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