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~isPartOf:"Economics working paper"
~person:"Nielsen, Morten Ørregaard"
~subject:"Kointegration"
~subject:"Prognose"
~subject:"Volatilität"
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Nielsen, Morten Ørregaard
Lux, Thomas
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Haldrup, Niels
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Economics working paper
Queen's Economics Department working paper
24
CREATES research paper
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Queen's Economics Department Working Paper
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Journal of econometrics
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Journal of empirical finance
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Discussion papers / Department of Economics, University of Copenhagen
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Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Tinbergen Institute Discussion Paper 12-097/III
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Directional congestion and regime switching in a long memory model for electricity prices
Haldrup, Niels
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2005
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