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2020
Mark Are Central Bankers Inflation Nutters? An MCMC Estimator of the Long-Memory Parameter in a State Space Model
Andersson, Fredrik N G ^LU and Li, Yushu (2020) In Computational Economics 55(2). p.529-549
- Contribution to journal › Article
2017
Mark Long Memory of Financial Time Series and Hidden Markov Models with Time-Varying Parameters
Nystrup, Peter ; Madsen, Henrik and Lindström, Erik ^LU (2017) In Journal of Forecasting 36(8). p.989-1002
- Contribution to journal › Article
2015
Mark Stylised facts of financial time series and hidden Markov models in continuous time
Peter, Nystrup ; Henrik, Madsen and Lindström, Erik ^LU (2015) In Quantitative Finance 15(9). p.1531-1541
- Contribution to journal › Article
2014
Mark Exchange Rate Dynamics Revisited: A Panel Data Test of the Fractional Integration Order
Andersson, Fredrik N G ^LU (2014) In Empirical Economics 47(2). p.389-409
- Contribution to journal › Article
2012
Mark Essays on VIX Futures and Options
Huskaj, Bujar ^LU (2012)
- Thesis › Doctoral thesis (compilation)

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