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Finanzprognosen versus Random-Walk-Theorie : Perspektiven eines nichtlinearen Kapitalmarktmodells
Kipp, Andreas, (2002)
Do real exchange rates "mean revert" to productivity? A nonliner approach
Venetis, I. A., (2005)
Random walk smooth transition autoregressive models
Anderson, Heather M., (2006)
Spurious rejections by Perron tests in the presence of a break
Kim, Tae-hwan, (2000)
The Hodrick-Prescott filter at time series endpoints
Mise, Emi, (2003)
Tests for a change in persistence against the null of difference-stationarity
Leybourne, Stephen James, (2003)