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Fama on bubbles
Engsted, Tom - 2014
Persistent link: https://www.econbiz.de/10010401697
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Long memory, fractional integration, and cross-sectional aggregation
Haldrup, Niels; Valdés, J. Eduardo Vera - 2015
Persistent link: https://www.econbiz.de/10011409110
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Space-time modeling of electricity spot prices
Abate, Girum Dagnachew; Haldrup, Niels - 2015
Persistent link: https://www.econbiz.de/10010529454
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A parametric factor model of the term structure of mortality
Haldrup, Niels; Rosenskjold, Carsten P. T. - 2018
Persistent link: https://www.econbiz.de/10011797536
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Deterministic and stochastic trends in the Lee-Carter mortality model
Callot, Laurent; Haldrup, Niels; Kallestrup-Lamb, Malene - 2014
Persistent link: https://www.econbiz.de/10010433248
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Discriminating between fractional integration and spurious long memory
Haldrup, Niels; Kruse, Robinson - 2014
Persistent link: https://www.econbiz.de/10010372529
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Detection of additive outliers in seasonal time series
Haldrup, Niels; Montañés, Antonio; Sansó, Andreu - 2009
Persistent link: https://www.econbiz.de/10003878802
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The log-linear return approximation, bubbles, and predictability
Engsted, Tom; Pedersen, Thomas Q.; Tanggaard, Carsten - 2010
Persistent link: https://www.econbiz.de/10008651718
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Pitfalls in VAR based return decompositions : a clarification
Engsted, Tom; Pedersen, Thomas Q.; Tanggaard, Carsten - 2010
Persistent link: https://www.econbiz.de/10003934481
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Bias-correction in vector autoregressive models : a simulation study
Engsted, Tom; Pedersen, Thomas Q. - 2011
Persistent link: https://www.econbiz.de/10009008562