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Predictive tests for structural change with unknown breakpoint
Ghysels, Eric, (1995)
Nonparametric significance testing
Lavergne, Pascal, (2000)
A consistent test of conditional parametric distributions
Zheng, John Xu, (2000)
Econometric analysis of intra-daily trading activity on Tokyo stock exchange
Bauwens, Luc, (2005)
General to specific modelling of exchange rate volatility : a forecast evaluation
Bauwens, Luc, (2006)
Econometric analysis of intra-daily trading activity on the Tokyo Stock Exchange