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Optimal forecasts in the presence of discrete structural breaks under long memory
Mboya, Mwasi Paza, (2023)
A fluctuation test for constant Spearman’s rho
Wied, Dominik, (2011)
Unit root testing with stationary covariates and a structural break in the trend function
Fossati, Sebastian, (2011)
Directed graphs, information structure and forecast combinations : an empirical examination of US unemployment rates
Wang, Zijun, (2010)
Dynamics and causality in industry-specific volatility
Do the investment and return-on-equity factors proxy for economic risks?
Wang, Zijun, (2013)