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Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis
Zivot, Eric, (1992)
The great crash, the oil price shock, and the unit root hypothesis
Perron, Pierre, (1989)
Radici, unitarie e persistenza : l'analisi univariata delle fluttuazioni economiche
Pistoresi, Barbara, (1997)
On stable factor structures in the pricing of risk
Ghysels, Eric, (1995)
Some econometric recipes for high-frequency data cooking
Ghysels, Eric, (2000)
A time series model with periodic stochastic regime switching
Ghysels, Eric, (1993)