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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Frederiksen, Per"
~person:"Moura, Guilherme Valle"
~source:"econis"
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Frederiksen, Per
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Queen's Economics Department working paper
4
Economics letters
2
CREATES research paper
1
Journal of econometrics
1
The econometrics journal
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ECONIS (ZBW)
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Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
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2
Testing for long memory in potentially nonstationary perturbed fractional processes
Frederiksen, Per
;
Nielsen, Frank S.
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 329-381
Persistent link: https://www.econbiz.de/10010351544
Saved in:
3
Bias-reduced estimation of long-memory stochastic volatility
Frederiksen, Per
;
Nielsen, Morten Ørregaard
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
4
,
pp. 496-512
Persistent link: https://www.econbiz.de/10003778957
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