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Controllability andPersistence of MoneyMarket Rates along theYield Curve: Evidence fromthe Euro Area
Busch, Ulrike, (2009)
Combination ofmultivariate volatilityforecasts
Amendola, Alessandra, (2009)
Determinants of the relative price impact of unanticipated information in U.S. macroeconomic releases
Hess, Dieter, (2003)
ITSM for Windows : a user's guide to time series modelling and forecasting
Brockwell, Peter J., (1994)
Estimation for Non-Negative Lévy-Driven CARMA Processes
Brockwell, Peter J., (2011)
On permissible correlations for locally correlated stationary processes
Donahue, Rafe M. J., (1995)