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DateTitle Authors
2013 Testando a cointegração entre os fundamentos e a taxa real de câmbio: Evidências para países selecionadosRibeiro, Priscila Fernandes
2013 Taxas bilaterais de câmbio: Análise de desalinhamento para países selecionadosRibeiro, Priscila Fernandes
2005 The Power of the KPSS{Test for Cointegration when Residuals are Fractionally IntegratedSibbertsen, Philipp / Krämer, Walter
2014 Oil price uncertainty and sectoral stock returns in China: A time-varying approachCaporale, Guglielmo Maria / Ali, Faek Menla / Spagnolo, Nicola
2014 Intraday Price Discovery in Fragmented MarketsOzturk, Sait / van der Wel, Michel / van Dijk, Dick
2014 On an Estimation Method for an Alternative Fractionally Cointegrated ModelCarlini, Federico / Lasak, Katarzyna
2014 New HEAVY Models for Fat-Tailed Returns and Realized Covariance KernelsJanus, Pawel / Lucas, André / Opschoor, Anne
2014 Empirical Bayes Methods for Dynamic Factor ModelsKoopman, Siem Jan / Mesters, Geert
2014 Time Varying Transition Probabilities for Markov Regime Switching ModelsBazzi, Marco / Blasques, Francisco / Koopman, Siem Jan / Lucas, Andre
2002 Specification testing and semiparametric estimation of regime switching models: An examination of the US short term interest rateCampbell, Sean D.

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