//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"CREATES research paper"
~person:"Nielsen, Morten Ørregaard"
~subject:"Capital income"
~subject:"Time series analysis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Term structures of implied vol...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Time series analysis
ARMA model
1
ARMA-Modell
1
Cointegration
1
Commodity derivative
1
Commodity price
1
Estimation
1
Estimation theory
1
Heteroscedasticity
1
Heteroskedastizität
1
Kointegration
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Rohstoffderivat
1
Rohstoffpreis
1
Schätztheorie
1
Schätzung
1
Volatility
1
Volatilität
1
Yield curve
1
Zeitreihenanalyse
1
Zinsstruktur
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
1
Author
All
Nielsen, Morten Ørregaard
Bollerslev, Tim
5
Christiansen, Charlotte
5
Christensen, Bent Jesper
4
Christoffersen, Peter F.
4
Hansen, Peter Reinhard
4
Teräsvirta, Timo
4
Todorov, Viktor
4
Andreasen, Martin Møller
3
Hounyo, Ulrich
3
Jacobs, Kris
3
Lunde, Asger
3
Silvennoinen, Annastiina
3
Heston, Steven L.
2
Kruse, Robinson
2
Meddahi, Nour
2
Rossi, Eduardo
2
Santucci de Magistris, Paolo
2
Veliyev, Bezirgen
2
Voev, Valeri
2
Xu, Lai
2
Amado, Cristina
1
Andersen, Torben
1
Asgharian, Hossein
1
Aslanidis, Nektarios
1
Babaoğlu, Kadir
1
Bohn Nielsen, Heino
1
Casas, Isabel
1
Cavaliere, Giuseppe
1
Chini, Emilio Zanetti
1
Christensen, Kim
1
Dorion, Christian
1
Ergemen, Yunus Emre
1
Eriksen, Jonas Nygaard
1
Frömmel, Michael
1
Gijbels, Irène
1
Gonc̜alves, Sílva
1
Gonçalves, Sílvia
1
Hall, Anthony D.
1
Hou, Ai Jun
1
Huang, Zhuo
1
more ...
less ...
Published in...
All
CREATES research paper
Queen's Economics Department working paper
3
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
Economic modelling
1
Journal of applied econometrics
1
Journal of econometrics
1
Journal of empirical finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->