Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Spectral analysis of fractiona...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
149
Theory
141
Zeitreihenanalyse
97
Schätztheorie
94
Time series analysis
93
Estimation theory
89
Kointegration
85
Cointegration
83
Volatilität
51
VAR model
48
VAR-Modell
47
Volatility
45
Stochastischer Prozess
40
Stochastic process
37
Einheitswurzeltest
36
Unit root test
36
Estimation
34
Schätzung
34
Maximum likelihood estimation
31
Maximum-Likelihood-Schätzung
31
Nichtparametrisches Verfahren
30
ARCH-Modell
29
Optionspreistheorie
29
Option pricing theory
28
fractional cointegration
28
ARCH model
27
Induktive Statistik
27
long memory
27
Nonparametric statistics
26
Statistical inference
26
Monte Carlo simulation
25
Bootstrap approach
23
Bootstrap-Verfahren
23
Monte-Carlo-Simulation
22
Statistical test
22
Statistischer Test
22
fractional integration
22
CRVE
21
cluster-robust variance estimator
21
Cluster analysis
19
more ...
less ...
Online availability
All
Free
200
Undetermined
22
Type of publication
All
Book / Working Paper
365
Article
56
Type of publication (narrower categories)
All
Working Paper
279
Arbeitspapier
224
Graue Literatur
221
Non-commercial literature
221
Article in journal
52
Aufsatz in Zeitschrift
52
Collection of articles of several authors
1
Sammelwerk
1
more ...
less ...
Language
All
English
Undetermined
86
Author
All
Nielsen, Morten Ørregaard
289
Johansen, Søren
45
Christensen, Bent Jesper
40
MacKinnon, James G.
36
Frederiksen, Per
23
Jansson, Michael
23
Webb, Matthew
22
Ørregaard Nielsen, Morten
17
Busch, Thomas
14
Xu, Ke
13
Dolatabadi, Sepideh
12
Taylor, Robert
12
Haldrup, Niels
11
Zhu, Jie
11
Barndorff-Nielsen, Ole E.
10
Cavaliere, Giuseppe
10
Nielsen, Frank S.
10
Christiansen, Charlotte
8
Hualde, Javier
8
Sørensen, Michael
8
Tanggaard, Carsten
7
Johansen, Soren
6
Løchte Jørgensen, Peter
6
Stentoft, Lars
6
Lunde, Asger
5
Narayan, Paresh Kumar
5
Schmidli, Hanspeter
5
Shephard, Neil G.
5
Bechmann, Ken L.
4
Bollerslev, Tim
4
Boswijk, Herman Peter
4
Engsted, Tom
4
Hansen, Peter Reinhard
4
Iacone, Fabrizio
4
Jones, Maggie E. C.
4
Popiel, Michal Ksawery
4
Raahauge, Peter
4
Seong, Dakyung
4
Shepard, Neil
4
Shimotsu, Katsumi
4
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
122
School of Economics and Management, University of Aarhus
16
Economics Department, Queen's University
15
Aarhus Universitet / Afdeling for Nationaløkonomi
8
Økonomisk Institut, Københavns Universitet
3
Bank of Israel / Research Department
1
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
130
Queen's Economics Department working paper
56
Queen's Economics Department Working Paper
43
CREATES research paper
31
CREATES Research Papers
16
Working Papers / Economics Department, Queen's University
15
Journal of econometrics
14
Queen’s Economics Department Working Paper
12
Economics working paper
9
Econometric theory
8
Discussion papers / Department of Economics, University of Copenhagen
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of Time Series Analysis
4
CREATES Research Paper
3
Discussion Papers / Økonomisk Institut, Københavns Universitet
3
Journal of applied econometrics
3
Journal of empirical finance
3
Univ. of Copenhagen Dept. of Economics Discussion Paper
3
Discussion paper series / Research Department, Bank of Israel
2
Economics letters
2
Journal of banking & finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of time series econometrics
2
The econometrics journal
2
Aarhus University Economics Paper
1
CAE working paper
1
CREATES Research Paper 2009-55
1
Discussion paper / Tinbergen Institute
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic modelling
1
Economica
1
Energy economics
1
Macroeconomic dynamics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Canadian journal of economics
1
The journal of futures markets
1
The review of economics and statistics
1
Tinbergen Institute Discussion Paper 12-097/III
1
more ...
less ...
Source
All
ECONIS (ZBW)
327
EconStor
55
RePEc
34
Other ZBW resources
4
OLC EcoSci
1
Showing
1
-
10
of
421
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
Saved in:
2
Noncontemporaneous cointegration and the importance of timing
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227585
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
Efficient likelihood inference in nonstationary univariate models
Ørregaard Nielsen, Morten
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622255
Saved in:
5
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
Saved in:
6
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
Saved in:
7
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
Saved in:
8
Multivariate Lagrange Multiplier tests for fractional integration
Nielsen, Morten Ørregaard
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002612179
Saved in:
9
Spectral analysis of fractionally cointegrated systems
Nielsen, Morten Ørregaard
- In:
Economics letters
83
(
2004
)
2
,
pp. 225-231
Persistent link: https://www.econbiz.de/10001991527
Saved in:
10
Noncontemporaneous cointegration and the importance of timing
Nielsen, Morten Ørregaard
- In:
Economics letters
86
(
2005
)
1
,
pp. 113-119
Persistent link: https://www.econbiz.de/10002516515
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
