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On the robustness of nonlinearity tests to moment condition failure
DeLima, Pedro J. F. - In: Journal of econometrics 76 (1997) 1, pp. 251-280
Persistent link: https://www.econbiz.de/10001211360
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Modeling financial volatility : extreme observations, nonlinearities and nonstationarities
Barnes, Michelle L. (contributor);  … - 2000
Persistent link: https://www.econbiz.de/10001510273
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Nuisance paramenter free properties of correlation integral based statistics
DeLima, Pedro J. F. - In: Econometric reviews 15 (1996) 3, pp. 237-259
Persistent link: https://www.econbiz.de/10001212115
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Long-range dependence in the conditional variance of stock returns
Crato, Nuno - In: Economics letters 45 (1994) 3, pp. 281-285
Persistent link: https://www.econbiz.de/10001165790
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On the robustness of non-linearity tests to moment condition failure
DeLima, Pedro J. F. - 1994
Persistent link: https://www.econbiz.de/10000903847
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Modeling long-memory stochastic volatility
DeLima, Pedro J. F.; Breidt, F. Jay; Crato, Nuno - 1994
Persistent link: https://www.econbiz.de/10000908766
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Nonlinear time series, complexity theory, and finance
Brock, William A. - 1996
Persistent link: https://www.econbiz.de/10001320253
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The detection and estimation of long memory in stochastic volatility
Breidt, F. Jay - In: Journal of econometrics 83 (1998) 1, pp. 325-348
Persistent link: https://www.econbiz.de/10001336943