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Functional repeated measures analysis of variance and its application
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Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading
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A note on estimationg variance of finite population distribution function
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The Specification of Garch Models With Stochastic Covariates
Fleming, Jeff, (2007)
Stochastic Volatility, Trading Volume, and the Daily Flow of Information
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The Specification of GARCH Models with Stochastic Covariates