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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Einheitswurzeltest"
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Einheitswurzeltest
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Nielsen, Morten Ørregaard
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Taulbjerg, Jes
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Ørregaard Nielsen, Morten
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Centre for Analytical Finance <Århus>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Ekonomiska forskningsinstitutet <Stockholm>
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Aarhus Universitet / Afdeling for Nationaløkonomi
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Optimal residual based tests for fractional cointegration and exchange rate dynamics
Nielsen, Morten Ørregaard
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contributor
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702310
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Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
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contributor
)
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2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
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Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
)
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2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
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