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Time series analysis
Zeitreihenanalyse
4
Estimation theory
3
Schätztheorie
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ARCH model
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ARCH-Modell
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Estimation
2
Schätzung
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conditional heteroskedasticity
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fractional integration
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Lagrange multiplier testing principle
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Theory
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adaptive estimation
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cofractional
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cointegration
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conditional sum-of-squares
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fast Fourier transform
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fractional Brownianmotion
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heteroskedasticity
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Nielsen, Morten Ørregaard
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CREATES research paper
CESifo working papers
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Applied economics
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Finance research letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Journal of empirical finance
9
Applied economics letters
8
Econometric reviews
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International journal of economics and finance
7
International journal of finance & economics : IJFE
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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International review of financial analysis
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Queen's Economics Department working paper
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Research in international business and finance
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CBN journal of applied statistics
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Economic modelling
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International journal of monetary economics and finance
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International review of economics & finance : IREF
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Journal of banking & finance
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Journal of economics and finance
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Journal of time series econometrics
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Review of development finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The North American journal of economics and finance : a journal of financial economics studies
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Eastern economic journal
3
Econometrics : open access journal
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Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
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ECONIS (ZBW)
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To infinity and beyond : efficient computation of ARCH(∞) models
Nielsen, Morten Ørregaard
;
Noël, Antoine L.
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2020
Persistent link: https://www.econbiz.de/10012318239
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Fractional integration and cointegration
Haulde, Javier
;
Nielsen, Morten Ørregaard
-
2021
Persistent link: https://www.econbiz.de/10012816374
Saved in:
3
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
-
2021
Persistent link: https://www.econbiz.de/10012434016
Saved in:
4
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
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