Contabilidad y Finanzas (CyF)
Goethe University Frankfurt
Francfort, AlemaniaPublicaciones en colaboración con investigadores/as de Goethe University Frankfurt (3)
2016
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Quantile regression for long memory testing: A case of realized volatility
Journal of Financial Econometrics, Vol. 14, Núm. 4, pp. 693-724
2014
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Persistence in the banking industry: Fractional integration and breaks in memory
Journal of Empirical Finance, Vol. 29, pp. 95-112
2009
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Testing for general fractional integration in the time domain
Econometric Theory, Vol. 25, Núm. 6, pp. 1793-1828