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Asymmetric Fractionally Integrated Volatility Modelling of Asian Equity Markets under the Subprime Mortgage Crisis. (2012). cheong, chin ; Nurul Afidah Mohmad Yusof, ; Lai, Ng Sew ; Ying, Khor Chia .
In: Journal of Quantitative Economics.
RePEc:jqe:jqenew:v:10:y:2012:i:1:p:70-84.

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  51. Testing for unit roots in the context of misspecified logarithmic random walks. (2002). Krämer, Walter ; Davies, Laurie ; Kramer, Walter.
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  53. Syncronicity between macroeconomic time series: an exploratory analysis. (2000). Escribano, Alvaro ; Garcia, Ana ; Aparicio, Felipe M.
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  54. Rank tests for nonlinear cointegration. (1998). Breitung, Jörg.
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  55. A characterization of cointegrating relationships using induced-order statistics. (1998). Escribano, Alvaro ; Aparicio, Felipe M.
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