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The effects of additive outliers and measurement errors when testing for structural breaks in variance
Rodrigues, Paulo M. M.; Rubia, Antonio - In: Oxford bulletin of economics and statistics 73 (2011) 4, pp. 449-468
Persistent link: https://www.econbiz.de/10009241614
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Persistence in the banking industry : fractional integration and breaks in memory
Hassler, Uwe; Rodrigues, Paulo M. M.; Rubia, Antonio - In: Journal of empirical finance 29 (2014), pp. 95-112
Persistent link: https://www.econbiz.de/10011300502
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Quantile regression for long memory testing : a case of realized volatility
Hassler, Uwe; Rodrigues, Paulo M. M.; Rubia, Antonio - In: Journal of financial econometrics : official journal of … 14 (2016) 4, pp. 693-724
Persistent link: https://www.econbiz.de/10011623824
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Computing robust stylized facts on comovement
André, Francisco J. (contributor);  … - 2002 - [Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001650962
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Detecting level shifts in the presence of conditional heteroscedasticity
Carnero, M. Angeles (contributor); Peña, Daniel (contributor) - 2004 - [Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002198779
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Nonlinear PPP under the gold standard
Payá, Ivan (contributor); Peel, David (contributor) - 2004 - [Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002203895
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Temporal aggregation of an ESTAR process : some implications for purchasing power parity adjustment
Payá, Ivan (contributor); Peel, David (contributor) - 2004 - [Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002203942