An improved generalized spectral test for conditional mean models in time series with conditional heteroskedasticity of unknown form

Tail estimation and conditional modeling of heteroscedastic time-series

Paolella, Marc S., (1999)

Generalized spectral tests for conditional mean models in time series with conditional heteroscedasticity of unknown form

Hong, Yongmiao, (2005)

An application of directional quantiles to economic data with a multivariate response

Kalina, Jan, (2020)