Refined Inference on Long Memory in Realized Volatility

由 PHILLIPS, Peter C. B., LIEBERMAN, Offer
出版 2008

Understanding temporal aggregation effects on kurtosis in financial indices

由 LIEBERMAN, Offer, PHILLIPS, Peter C. B.
出版 2022

Hybrid stochastic local unit roots

由 LIEBERMAN, Offer, PHILLIPS, Peter C. B.
出版 2020

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

由 LIEBERMAN, Offer, Peter C. B. PHILLIPS
出版 2014

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

由 LIEBERMAN, Offer, Peter C. B. PHILLIPS
出版 2017