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~accessRights:"restricted"
~person:"Nielsen, Morten Ørregaard"
~subject:"Kointegration"
~subject:"Prognose"
~subject:"Volatilität"
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Nielsen, Morten Ørregaard
Gupta, Rangan
152
Ma, Feng
89
Bouri, Elie
85
Bahmani-Oskooee, Mohsen
74
Tiwari, Aviral Kumar
64
Hammoudeh, Shawkat
49
Wohar, Mark E.
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Gil-Alaña, Luis A.
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Mensi, Walid
43
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41
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Xuan Vinh Vo
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Lucey, Brian M.
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Roubaud, David
37
Shahzad, Syed Jawad Hussain
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Ji, Qiang
34
Shahbaz, Muhammad
34
Wei, Yu
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Demirer, Rıza
33
Salisu, Afees A.
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Caporale, Guglielmo Maria
29
Jawadi, Fredj
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McAleer, Michael
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Lau, Chi Keung
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Lee, Chien-chiang
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Yin, Libo
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Apergēs, Nikolaos
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Gillas, Konstantinos Gkillas
23
Umar, Zaghum
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22
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets
Dolatabadi, Sepideh
;
Nielsen, Morten Ørregaard
;
Xu, Ke
- In:
Journal of empirical finance
38
(
2016
),
pp. 623-639
Persistent link: https://www.econbiz.de/10011663388
Saved in:
2
The cointegrated vector autoregressive model with general deterministic terms
Johansen, Søren
;
Nielsen, Morten Ørregaard
- In:
Journal of econometrics
202
(
2018
)
2
,
pp. 214-229
Persistent link: https://www.econbiz.de/10011974563
Saved in:
3
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
Saved in:
4
The impact of financial crises on the risk-return tradeoff and the leverage effect
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
; …
- In:
Economic modelling
49
(
2015
),
pp. 407-418
Persistent link: https://www.econbiz.de/10011439598
Saved in:
5
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
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