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~accessRights:"free"
~isPartOf:"CREATES research paper"
~person:"Varneskov, Rasmus Tangsgaard"
~type_genre:"Forschungsbericht"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Working Paper"
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Varneskov, Rasmus Tangsgaard
Podolskij, Mark
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Dynamic global currency hedging
Christensen, Bent Jesper
;
Varneskov, Rasmus Tangsgaard
-
2016
Persistent link: https://www.econbiz.de/10011421767
Saved in:
2
The role of realized ex-post covariance measures and dynamic model choice on the quality of covariance forecasts
Varneskov, Rasmus Tangsgaard
;
Voev, Valeri
-
2010
Persistent link: https://www.econbiz.de/10008651679
Saved in:
3
A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation
Hounyo, Ulrich
;
Varneskov, Rasmus Tangsgaard
-
2015
Persistent link: https://www.econbiz.de/10010529445
Saved in:
4
Medium band least squares estimation of fractional cointegration in the presence of low-requency contamination
Christensen, Bent Jesper
;
Varneskov, Rasmus Tangsgaard
-
2015
Persistent link: https://www.econbiz.de/10010529447
Saved in:
5
Unit roots, nonlinearities and structural breaks
Haldrup, Niels
;
Kruse, Robinson
;
Teräsvirta, Timo
; …
-
2012
Persistent link: https://www.econbiz.de/10009524063
Saved in:
6
Combining long memory and level shifts in modeling and forecasting of persistent time series
Varneskov, Rasmus Tangsgaard
;
Perron, Pierre
-
2011
Persistent link: https://www.econbiz.de/10009228960
Saved in:
7
Flat-top realized kernel estimation of quadratic covariation with non-synchronous and noisy asset prices
Varneskov, Rasmus Tangsgaard
-
2011
Persistent link: https://www.econbiz.de/10009308207
Saved in:
8
The properties of model selection when retain theory variables
Varneskov, Rasmus Tangsgaard
-
2011
Persistent link: https://www.econbiz.de/10009356170
Saved in:
9
Generalized flat-top realized kernel estimation of ex-post variation of asset
Varneskov, Rasmus Tangsgaard
-
2011
Persistent link: https://www.econbiz.de/10009272099
Saved in:
10
The role of dynamic specification in forecasting volatility in the presence of jumps and noisy high-frequency data
Varneskov, Rasmus Tangsgaard
-
2010
Persistent link: https://www.econbiz.de/10008651714
Saved in:
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