Browsing All of EconStor by Author Frederiksen, Per
Showing results 1 to 5 of 5
Year of Publication | Title | Author(s) |
2005 | Finite sample comparison of parametric, semiparametric, and wavelet estimators of fractional integration | Nielsen, Morten Ørregaard; Frederiksen, Per |
2008 | Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns | Andersen, Torben G.; Bollerslev, Tim; Frederiksen, Per; Nielsen, Morten Ørregaard |
2008 | Fully modified narrow-band least squares estimation of stationary fractional cointegration | Nielsen, Morten Ørregaard; Frederiksen, Per |
2009 | Fully modified Narrow-Band least squares estimation of weak fractional cointegration | Frederiksen, Per; Nielsen, Morten Ørregaard |
2009 | Local polynomial Whittle estimation of perturbed fractional processes | Frederiksen, Per; Nielsen, Frank S.; Nielsen, Morten Ørregaard |