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~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"The journal of futures markets"
~person:"Nielsen, Morten Ørregaard"
~subject:"Schätzung"
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Schätzung
Cointegration
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Nielsen, Morten Ørregaard
Xu, Ke
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
The journal of futures markets
Queen's Economics Department working paper
6
CREATES research paper
5
Aarhus University Economics Paper
1
Discussion papers / Department of Economics, University of Copenhagen
1
Economics working paper
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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A fractionally cointegrated VAR analysis of price discovery in commodity futures markets
Dolatabadi, Sepideh
;
Nielsen, Morten Ørregaard
;
Xu, Ke
- In:
The journal of futures markets
35
(
2015
)
4
,
pp. 339-356
Persistent link: https://www.econbiz.de/10011348418
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2
Directional congestion and regime switching in a long memory model for electricity prices
Haldrup, Niels
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
10
(
2006
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10003559004
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