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Random coefficient continuous systems : testing for extreme sample path behaviour
Tao, Yubo (Robert), (2017)
Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar, (2010)
A no arbitrage fractional cointegration analysis of the range based volatility
Rossi, Eduardo, (2009)
Unit root tests : the role of the univariate models implied by multivariate time series
Cappuccio, Nunzio, (2016)
Estimation and inference on long-run equilibria : a simulation study
Cappuccio, Nunzio, (2001)
Investigating asymmetry in US stock market indexes : evidence from a stochastic volatility model
Cappuccio, Nunzio, (2006)