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Estimation
Theorie
127
Theory
119
Schätztheorie
113
Estimation theory
108
Zeitreihenanalyse
97
Time series analysis
93
Kointegration
86
Cointegration
84
Volatilität
50
VAR model
47
VAR-Modell
45
Volatility
45
Schätzung
44
Canada
40
fractional cointegration
36
Einheitswurzeltest
35
Unit root test
35
fractional integration
35
long memory
34
Nichtparametrisches Verfahren
32
Stochastischer Prozess
32
Stochastic process
29
Induktive Statistik
28
Nonparametric statistics
28
Statistical inference
27
Capital income
26
Kapitaleinkommen
26
Maximum likelihood estimation
26
Maximum-Likelihood-Schätzung
26
ARCH-Modell
25
CRVE
24
ARCH model
23
Bootstrap approach
23
Bootstrap-Verfahren
23
cluster-robust variance estimator
21
clustered data
21
wild cluster bootstrap
21
Forecasting model
20
Monte Carlo simulation
20
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Free
23
Undetermined
9
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Book / Working Paper
32
Article
12
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Arbeitspapier
22
Working Paper
22
Graue Literatur
21
Non-commercial literature
21
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12
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English
44
Author
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Nielsen, Morten Ørregaard
22
Christensen, Bent Jesper
16
Cavaliere, Giuseppe
6
Taylor, Robert
6
Posch, Olaf
5
Wel, Michel van der
5
Zhu, Jie
5
Dolatabadi, Sepideh
4
Xu, Ke
4
Zhu, Xiaoneng
4
Ørregaard Nielsen, Morten
3
He, Zhongzhi
2
Johansen, Søren
2
Kjær, Mads Markvart
2
Raahauge, Peter
2
Veliyev, Bezirgen
2
Borup, Daniel
1
Ergemen, Yunus Emre
1
Haldrup, Niels
1
Hammami, Yacine
1
Haulde, Javier
1
Johansen, Soren
1
MacKinnon, James G.
1
Poulsen, Rolf
1
Rosholm, Michael
1
Shibaev, Sergei S.
1
Varneskov, Rasmus Tangsgaard
1
Webb, Matthew
1
Zhang, Yugui
1
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Centre for Analytical Finance <Århus>
4
Aarhus Universitet / Afdeling for Nationaløkonomi
2
Institut for Finansiering <Frederiksberg>
1
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CREATES research paper
7
Queen's Economics Department working paper
5
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
5
Economics working paper
3
Journal of banking & finance
3
Journal of econometrics
3
Finance research letters
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
CESifo Working Paper Series
1
CESifo working papers
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers / Department of Economics, University of Copenhagen
1
PDF includes Web Appendix
1
Pacific-Basin finance journal
1
The journal of futures markets
1
Working paper / Institut for Finansiering, Handelshøjskolen i København
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ECONIS (ZBW)
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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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2
Semiparametric analysis of stationary fractional cointegration and the implied-realized volatility relation in high frequency
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001599613
Saved in:
3
Optimal residual-based tests for fractional cointegration and exchange rate dynamics
Nielsen, Morten Ørregaard
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
3
,
pp. 331-345
Persistent link: https://www.econbiz.de/10002135512
Saved in:
4
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:
5
Predicting stock returns : a regime-switching combination approach and economic links
Zhu, Xiaoneng
;
Zhu, Jie
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4120-4133
Persistent link: https://www.econbiz.de/10010245613
Saved in:
6
Multi-factor volatility and stock returns
He, Zhongzhi
;
Zhu, Jie
;
Zhu, Xiaoneng
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 132-149
Persistent link: https://www.econbiz.de/10011585515
Saved in:
7
Dynamic factors and asset pricing : international and further U.S. evidence
He, Zhongzhi
;
Zhu, Jie
;
Zhu, Xiaoneng
- In:
Pacific-Basin finance journal
32
(
2015
),
pp. 21-39
Persistent link: https://www.econbiz.de/10011471528
Saved in:
8
Global bond risk premia under falling stars
Zhang, Yugui
;
Zhu, Jie
;
Zhu, Xiaoneng
- In:
Finance research letters
42
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014580460
Saved in:
9
Understanding time-varying short-horizon predictability
Hammami, Yacine
;
Zhu, Jie
- In:
Finance research letters
32
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012430744
Saved in:
10
Directional congestion and regime switching in a long memory model for electricity prices
Haldrup, Niels
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003139586
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