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The Annals of Computational and Financial Econometrics, first issue., , , , , , , , , and 16 other author(s). Comput. Stat. Data Anal., 56 (11): 2991-2992 (2012)The significance of testing empirical non-nested models. Journal of Econometrics, 67 (1): 149--171 (May 1995)Properties of ordinary least squares estimators in regression models with nonspherical disturbances, , and . Journal of Econometrics, 54 (1-3): 321--334 (00 1992)Asymmetric Realized Volatility Risk, , and . Journal of Risk and Financial Management, 7 (2): 80--109 (2014)First special issue: selected papers of the MSSANZ/IMACS 15th Biennial Conference on modelling and simulation, Townsville, Australia, July 2003., , and . Math. Comput. Simul., 68 (5-6): 397-399 (2005)Mapping the Presidential Election Cycle in US stock markets., and . Math. Comput. Simul., 79 (11): 3267-3277 (2009)Value-at-Risk for country risk ratings., , and . Math. Comput. Simul., 81 (7): 1454-1463 (2011)Some comments on testing time series models. Econometric Reviews, 7 (1): 49--57 (1998)An Empirical Assessment of Country Risk Ratings and Associated Models, and . Journal of Economic Surveys, 18 (4): 539--588 (245 09 2004)doi: 10.1111/j.0950-0804.2004.00230.x.Cointegration Analysis of Seasonal Time Series, and . Journal of Economic Surveys, 12 (5): 651--678 (335 12 1998)doi: 10.1111/1467-6419.00070.