Friday bar / University of Aarhus / University of Copenhagen / Economics University of Aarhus / Bonn University / Yale University / /
Organization
Fractional Cointegration and Exchange Rate Dynamics Chapter / Bonn University / University of Aarhus / Implied-Realized Volatility Relation Chapter / Department of Economics / Cowles Foundation / University of Copenhagen / Long Range Dependence Chapter / Yale University / Faculty of Social Sciences / /
Person
Svend Hylleberg / Bent Jesper Christensen / Niels Haldrup / Lars Stentoft / Til Min Familie iii iv / Peter C. B. Phillips / /
Multivariate Fractional Integration and Cointegration By Morten Ørregaard Nielsen A dissertation submitted to The Faculty of Social Sciences