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Microeconomic models for long memory in the volatility of financial time series
Kirman, Alan P., (2001)
Microeconomic models for long-memory in the volatility of financial time series
Kirman, Alan P., (2002)
A nonparametric goodness-of-fit-based test for conditional heteroskedasticity
Su, Liangjun, (2013)
Unconditional pseudo-maximum likelihood and adaptive estimation in the presence of conditional heterogeneity of unknown form
Hodgson, Douglas J., (2000)
Adaptive estimation of cointegrating regressions with ARMA errors
Hodgson, Douglas J., (1995)
Adaptive estimation of cointegrated models : simulation evidence and an application to the forward exchange market