Refined Inference on Long Memory in Realized Volatility

بواسطة PHILLIPS, Peter C. B., LIEBERMAN, Offer
منشور في 2008

Understanding temporal aggregation effects on kurtosis in financial indices

بواسطة LIEBERMAN, Offer, PHILLIPS, Peter C. B.
منشور في 2022

Hybrid stochastic local unit roots

بواسطة LIEBERMAN, Offer, PHILLIPS, Peter C. B.
منشور في 2020

Norming rates and limit theory for some time-varying coefficient autoregressions

بواسطة LIEBERMAN, Offer, Peter C. B. PHILLIPS
منشور في 2014

A multivariate stochastic unit root model with an application to derivative pricing

بواسطة LIEBERMAN, Offer, Peter C. B. PHILLIPS
منشور في 2017