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subject:"Volatilität"
type_genre:"Working Paper"
~isPartOf:"CREATES research paper"
~person:"Nielsen, Morten Ørregaard"
~subject:"Monte Carlo simulation"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
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Volatilität
Monte Carlo simulation
USA
Estimation theory
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Schätztheorie
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Nielsen, Morten Ørregaard
Teräsvirta, Timo
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Amado, Cristina
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Casas, Isabel
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Demetrescu, Matei
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Demetrescum, Matei
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CREATES research paper
Journal of applied econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Queen's Economics Department working paper
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ECONIS (ZBW)
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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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Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
-
2010
Persistent link: https://www.econbiz.de/10008651639
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