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Random coefficient continuous systems : testing for extreme sample path behaviour
Tao, Yubo (Robert), (2017)
Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar, (2010)
A no arbitrage fractional cointegration analysis of the range based volatility
Rossi, Eduardo, (2009)
Modified rainbow tests
Burke, Simon P., (1990)
Data-dependent selection of the lag truncation parameter in unit root tests of the Phillips-Perron type
Burke, Simon P., (1996)
Modelling non-stationary economic time series : a multivariate approach
Burke, Simon P., (2005)