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Marginal effects and significance testing with Heckman's sample selection model: a methodological note

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Stock index realized volatility forecasting in the presence of heterogeneous leverage effects and long range dependence in the volatility of realized volatility

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Time-varying long-range dependence in stock market returns and financial market disruptions – a case of eight European countries

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Applied Economics Letters, Vol. 19, Iss. 10, 2012-07 ,pp. : 953-957

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Long lags or seasonal mis-specification? A note on co-integration testing and the consumption function

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Applied Economics Letters, Vol. 16, Iss. 3, 2009-02 ,pp. : 267-271

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