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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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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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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
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Efficient likelihood inference in nonstationary univariate models
Ørregaard Nielsen, Morten (contributor) - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622255
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Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten (contributor) - 2003 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
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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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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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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