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~isPartOf:"CREATES research paper"
~person:"Baltazar-Larios, Fernando"
~person:"Basse, Tobias"
~person:"Fokianos, Konstantinos"
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Baltazar-Larios, Fernando
Basse, Tobias
Fokianos, Konstantinos
Podolskij, Mark
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Barndorff-Nielsen, Ole E.
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Pakkanen, Mikko S.
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Lunde, Asger
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CREATES research paper
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Discussion papers / Department of Economics, University of Copenhagen
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Essays on empirical finance in times of crises : fractional integration, structural breaks, and explosiveness
1
Journal of the American Statistical Association : JASA
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Univ. of Copenhagen Dept. of Economics Discussion Paper
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The walking debt crisis
Basse, Tobias
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Kruse, Robinson
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Wegener, Christoph
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2017
Persistent link: https://www.econbiz.de/10011624094
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Maximum likelihood estimation for integrated diffusion processes
Baltazar-Larios, Fernando
;
Sørensen, Michael
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2010
Persistent link: https://www.econbiz.de/10008651742
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Poisson autoregression
Fokianos, Konstantinos
;
Rahbek, Anders
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Tjøstheim, Dag
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2009
Persistent link: https://www.econbiz.de/10003849524
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