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Estimating factor-based spot volatility matrices with noisy and asynchronous high-frequency data
Li, Degui, (2024)
Generalized spectral tests for multivariate martingale difference hypotheses
Wang, Xuexin, (2024)
Reprint of: Robust inference on correlation under general heterogeneity
Giraitis, Liudas, (2024)
Local whittle estimation of fractional integration for nonlinear processes
Shao, Xiaofeng, (2007)
LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION FOR NONLINEAR PROCESSES
A LIMIT THEOREM FOR QUADRATIC FORMS AND ITS APPLICATIONS
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