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DateTitle Authors
2000 Fourth moments of multivariate GARCH processesHafner, Christian M.
2000 A fractionally integrated model with a mean shift for the US and the UK real oil pricesGil-Alaña, Luis A.
2000 A generalized fractional time series modelGil-Alaña, Luis A.
2009 Non-Extensitivity versus informative moments for financial models: a unifying framework and empirical resultsHerrmann, Klaus
2008 Models for time-varying moments using maximum entropy applied to a generalized measure of volatilityHerrmann, Klaus
2004 Finite sample of the Durbin-Watson test against fractionally integrated disturbancesKleiber, Christian / Krämer, Walter
2002 A note on covariance stationarity conditions for dynamic random coefficient modelsKapetanios, George
2005 Econometric methods of signal extractionPollock, Stephen
2005 Orthogonality conditions for non-dyadic wavelet analysisPollock, Stephen / Cascio, Iolanda Lo
2014 Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio ChoiceCallot, Laurent / Kock, Anders B. / Medeiros, Marcelo C.

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