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Birth or burst of financial bubbles : which one is easier to diagnose?
Demos, Guilherme, (2015)
Lagrange regularization approach to compare nested data sets and determine objectively financial bubbles' inceptions
Demos, Guilherme, (2017)
Limitation of ARIMA models in financial and monetary economics
Petrică, Andreea-Cristina, (2016)
Unit root testing via the continuous-path block bootstrap
Paparoditis, Efstathios, (2001)
A Markovian local resampling scheme for nonparametric estimators in time series analysis
Residual-based block bootstrap for unit root testing
Paparoditis, Efstathios, (2003)