Boswijk, H. and Zu, Y. (2018). Adaptive wild bootstrap tests for a unit root with non-stationary volatility Econometrics Journal, 21(2):87--113.
26 key publications
filtered by:
-
-
Leitner, M., Ljubic, I., Luipersbeck, M. and Sinnl, M. (2018). A dual-ascent-based branch-and-bound framework for the prize-collecting Steiner tree and related problems INFORMS Journal on Computing, 30(2):402--420. -
Adams, R., Akyol, A. and Verwijmeren, P. (2018). Director skill sets Journal of Financial Economics, 130(3):641--662. -
Kirchler, M., Lindner, F. and Weitzel, U. (2018). Rankings and Risk-Taking in the Finance Industry The Journal of Finance, 73(5):2271--2302. -
Leung, E. and Veenman, D. (2018). Non-GAAP Earnings Disclosure in Loss Firms Journal of Accounting Research, 56(4):1083--1137. -
Boot, T. and Pick, A. (2018). Optimal forecasts from Markov switching models Journal of Business and Economic Statistics, 36(4):628--642.