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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>"
~subject:"Kointegration"
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Centre for Analytical Finance <Århus>
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
2
Misspecification versus bubbles in hyperinflation data : comment
Engsted, Tom
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660135
Saved in:
3
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:
4
The power of the KPSStest for cointegration when residuals are fractionally integrated
Sibbertsen, Philipp
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002141944
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