH (1,1) process
Giraitis, Liudas, (2010)
Detection of nonconstant long memory parameter
Lavancier, Frédéric, (2013)