//-->
Unit root testing with stationary covariates and a structural break in the trend function
Fossati, Sebastian, (2011)
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe, (2015)
Is the efficient market hypothesis day-of-the-week dependent? : evidence from the banking sector
Narayan, Paresh Kumar, (2015)
Nachruf: Jürgen Wolters
Hassler, Uwe, (2016)
Forecasting money market rates in the unified Germany
Hassler, Uwe, (1999)
Die Zinsstruktur am deutschen Interbanken-Geldmarkt : eine empirische Analyse für das vereinigte Deutschland
Wolters, Jürgen, (1998)