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Diagnostic tests based on quantile residuals for nonlinear time series models
Kalliovirta, Leena
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2009
Persistent link: https://www.econbiz.de/10003885269
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Elements of volatility at high frequency
Vuorenmaa, Tommi A.
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2008
Persistent link: https://www.econbiz.de/10003752381
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Essays on inference in time series models with near unit roots : applications to interest rates
Lanne, Markku
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1997
Persistent link: https://www.econbiz.de/10000974874
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