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Cyclin D1 and p16INK4A are molecules with pivotal roles in cell cycle control and the development of diverse human cancers, and overexpression of cyclin D1 and loss of p16INK4A expression are common… (More)
We assess the performances of alternative procedures for forecasting the daily volatility of the euro's bilateral exchange rates using 15 min data. We use realized volatility and traditional time… (More)
This article extends and generalizes the variance-ratio (VR) statistic by employing an estimator of the asymptotic covariance matrix of the sample autocorrelations. The estimator is consistent under… (More)