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DateTitle Authors
2013 Bootstrap Score Tests for Fractional Integration in Heteroskedastic ARFIMA Models, with an Application to Price Dynamics in Commodity Spot and Futures MarketsCavalierea, Giuseppe / Ørregard Nielsen, Morten / Taylor, A. M. Robert
2009 Monetary policy implementation and overnight rate persistenceNautz, Dieter / Scheithauer, Jan
2005 Nonparametric bootstrap procedures for predictive inference based on recursive estimation schemesCorradi, Valentina / Swanson, Norman R.
2008 Revisitando a função de reação fiscal no Brasil pós-real: Uma abordagem de mudanças de regimeMendonça, Mário Jorge / dos Santos, Cláudio H.
2004 Exchange rates and Markov switching dynamicsCheung, Yin-Wong / Erlandsson, Ulf G.
2014 Improved volatility estimation based on limit order booksBibinger, Markus / Jirak, Moritz / Reiss, Markus
2005 Nominal exchange rate flexibility and real exchange rate adjustment : evidence from dual exchange rates in developing countriesCheung, Yin-Wong / Lai, Kon-Sun
2009 Long memory in US real output per capitaCaporale, Guglielmo Maria / Gil-Alana, Luis A.
2009 Evaluating emission trading as a policy tool : evidence from conditional jump modelsGronwald, Marc / Ketterer, Janina
2008 Evidence on the effects of inflation on price dispersion under indexationSchreiber, Sven / Scharff, Juliane

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