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~isPartOf:"Journal of econometrics"
~person:"Nielsen, Morten Ørregaard"
~subject:"Forecast"
~subject:"Nichtparametrisches Verfahren"
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Nichtparametrisches Verfahren
Theorie
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Nielsen, Morten Ørregaard
Todorov, Viktor
6
Li, Jia
4
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3
Li, Yingying
3
Boswijk, Herman Peter
2
Christensen, Bent Jesper
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Andersen, Torben
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Journal of econometrics
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3
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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1
Queen's Economics Department Working Paper
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Nonparametric cointegration analysis of fractional systems with unknown integration orders
Nielsen, Morten Ørregaard
- In:
Journal of econometrics
155
(
2010
)
2
,
pp. 170-187
Persistent link: https://www.econbiz.de/10003966977
Saved in:
2
Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
- In:
Journal of econometrics
133
(
2006
)
1
,
pp. 343-371
Persistent link: https://www.econbiz.de/10003354581
Saved in:
3
The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets
Busch, Thomas
;
Christensen, Bent Jesper
;
Nielsen, …
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 48-57
Persistent link: https://www.econbiz.de/10009242554
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