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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Multivariate lagrange multiplier tests for fractional integration
Nielsen, Morten Ørregaard
- In:
Journal of financial econometrics : official journal of …
3
(
2005
)
3
,
pp. 372-398
Persistent link: https://www.econbiz.de/10002989096
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Bias-reduced estimation of long-memory stochastic volatility
Frederiksen, Per
;
Nielsen, Morten Ørregaard
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
4
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pp. 496-512
Persistent link: https://www.econbiz.de/10003778957
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