• Accepted/In press

  Semiparametric tests for the order of integration in the possible presence of level breaks

  Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review

• Published

  To infinity and beyond: Efficient computation of ARCH(∞) models

  Research output: Working paper › Research

• Published

  Adaptive Inference in Heteroskedastic Fractional Time Series Models

  Research output: Working paper › Research

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