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Assessing and improving the performance of nearly efficient unit root tests in small samples
Broda, Simon; Carstensen, Kai; Paolella, Marc S. - In: Econometric reviews 28 (2009) 5, pp. 468-494
Persistent link: https://www.econbiz.de/10003873093
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The volatility of realized volatility
Corsi, Fulvio; Mittnik, Stefan; Pigorsch, Christian; … - In: Econometric reviews 27 (2008) 1/3, pp. 46-78
Persistent link: https://www.econbiz.de/10003761214
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Modeling asset returns with alternative stable distributions
Mittnik, Stefan - In: Econometric reviews 12 (1993) 3, pp. 261-330
Persistent link: https://www.econbiz.de/10001156115