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 econometrics"
~person:"Nielsen, Morten Ørregaard"
~subject:"Capital income"
~subject:"Time series analysis"
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
Term structures of implied vol...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Time series analysis
Theorie
3
Theory
3
Volatility
3
Volatilität
3
Cointegration
2
Kointegration
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
1988-1995
1
ARMA model
1
ARMA-Modell
1
Bond market
1
Bootstrap
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Commodity derivative
1
Commodity market
1
Commodity price
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Estimation
1
Exchange rate
1
Forecast
1
Forecasting model
1
Fractional integration
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Option trading
1
Optionsgeschäft
1
Prognose
1
Prognoseverfahren
1
Rentenmarkt
1
Rohstoffderivat
1
Rohstoffmarkt
1
Rohstoffpreis
1
Schätzung
1
Score tests
1
Spot and futures commodity prices
1
Time-varying volatility
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Nielsen, Morten Ørregaard
Todorov, Viktor
11
Bollerslev, Tim
10
Andersen, Torben
7
Tauchen, George Eugene
7
Li, Jia
6
Li, Yingying
6
Mykland, Per A.
6
Kim, Donggyu
5
Diebold, Francis X.
4
Fan, Jianqing
4
Hallin, Marc
4
McAleer, Michael
4
Meddahi, Nour
4
Patton, Andrew J.
4
Aït-Sahalia, Yacine
3
Barigozzi, Matteo
3
Kong, Xin-Bing
3
Linton, Oliver
3
Renault, Eric
3
Shephard, Neil G.
3
Taylor, Robert
3
Wang, Yazhen
3
Xiu, Dacheng
3
Zhang, Lan
3
Zheng, Xinghua
3
Asai, Manabu
2
Bekaert, Geert
2
Bibinger, Markus
2
Boswijk, Herman Peter
2
Cavaliere, Giuseppe
2
Chan, Joshua
2
Chan, Kung-sik
2
Chen, Dachuan
2
Christensen, Kim
2
Clinet, Simon
2
Ergemen, Yunus Emre
2
Francq, Christian
2
Grynkiv, Iaryna
2
Hounyo, Ulrich
2
La Vecchia, Davide
2
more ...
less ...
Published in...
All
Journal of econometrics
Queen's Economics Department working paper
3
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
CREATES research paper
1
Economic modelling
1
Journal of applied econometrics
1
Journal of empirical finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
