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Asymptotic approximations in the near-integrated model with a non-zero initial conditionPierre Perron; Cosme Vodounou · 2001
Asymptotic approximations in the near-integrated model with a non-zero initial conditionPierre Perron and Cosme Vodounou · The Econometrics Journal · 2001
Sampling interval and estimated betas: Implications for the presence of transitory components in stock pricesPerron, Pierre; Chun, Sungju; Vodounou, Cosme · Journal of Empirical Finance · 2013
THE VARIANCE RATIO TEST: AN ANALYSIS OF SIZE AND POWER BASED ON A CONTINUOUS-TIME ASYMPTOTIC FRAMEWORKPerron, Pierre; Vodounou, Cosme · Econometric Theory · 2005
The Variance Ratio Test: An Analysis of Size and Power Based on a Continuous-Time Asymptotic FrameworkPierre Perron and Cosme Vodounou · Econometric Theory · 2005