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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~institution:"Unité Mixte de Recherche Théorie Economique, Modélisation et Applications"
~person:"Nielsen, Morten Ørregaard"
~person:"Scaillet, Olivier"
~subject:"Cointegration"
~subject:"Monte Carlo simulation"
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Nielsen, Morten Ørregaard
Scaillet, Olivier
Lardic, Sandrine
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Di Miscia, Orazio
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Centre for Analytical Finance <Århus>
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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ECONIS (ZBW)
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Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
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2
Optimal residual based tests for fractional cointegration and exchange rate dynamics
Nielsen, Morten Ørregaard
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702310
Saved in:
3
A fast subsampling method for nonlinear dynamic models
Hong, Han
(
contributor
);
Scaillet, Olivier
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661507
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