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Cowles Foundation discussion paper
Finance and stochastics
92
Mathematical finance : an international journal of mathematics, statistics and financial theory
50
International journal of theoretical and applied finance
41
Journal of econometrics
38
Research paper series / Swiss Finance Institute
24
IMF Working Papers
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Asia-Pacific financial markets
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Robust inference on correlation under general heterogeneity
Giraitis, Liudas
;
Li, Yufei
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10014235297
Saved in:
2
Robust tests for white noise and cross-correlation
Dalla, Violetta
;
Giraitis, Liudas
;
Phillips, Peter C. B.
-
2019
Persistent link: https://www.econbiz.de/10012062428
Saved in:
3
Testing the martingale hypothesis
Phillips, Peter C. B.
;
Jin, Sainan
-
2013
Persistent link: https://www.econbiz.de/10010190227
Saved in:
4
Cointegrating rank selection in models with time-varying variance
Cheng, Xu
;
Phillips, Peter C. B.
-
2009
Persistent link: https://www.econbiz.de/10003795694
Saved in:
5
Adaptive estimation of autoregressive models with time-varying variances
Xu, Ke-Li
(
contributor
);
Phillips, Peter C. B.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003461394
Saved in:
6
Sign tests for dependent observations and bounds for path-dependent options
Ibragimov, Rustam
;
Brown, Donald J.
-
2005
Persistent link: https://www.econbiz.de/10002936957
Saved in:
7
Regression asymptotics using martingale convergence methods
Ibragimov, Rustam
;
Phillips, Peter C. B.
-
2004
Persistent link: https://www.econbiz.de/10002148144
Saved in:
8
A symptotic theory or multivariate GARCH processes
Comte, Fabienne
;
Lieberman, Offer
-
2001
Persistent link: https://www.econbiz.de/10001637163
Saved in:
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