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isPartOf:"Discussion papers / Department of Economics, University of Copenhagen"
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Nonstationary ARCH and GARCH with t-distributed innovations
Pedersen, Rasmus Søndergaard
;
Rahbek, Anders
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2015
Persistent link: https://www.econbiz.de/10010515451
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2
Backtesting value-at-risk : a generalized Markov framework
Pajhede, Thor
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2015
Persistent link: https://www.econbiz.de/10011388070
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3
An I(2) cointegration model with piecewise linear trends : likelihood analysis and application
Kurita, Takamitsu
;
Bohn Nielsen, Heino
;
Rahbek, Anders
-
2009
Persistent link: https://www.econbiz.de/10003859942
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4
Exact rational expectations, cointegration, and reduced rank regression
Johansen, Søren
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003586055
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5
Estimation of Tobit type censored demand systems : a comparison of estimators
Barslund, Mikkel
(
contributor
)
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2007
Persistent link: https://www.econbiz.de/10003516285
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6
Likelihood inference for a nonstationary fractional autoregressive model
Johansen, Søren
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003571225
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7
Some simple ML estimators in stochastic differential equations
Andersen, Erling B.
(
contributor
)
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2001
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001623258
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