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Nielsen, Morten Ørregaard
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CREATES research paper
Journal of econometrics
1,646
Economics letters
977
Econometric theory
728
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
635
Econometric reviews
450
CEMMAP working papers / Centre for Microdata Methods and Practice
395
NBER Working Paper
346
Journal of the American Statistical Association : JASA
324
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
320
NBER working paper series
316
Discussion paper / Tinbergen Institute
310
The econometrics journal
273
Série des documents de travail / Centre de Recherche en Économie et Statistique
235
Working paper / National Bureau of Economic Research, Inc.
230
Journal of applied econometrics
223
Cowles Foundation discussion paper
220
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
216
Applied economics letters
199
Discussion paper series / IZA
198
Oxford bulletin of economics and statistics
196
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
187
Discussion paper / Center for Economic Research, Tilburg University
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European journal of operational research : EJOR
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Journal of quantitative economics : official journal of the Indian Econometric Society
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140
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133
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IZA Discussion Paper
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ECONIS (ZBW)
138
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1
Nonparametric estimation of cumulative incidence functions for competing risks data with missing cause of failure
Effraimidis, Georgios
;
Dahl, Christian M.
-
2013
Persistent link: https://www.econbiz.de/10010226782
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2
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
3
Short-term market risks implied by weekly options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011797670
Saved in:
4
An I(2) cointegration model with piecewise linear trends : likelihood analysis and application
Kurita, Takamitsu
;
Bohn Nielsen, Heino
;
Rahbek, Anders
-
2009
Persistent link: https://www.econbiz.de/10003863153
Saved in:
5
A no arbitrage fractional cointegration analysis of the range based volatility
Rossi, Eduardo
;
Santucci de Magistris, Paolo
-
2009
Persistent link: https://www.econbiz.de/10003863181
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6
On IGARCH and convergence of the QMLE for misspecified GARCH models
Tolver Jensen, Anders
;
Lange, Theis
-
2009
Persistent link: https://www.econbiz.de/10003849498
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7
Quadratic variation by Markov chains
Hansen, Peter Reinhard
;
Horel, Guillaume
-
2009
Persistent link: https://www.econbiz.de/10003849527
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8
Least squares inference on integrated volatility and the relationship between efficient prices and noise
Nolte, Ingmar
;
Voev, Valeri
-
2009
Persistent link: https://www.econbiz.de/10003849539
Saved in:
9
A meta-distribution for non-stationary samples
Guégan, Dominique
-
2009
Persistent link: https://www.econbiz.de/10003849558
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10
Stochastic volatility of volatility in continuous time
Barndorff-Nielsen, Ole E.
;
Veraart, Almut E. D.
-
2009
Persistent link: https://www.econbiz.de/10003849562
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