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~isPartOf:"CREATES research paper"
~person:"Carr, Peter"
~person:"Ghysels, Eric"
~person:"Nielsen, Morten Ørregaard"
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Carr, Peter
Ghysels, Eric
Nielsen, Morten Ørregaard
Lunde, Asger
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CREATES research paper
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Nonparametric cointegration analysis of fractional systems with unknown integration orders
Nielsen, Morten Ørregaard
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2009
Persistent link: https://www.econbiz.de/10003849417
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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
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Nielsen, Morten Ørregaard
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2014
Persistent link: https://www.econbiz.de/10010394614
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