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Complexity in economic and social systems
Drożdż, Stanisław, (2021)
Time series decomposition as a method of measuring capital markets convergence
Żukowski, Rafał, (2020)
A GARCH approach to model short-term interest rates : evidence from Spanish economy
Sánchez García, Javier, (2022)
Unit root testing via the stationary bootstrap
Parker, Cameron, (2006)
Bootstrapping unit root tests for autoregressive time series
Paparoditis, Efstathios, (2005)
Residual-based block bootstrap for unit root testing
Paparoditis, Efstathios, (2003)