Shirvani, Abootaleb; Rachev, Svetlozar T.; Fabozzi, Frank J. Multiple subordinated modeling of asset returns: implications for option pricing. (English) Zbl 1490.62325 Econom. Rev. 40, No. 3, 290-319 (2021). MSC: 62P05 91G20 60G51 PDFBibTeX XMLCite \textit{A. Shirvani} et al., Econom. Rev. 40, No. 3, 290--319 (2021; Zbl 1490.62325) Full Text: DOI
Yamazaki, Daisuke Improved confidence sets for the date of a structural break. (English) Zbl 1490.62183 Econom. Rev. 40, No. 3, 257-289 (2021). MSC: 62J05 62F03 62F25 62P20 PDFBibTeX XMLCite \textit{D. Yamazaki}, Econom. Rev. 40, No. 3, 257--289 (2021; Zbl 1490.62183) Full Text: DOI
Trapani, Lorenzo Testing for strict stationarity in a random coefficient autoregressive model. (English) Zbl 1480.62182 Econom. Rev. 40, No. 3, 220-256 (2021). MSC: 62M10 62G10 62P20 PDFBibTeX XMLCite \textit{L. Trapani}, Econom. Rev. 40, No. 3, 220--256 (2021; Zbl 1480.62182) Full Text: DOI arXiv Link