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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
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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
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Misspecification versus bubbles in hyperinflation data : comment
Engsted, Tom (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660135
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Vector equilibrium correction models with non-linear discountinuous adjustments
Bec, Frédérique (contributor); Rahbek, Anders (contributor) - 2003 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728534
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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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Spectral analysis of fractionally cointegrated systems
Ørregaard Nielsen, Morten (contributor) - 2003 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838618
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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