Authors: Mackinnon, James G. Nielsen, Morten Ørregaard

Citation: G. Mackinnon, James et Nielsen, Morten Ørregaard, Numerical distribution functions of fractional unit root and cointegration tests, Journal of applied econometrics , 29(1), 2014, pp. 161-171

Authors: Andersen, Torben G. Bollerslev, Tim Frederiksen, Per Nielsen, Morten Ørregaard

Citation: G. Andersen, Torben et al., Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns, Journal of applied econometrics , 25(2), 2010, pp. 233-261