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~institution:"Aarhus Universitet / Afdeling for Nationaløkonomi"
~institution:"Federal Reserve System / Board of Governors"
~person:"Christensen, Bent Jesper"
~person:"Ericsson, Neil R."
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Semiparametric analysis of stationary fractional cointegration and the implied-realized volatility relation in high frequency
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001599613
Saved in:
2
A framework for economic forecasting
Ericsson, Neil R.
;
Marquez, Jaime R.
-
1998
Persistent link: https://www.econbiz.de/10000996016
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3
Cointegration tests in the presence of structural breaks
Campos, Julia
;
Ericsson, Neil R.
;
Hendry, David F.
-
1993
Persistent link: https://www.econbiz.de/10000854458
Saved in:
4
Cointegration, seasonality, encompassing, and the demand for money in the United Kingdom
Ericsson, Neil R.
;
Hendry, David F.
;
Tran, Hong-anh
-
1993
Persistent link: https://www.econbiz.de/10000873721
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