7

Subsampling Unit Root Tests for Heavy-Tailed Observations

Year:
2004
Language:
english
File:
PDF, 248 KB
english, 2004
8

Tail index estimation in the presence of long-memory dynamics

Year:
2012
Language:
english
File:
PDF, 1.68 MB
english, 2012
11

Wavelet-domain test for long-range dependence in the presence of a trend

Year:
2008
Language:
english
File:
PDF, 203 KB
english, 2008
15

International stock market comovement in time and scale outlined with a thick pen

Year:
2017
Language:
english
File:
PDF, 1.12 MB
english, 2017
22

Quiz. What is your diagnosis?

Year:
2019
Language:
english
File:
PDF, 5.54 MB
english, 2019