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Long memory and the relation between implied and realized volatility
Bandi, Federico M.; Perron, Benoit - In: Journal of financial econometrics : official journal of … 4 (2006) 4, pp. 636-670
Persistent link: https://www.econbiz.de/10003565756
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Efficient estimation of the seemingly unrelated regression cointegration model and testing for purchasing power parity
Moon, Hyungsik Roger; Perron, Benoit - In: Econometric reviews 23 (2004) 4, pp. 293-323
Persistent link: https://www.econbiz.de/10002514194
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The seemingly unrelated dynamic cointegration regression model and testing for purchasing power parity
Moon, Hyungsik Roger; Perron, Benoit - 2000
Persistent link: https://www.econbiz.de/10001504780
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Bootstrapping factor-augmented regression models
Gonçalves, Sílvia; Perron, Benoit - In: Journal of econometrics 182 (2014) 1, pp. 156-173
Persistent link: https://www.econbiz.de/10010497094