Research Article
THE VARIANCE OF AN INTEGRATED PROCESS NEED NOT DIVERGE TO INFINITY, AND RELATED RESULTS ON PARTIAL SUMS OF STATIONARY PROCESSES
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- 27 July 2001, pp. 671-685
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ON THE LOG PERIODOGRAM REGRESSION ESTIMATOR OF THE MEMORY PARAMETER IN LONG MEMORY STOCHASTIC VOLATILITY MODELS
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- 27 July 2001, pp. 686-710
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APPROXIMATION TO THE LIMITING DISTRIBUTION OF t- AND F-STATISTICS IN TESTING FOR SEASONAL UNIT ROOTS
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- 27 July 2001, pp. 711-737
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ASYMPTOTIC INFERENCE FOR NONSTATIONARY FRACTIONALLY INTEGRATED AUTOREGRESSIVE MOVING-AVERAGE MODELS
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- 27 July 2001, pp. 738-764
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ASYMPTOTICALLY EFFICIENT MEDIAN REGRESSION IN THE PRESENCE OF HETEROSKEDASTICITY OF UNKNOWN FORM
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- 27 July 2001, pp. 765-784
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ESTIMATION OF EXCESS RETURNS FROM DERIVATIVE PRICES AND TESTING FOR RISK NEUTRAL PRICING
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- 27 July 2001, pp. 785-819
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LEAST ABSOLUTE DEVIATIONS REGRESSION UNDER NONSTANDARD CONDITIONS
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- 27 July 2001, pp. 820-852
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PROBLEMS AND SOLUTIONS
PROBLEMS AND SOLUTIONS
PROBLEMS AND SOLUTIONS
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- 27 July 2001, pp. 853-858
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CORRIGENDA
CORRIGENDA
CORRIGENDA
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- 27 July 2001, p. 859
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