Publicaciones en colaboración con investigadores/as de Goethe University Frankfurt (3)

2016

  1. Quantile regression for long memory testing: A case of realized volatility

    Journal of Financial Econometrics, Vol. 14, Núm. 4, pp. 693-724

2014

  1. Persistence in the banking industry: Fractional integration and breaks in memory

    Journal of Empirical Finance, Vol. 29, pp. 95-112

2009

  1. Testing for general fractional integration in the time domain

    Econometric Theory, Vol. 25, Núm. 6, pp. 1793-1828