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subject:"EU countries"
type_genre:"Working Paper"
~isPartOf:"CREATES research paper"
~isPartOf:"Finance and economics discussion series"
~person:"Cavaliere, Giuseppe"
~subject:"Schätztheorie"
~type_genre:"Konferenzschrift"
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EU countries
Schätztheorie
Estimation
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Estimation theory
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Heteroscedasticity
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Cavaliere, Giuseppe
Nielsen, Morten Ørregaard
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Teräsvirta, Timo
3
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2
Kang, Jian
2
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Silvennoinen, Annastiina
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CREATES research paper
Finance and economics discussion series
Queen's Economics Department working paper
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ECONIS (ZBW)
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Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
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2
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA Models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2014
Persistent link: https://www.econbiz.de/10010394614
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