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Spectral analysis of fractiona...
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Theorie
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83
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81
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fractional cointegration
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fractional integration
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long memory
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Optionspreistheorie
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English
414
Undetermined
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Nielsen, Morten Ørregaard
360
Christensen, Bent Jesper
54
Johansen, Søren
50
Frederiksen, Per
33
MacKinnon, James G.
33
Jansson, Michael
27
Ørregaard Nielsen, Morten
23
Busch, Thomas
19
Webb, Matthew
18
Xu, Ke
18
Dolatabadi, Sepideh
17
Haldrup, Niels
15
Zhu, Jie
15
Nielsen, Frank S.
14
Cavaliere, Giuseppe
13
Taylor, Robert
12
Barndorff-Nielsen, Ole E.
10
Bollerslev, Tim
8
Christiansen, Charlotte
8
Hualde, Javier
8
Johansen, Soren
8
Sørensen, Michael
8
Stentoft, Lars
7
Tanggaard, Carsten
7
Andersen, Torben G.
6
Løchte Jørgensen, Peter
6
Narayan, Paresh Kumar
6
Boswijk, H. Peter
5
Frederiksen, Per Houmann
5
Jones, Maggie E. C.
5
Lunde, Asger
5
Popiel, Michal Ksawery
5
Schmidli, Hanspeter
5
Shephard, Neil G.
5
Shimotsu, Katsumi
5
Bechmann, Ken L.
4
Boswijk, Herman Peter
4
Brendstrup, Bjarne
4
Engsted, Tom
4
Frederiksen, Per Skaarup
4
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Centre for Analytical Finance <Århus>
124
Economics Department, Queen's University
35
School of Economics and Management, University of Aarhus
23
Aarhus Universitet / Afdeling for Nationaløkonomi
8
Økonomisk Institut, Københavns Universitet
5
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
130
Queen's Economics Department working paper
54
Queen's Economics Department Working Paper
43
Working Papers / Economics Department, Queen's University
35
CREATES research paper
31
CREATES Research Papers
23
Journal of econometrics
20
Queen’s Economics Department Working Paper
10
Econometric theory
9
Economics working paper
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Discussion papers / Department of Economics, University of Copenhagen
7
CREATES Research Paper
6
Journal of Time Series Analysis
6
Discussion Papers / Økonomisk Institut, Københavns Universitet
5
Journal of Econometrics
5
Economics letters
4
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4
The econometrics journal
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of applied econometrics
3
Univ. of Copenhagen Dept. of Economics Discussion Paper
3
Econometric Theory
2
Econometrica
2
Econometrics Journal
2
Energy economics
2
Journal of Applied Econometrics
2
Journal of Empirical Finance
2
Journal of banking & finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of time series econometrics
2
Macroeconomic dynamics
2
The review of economics and statistics
2
Aarhus University Economics Paper
1
CAE working paper
1
CREATES Research Paper 2009-2
1
CREATES Research Paper 2009-55
1
Discussion paper / Tinbergen Institute
1
Discussion paper series / Research Department, Bank of Israel
1
Econometric Reviews
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ECONIS (ZBW)
334
RePEc
86
EconStor
53
OLC EcoSci
23
Other ZBW resources
4
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1
Noncontemporaneous cointegration and the importance of timing
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227585
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2
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
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3
Local empirical spectral measure of multivariate processes with long range dependence
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838828
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4
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
Saved in:
5
Efficient likelihood inference in nonstationary univariate models
Ørregaard Nielsen, Morten
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622255
Saved in:
6
Semiparametric analysis of stationary fractional cointegration and the implied-realized volatility relation in high-frequency options data
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599144
Saved in:
7
Optimal residual based tests for fractional cointegration and exchange rate dynamics
Nielsen, Morten Ørregaard
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702310
Saved in:
8
Spectral analysis of fractionally cointegrated systems
Nielsen, Morten Ørregaard
- In:
Economics letters
83
(
2004
)
2
,
pp. 225-231
Persistent link: https://www.econbiz.de/10001991527
Saved in:
9
Efficient inference in multivariate fractionally integrated time series models
Nielsen, Morten Ørregaard
- In:
The econometrics journal
7
(
2004
)
1
,
pp. 63-97
Persistent link: https://www.econbiz.de/10002121962
Saved in:
10
Optimal residual-based tests for fractional cointegration and exchange rate dynamics
Nielsen, Morten Ørregaard
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
3
,
pp. 331-345
Persistent link: https://www.econbiz.de/10002135512
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