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~isPartOf:"CREATES research paper"
~subject:"Modellierung"
~subject:"Südafrika"
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Modellierung
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Scientific modelling
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Johansen, Søren
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CREATES research paper
Working paper / World Institute for Development Economics Research
219
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ECONIS (ZBW)
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The cointegrated vector autoregressive model with general deterministic terms
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2016
Persistent link: https://www.econbiz.de/10011524104
Saved in:
2
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011373232
Saved in:
3
Optimal hedging with the cointegrated vector autoregressive model
Johansen, Søren
;
Gatarek, Lukasz
-
2014
Persistent link: https://www.econbiz.de/10010418991
Saved in:
4
Times series : cointegration
Johansen, Søren
-
2014
Persistent link: https://www.econbiz.de/10010418999
Saved in:
5
Estimation and forecasting of large realized covariance matrices and portfolio choice
Callot, Laurent
;
Kock, Anders B.
;
Medeiros, Marcelo C.
-
2014
Persistent link: https://www.econbiz.de/10010433252
Saved in:
6
Forecasting with the standardized self-perturbed kalman filter
Grassi, Stefano
;
Nonejad, Nima
;
Santucci de Magistris, Paolo
-
2014
Persistent link: https://www.econbiz.de/10010339076
Saved in:
7
Semiparametric modelling and estimation : a selective overview
Kristensen, Dennis
-
2009
Persistent link: https://www.econbiz.de/10003883603
Saved in:
8
Realized GARCH : a complete model of returns and realized measures of volatility
Hansen, Peter Reinhard
;
Huang, Zhuowei
;
Shek, Howard Howan
-
2010
Persistent link: https://www.econbiz.de/10003941851
Saved in:
9
Testing a parametric function against nonparametric alternative in IV and GMM settings
Gørgens, Tue
;
Würtz, Allan H.
-
2009
Persistent link: https://www.econbiz.de/10003903437
Saved in:
10
Ambit processes and stochastic partial differential equations
Barndorff-Nielsen, Ole E.
;
Benth, Fred Espen
;
Veraart, …
-
2010
Persistent link: https://www.econbiz.de/10003959801
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