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Spectral analysis of fractiona...
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Theorie
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89
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Nielsen, Morten Ørregaard
210
Christensen, Bent Jesper
32
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27
MacKinnon, James G.
23
Webb, Matthew
15
Jansson, Michael
14
Frederiksen, Per
13
Ørregaard Nielsen, Morten
12
Taylor, Robert
11
Barndorff-Nielsen, Ole E.
10
Busch, Thomas
10
Xu, Ke
10
Dolatabadi, Sepideh
9
Haldrup, Niels
9
Cavaliere, Giuseppe
8
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8
Sørensen, Michael
8
Zhu, Jie
8
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7
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6
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6
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5
Lunde, Asger
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4
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4
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4
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4
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4
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4
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4
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4
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3
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Centre for Analytical Finance <Århus>
124
Aarhus Universitet / Afdeling for Nationaløkonomi
8
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130
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56
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14
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9
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3
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ECONIS (ZBW)
RePEc
86
EconStor
55
OLC EcoSci
23
Other ZBW resources
4
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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
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
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