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~isPartOf:"CREATES research paper"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Economics and finance working paper series"
~language:"cat"
~language:"eng"
~subject:"ARCH model"
~subject:"Kointegration"
~type_genre:"Conference proceedings"
~type_genre:"Graue Literatur"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
~type_genre:"Systematic review"
~type_genre:"Thesis"
~type_genre:"Working Paper"
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Gil-Alaña, Luis A.
13
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Caporale, Guglielmo Maria
7
Saikkonen, Pentti
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Lütkepohl, Helmut
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Hafner, Christian M.
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Herwartz, Helmut
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Johansen, Søren
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Trenkler, Carsten
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Xu, Ke
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Agosto, Arianna
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CREATES research paper
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Economics and finance working paper series
Discussion paper / Tinbergen Institute
50
Discussion papers of interdisciplinary research project 373
38
Working paper
38
CESifo working papers
24
SFB 649 discussion paper
22
Econometric Institute research papers
20
Working papers
20
EUI working paper
19
SSE EFI working paper series in economics and finance
18
CORE discussion paper : DP
16
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
16
CFS working paper series
13
Cambridge working papers in economics
13
Discussion paper
13
Discussion paper / Department of Economics, University of California San Diego
13
Discussion papers / Department of Economics, University of Copenhagen
12
Research paper series / Swiss Finance Institute
12
CORE discussion papers : DP
11
IHS economics series : working paper
11
Série des documents de travail / Centre de Recherche en Économie et Statistique
11
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
11
Working paper series / European Central Bank ; Eurosystem
11
EUI working paper / ECO
10
IMF working papers
10
Reihe Ökonomie
10
Working paper / National Bureau of Economic Research, Inc.
10
Working paper series / European Central Bank
10
Cowles Foundation discussion paper
9
Department of Economics discussion paper series / University of Oxford
9
Discussion papers / Deutsches Institut für Wirtschaftsforschung
9
Discussion papers in economics
9
IWQW discussion paper series
9
Queen's Economics Department working paper
9
Working paper / Department of Econometrics and Business Statistics, Monash University
9
Working paper series / University of Zurich, Department of Economics
9
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
8
Cardiff economics working papers
8
Discussion paper / Centre for Economic Policy Research
8
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ECONIS (ZBW)
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1
Fractional integration and cointegration
Haulde, Javier
;
Nielsen, Morten Ørregaard
-
2021
Persistent link: https://www.econbiz.de/10012816374
Saved in:
2
Economic significance of commodity return forecasts from the fractionally cointegrated VAR model
Dolatabadim, Sepideh
;
Narayan, Kumar Paresh
;
Nielsen, …
-
2018
Persistent link: https://www.econbiz.de/10011946486
Saved in:
3
Models with multiplicative decomposition of conditional variances and correlations
Amado, Cristina
;
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2018
Persistent link: https://www.econbiz.de/10011864902
Saved in:
4
Nonstationary cointegration in the fractionally cointegrated VAR model
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2018
Persistent link: https://www.econbiz.de/10011864979
Saved in:
5
Persistence in the Russian stock market volatility indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2018
Persistent link: https://www.econbiz.de/10011995731
Saved in:
6
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2017
Persistent link: https://www.econbiz.de/10011631069
Saved in:
7
Volatility discovery
Dias, Gustavo Fruet
;
Scherrer, Cristina Mabel
; …
-
2016
Persistent link: https://www.econbiz.de/10011447786
Saved in:
8
A Markov chain estimator of multivariate volatility from high frequency data
Hansen, Peter Reinhard
;
Horel, Guillaume
;
Lunde, Asger
; …
-
2015
Persistent link: https://www.econbiz.de/10010514600
Saved in:
9
Exchange rate dynamics and monetary unions in Africa : a fractional integration and cointegration analysis
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Carcel, Hector
-
2015
Persistent link: https://www.econbiz.de/10010527158
Saved in:
10
Modeling corporate defaults : Poisson autoregressions with exogenous covariates (PARX)
Agosto, Arianna
;
Cavaliere, Giuseppe
;
Kristensen, Dennis
; …
-
2015
Persistent link: https://www.econbiz.de/10011516997
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