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Dumitrescu, Elena-Ivona
Keddad, Benjamin
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Truchis, Gilles de
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Narrow-band weighted nonlinear least squares estimation of unbalanced cointegration systems
Dumitrescu, Elena-Ivona
;
Truchis, Gilles de
-
2019
Persistent link: https://www.econbiz.de/10012241999
Saved in:
2
Local Whittle analysis of stationary unbalanced fractional cointegration systems
Dubois, Florent
;
Dumitrescu, Elena-Ivona
;
Truchis, Gilles de
-
2019
-
Preliminary draft
Persistent link: https://www.econbiz.de/10012242004
Saved in:
3
Testing for extreme volatility transmission with realized volatility measures
Boucher, Christophe
;
Truchis, Gilles de
;
Dumitrescu, …
-
2017
Persistent link: https://www.econbiz.de/10011738966
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