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~isPartOf:"Journal of empirical finance"
~person:"Nielsen, Morten Ørregaard"
~subject:"Kointegration"
~subject:"Prognose"
~subject:"Volatilität"
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Nielsen, Morten Ørregaard
Christiansen, Charlotte
4
Frijns, Bart
4
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3
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3
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3
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Journal of empirical finance
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
Discussion papers / Department of Economics, University of Copenhagen
2
Economics letters
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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1
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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
1
The Canadian journal of economics
1
The econometrics journal
1
The journal of futures markets
1
The review of economics and statistics
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Tinbergen Institute Discussion Paper 12-097/III
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Univ. of Copenhagen Dept. of Economics Discussion Paper
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A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets
Dolatabadi, Sepideh
;
Nielsen, Morten Ørregaard
;
Xu, Ke
- In:
Journal of empirical finance
38
(
2016
),
pp. 623-639
Persistent link: https://www.econbiz.de/10011663388
Saved in:
2
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
Saved in:
3
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
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