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~isPartOf:"CREATES research paper"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Working papers / Economics Series / Department of Economics, Universidad Carlos III de Madrid"
~person:"Nielsen, Morten Ørregaard"
~person:"Sucarrat, Genaro"
~subject:"Time series analysis"
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Nielsen, Morten Ørregaard
Sucarrat, Genaro
Hansen, Peter Reinhard
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CREATES research paper
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Working papers / Economics Series / Department of Economics, Universidad Carlos III de Madrid
International journal of forecasting
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Queen's Economics Department working paper
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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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
; …
-
2014
Persistent link: https://www.econbiz.de/10010394614
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Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
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