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institution:"Department of Economics, Faculty of Economic and Management Sciences"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Econometrisch Instituut <Rotterdam>"
~institution:"University of Dundee / Department of Economic Studies"
~person:"Ørregaard Nielsen, Morten"
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Ørregaard Nielsen, Morten
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Department of Economics, Faculty of Economic and Management Sciences
Centre for Analytical Finance <Århus>
Econometrisch Instituut <Rotterdam>
University of Dundee / Department of Economic Studies
Aarhus Universitet / Afdeling for Nationaløkonomi
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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Spectral analysis of fractionally cointegrated systems
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838618
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2
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
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