Publications
- Long memory or parameter inconstancy in GARCH models? An empirical illustration2005 | Faculty of Social Sciences
- Long memory in volatility or parameter inconstancy? The case of Prague stock exchange2005 | Faculty of Social Sciences
- Misleading long-Memory Features of SETAR Models2005 | Faculty of Social Sciences
- A note on the distribution of Dickey-Fuller test in a heteroskedastic model2005 | Faculty of Social Sciences
- Statistical inference in nonlinear models : some Monte Carlo evidence2004 | Faculty of Social Sciences
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