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CREATES research paper
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ECONIS (ZBW)
596
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171
The predictive power of dividend yields for future infl‡ation : money illusion or rational causes?
Engsted, Tom
;
Pedersen, Thomas Q.
-
2016
Persistent link: https://www.econbiz.de/10011474702
Saved in:
172
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2016
Persistent link: https://www.econbiz.de/10011624059
Saved in:
173
Retrieving risk-neutral densities embedded in VIX options : a non-structural approach
Barletta, Andrea
;
Santucci de Magistris, Paolo
; …
-
2016
Persistent link: https://www.econbiz.de/10011524099
Saved in:
174
Semiparametric inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
-
2016
Persistent link: https://www.econbiz.de/10011524100
Saved in:
175
System estimation of panel data models under long-range dependence
Ergemen, Yunus Emre
-
2016
Persistent link: https://www.econbiz.de/10011421766
Saved in:
176
Testing for heteroscedasticity in jumpy and noisy high-frequency data : a resampling approach
Christensen, Kim
;
Hounyo, Ulrich
;
Podolskij, Mark
-
2016
Persistent link: https://www.econbiz.de/10011541690
Saved in:
177
Tightness of M-estimators for multiple linear regression in time series
Johansen, Søren
;
Nielsen, Bent
-
2016
Persistent link: https://www.econbiz.de/10011524093
Saved in:
178
Volatility and public news announcements
Bollerslev, Tim
;
Li, Jia
;
Xue, Yuan
-
2016
Persistent link: https://www.econbiz.de/10011524097
Saved in:
179
Volatility discovery
Dias, Gustavo Fruet
;
Scherrer, Cristina Mabel
; …
-
2016
Persistent link: https://www.econbiz.de/10011447786
Saved in:
180
Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads
Ergemen, Yunus Emre
;
Haldrup, Niels
; …
-
2015
Persistent link: https://www.econbiz.de/10011409105
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