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Testing for extreme volatility transmission with realized volatility measures
Boucher, Christophe
;
Truchis, Gilles de
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Dumitrescu, …
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2017
Persistent link: https://www.econbiz.de/10011738966
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Narrow-band weighted nonlinear least squares estimation of unbalanced cointegration systems
Dumitrescu, Elena-Ivona
;
Truchis, Gilles de
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2019
Persistent link: https://www.econbiz.de/10012241999
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3
Local Whittle analysis of stationary unbalanced fractional cointegration systems
Dubois, Florent
;
Dumitrescu, Elena-Ivona
;
Truchis, Gilles de
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2019
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Preliminary draft
Persistent link: https://www.econbiz.de/10012242004
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