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~isPartOf:"Journal of empirical finance"
~person:"Nielsen, Morten Ørregaard"
~person:"Sucarrat, Genaro"
~person:"Taylor, Robert"
~subject:"Theorie"
~subject:"Time series analysis"
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Nielsen, Morten Ørregaard
Sucarrat, Genaro
Taylor, Robert
Tzavalis, Elias
3
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2
Caporin, Massimiliano
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Journal of empirical finance
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ECONIS (ZBW)
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Finite sample accuracy and choice of sampling frequency in integrated volatility extimation
Nielsen, Morten Ørregaard
;
Frederiksen, Per
- In:
Journal of empirical finance
15
(
2008
)
2
,
pp. 265-286
Persistent link: https://www.econbiz.de/10003699137
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2
Long memory in stock market volatility and the volatility-in-mean effect : the FIEGARCH-M model
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of empirical finance
17
(
2010
)
3
,
pp. 460-470
Persistent link: https://www.econbiz.de/10009267288
Saved in:
3
Tests for explosive financial bubbles in the presence of non-stationary volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of empirical finance
38
(
2016
),
pp. 548-574
Persistent link: https://www.econbiz.de/10011663370
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