| 30 March 2022 | Bootstrap inference for Hawkes and general point processes
| Cavaliere, G; Lu, Y; Rahbek, A; et al. |
| 15 September 2020 | Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models
| Cavaliere, G; Nielsen, HB; Pedersen, RS; et al. |
| 4 March 2021 | Bootstrapping non-stationary stochastic volatility
| Boswijk, HO; Cavaliere, G; Georgiev, I; et al. |
| 18 June 2018 | Bootstrapping Noncausal Autoregressions: With Applications to Explosive Bubble Modeling
| Cavaliere, G; Nielsen, HB; Rahbek, A |
| 22 January 2021 | An Introduction to Bootstrap Theory in Time Series Econometrics
| Cavaliere, G; Rahbek, A; Bohn Nielsen, H |
| 20 March 2020 | A primer on bootstrap testing of hypotheses in time series models: with an application to double autoregressive models
| Cavaliere, G; Rahbek, A |
| 1 February 2023 | Specification tests for GARCH processes with nuisance parameters on the boundary
| Cavaliere, G; Perera, I; Rahbek, A |
| 1 December 2023 | Tail behavior of ACD models and consequences for likelihood-based estimation
| Cavaliere, G; Mikosch, T; Rahbek, A; et al. |
