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Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
- In:
Econometric reviews
39
(
2020
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9
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pp. 875-903
Persistent link: https://www.econbiz.de/10012295586
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Wavelet energy ratio unit root tests
Trokić, Mirza
- In:
Econometric reviews
38
(
2019
)
1
,
pp. 69-94
Persistent link: https://www.econbiz.de/10012180698
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A fractionally integrated Wishart stochastic volatility model
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
1/3
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pp. 42-59
Persistent link: https://www.econbiz.de/10011794625
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