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~isPartOf:"CREATES research paper"
~person:"Buch, Claudia M."
~person:"Nielsen, Morten Ørregaard"
~person:"Sucarrat, Genaro"
~subject:"Time series analysis"
~subject:"Volatility"
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Buch, Claudia M.
Nielsen, Morten Ørregaard
Sucarrat, Genaro
Christoffersen, Peter F.
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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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