//--> //--> //-->
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:"Journal of applied econometrics"
~person:"Nielsen, Morten Ørregaard"
~subject:"Kointegration"
~subject:"Prognose"
~subject:"Volatilität"
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
Exchange rate uncertainty and...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Kointegration
Prognose
Volatilität
Estimation
2
Schätzung
2
Theorie
2
Theory
2
Time series analysis
2
Zeitreihenanalyse
2
Capital income
1
Cofractional process
1
Cointegration
1
Einheitswurzeltest
1
Estimation theory
1
Kapitaleinkommen
1
Schätztheorie
1
USA
1
Unit root test
1
United States
1
Volatility
1
cointegration rank
1
fractional cointegration
1
fractional unit root
1
model averaging
1
numerical distribution function
1
response surface regression
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Nielsen, Morten Ørregaard
Hafner, Christian M.
3
Hansen, Peter Reinhard
3
Marcellino, Massimiliano
3
Martin, Gael M.
3
Westerlund, Joakim
3
Banerjee, Anindya
2
Bauwens, Luc
2
Bollerslev, Tim
2
Dijk, Dick van
2
Eisenstat, Eric
2
Franses, Philip Hans
2
Galvão, Ana Beatriz C.
2
Garratt, Anthony
2
Giannone, Domenico
2
Grier, Kevin
2
Haug, Alfred Albert
2
Henry, Ólan Thomas John
2
Lanne, Markku
2
Laurent, Sébastien
2
Lunde, Asger
2
MacKinnon, James G.
2
Olekalns, Nilss
2
Osborn, Denise R.
2
Petrella, Ivan
2
Shephard, Neil G.
2
Sheppard, Kevin
2
Shields, Kalvinder K.
2
Smith, Aaron D.
2
Strachan, Rodney W.
2
Voev, Valeri
2
Andersen, Torben
1
Andreou, Elena
1
Anundsen, André Kallåk
1
Assenmacher-Wesche, Katrin
1
Athanasopoulos, George
1
Audrino, Francesco
1
Bacchiocchi, Emanuele
1
Bae, Youngsoo
1
Bali, Turan G.
1
more ...
less ...
Published in...
All
Journal of applied econometrics
Queen's Economics Department working paper
24
CREATES research paper
14
Queen's Economics Department Working Paper
11
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
8
Journal of econometrics
7
Journal of empirical finance
3
Discussion papers / Department of Economics, University of Copenhagen
2
Economics letters
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Aarhus University Economics Paper
1
CREATES Research Paper
1
Discussion paper / Tinbergen Institute
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic modelling
1
Economics working paper
1
Energy economics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Canadian journal of economics
1
The econometrics journal
1
The journal of futures markets
1
The review of economics and statistics
1
Tinbergen Institute Discussion Paper 12-097/III
1
Univ. of Copenhagen Dept. of Economics Discussion Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Numerical distribution functions of fractional unit root and
cointegration
tests
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
- In:
Journal of applied econometrics
29
(
2014
)
1
,
pp. 161-171
Persistent link: https://www.econbiz.de/10010414227
Saved in:
2
Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns
Andersen, Torben
;
Bollerslev, Tim
;
Frederiksen, Per
; …
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 233-261
Persistent link: https://www.econbiz.de/10008667607
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->