risk management / energy markets / fractional difference algorithm / electricity spot prices / electricity futures / therapy for panic disorder / Online Data / stochastic model specification search / consistent price systems / healthy food choices / relative volatility/intermittency/energy dissipation / /
MarketIndex
Dow 30 / /
Organization
OECD / Australian Mathematical Society / American Statistical Association / /
Person
Elliott / Narjess Khalifa / Asger Lunde / Fred Espen Benth / Tom Engsted / Jonathan H. Wright / Emma M. Iglesias / Christian M. Dahl / Jan Koopman / Silvia / Marcelo C. Medeiros / Degui Li / Valeri Voev / Daniel Ventosa-Santaulària / José Manuel Corcuera / Juan Lin / Paolo Santucci de Magistris / Steffen / Fred Espen / Joanna Mejza / M. Martin / Lars Stentoft / Graham / Hanne Nørr / Cristina Teräsvirta / Jun Timmermann / A.M.R. Taylor / Jörg Kruse / Johannes Tang / Natalia Sizova / Anuwat Sae-Tang / Nick Taylor / Philipp Sibbertsen / Carsten Tanggaard / Johanna F. Ziegel / Anders Grosen / Junyue Xu / Russ Wermers / Francisco / Michael Jansson / Bo Young / Morten Berg Jensen / Christopher Lettl / Jani / Oleg Bondarenko / Rosa Matzkin / Pascal Stentoft / Svend Jakobsen / Allan Timmermann / Olaf Trimborn / Geoff Kenny / Esben Hougaard / Stefan Holst / Christian Dahl / Catherine / Christiaan Heij / Christopher Parmeter / Daniel le Maire / Jeffrey S. Racine / Xisong Jin / Jeroen Stentoft / Robert Zachariae / Michael Sørensen / Bernd Schwaab / Fabienne Abadie / Kerstin Podolskij / Mikko S. Pakkanen / John A.D. Aston / Robert Stelzer / Math / Heejoon Kristensen / Rossen Valkanov / Mika Meitz / Wing Wah Tham / Siem Jan / Mia Skytte Otoole / Rosa L. Matzkin / Elvira Sojli / Hao Zhou / Thomas Q. Pedersen / Sébastien / Emil Hedevang / Kim Christensen / Mikkel Arendt / Stefano Santucci de Magistris / Ian Tonks / Richard Crump / Jan Pedersen / Anders Bredahl / Amado / Nektarios Aslanidis / Eric von Hippel / Philip / Aidan Meyler / Mogens Sørensen / Christian Dorion / Andreas Schrimpf / Ulrich Hounyo / Jean-Guy Simonato / Giuseppe / Soumen Lahiri / André Lucas / Eduardo Rossi / Laurent / Marcel Scharth / James Marrone / Alberto G. Rossi / Jesper Rangvid / Mikko Pakkanen / Erik Hillebrand / Ernst Schaumburg / Charlotte Christiansen / Blake / Allan A. Zebedee / Christian Veliyev / Vihang Errunza / David Nualart / Michael Taksar / Timo Teräsvirta / Kris Jacobs / Pentti Saikkonen / Matei Kruse / Viktor Todorov / Heidar Eyjolfsson / A. Oomen / Thomas Quistgaard Pedersen / Chayawat Ornthanalai / Benedykt Szozda / Oskar Knapik / Véronique / Hans Jørn Juhl / Shujie Racine / Richard K. Crump / José Manuel / Daniela Osterrieder / Michal K. Popiel / Heino Bohn / Bezirgen Veliyev / Morten Ø. Nielsen / Francesco Violante / Charlotte Aslanidis / Søren Juselius / Andre Lucas / Asle Hoffart / George Tauchen / Almut E. D. Veraart / Stig Vinther / Georgios Møller Dahl / Patrick J. F. Groenen / Carlos Vladimir / Lars Holger / Habib Ouerdiane / Dan Nordman / Pawel Zabczyk / Isabel Casas / Marius Ooms / Johannes Tang Kristensen / Jürgen Schmiegel / Christian Schmidt / Dobrislav Dobrev / Peter Christoffersen / Maik Schmeling / Jens Perch Nielsen / Nour Meddahi / Christian Møller Dahl / Massimiliano Santucci de Magistris / Jeroen V.K. Rombouts / Uwe Sørensen / Yun Peng / Jonas Nygaard Eriksen / Finn Breinholt Larsen / Johannes Raaballe / Dick J. van Dijk / Tim Todorov / Dennis Kristensen / Michael Møller / Ben Gillen / Sophia Zhengzi Li / Irma / Lotfi Karoui / Peter Reinhard / Morten Berg / Fred E. Benth / Timo Trimborn / Cong Racine / Mathias Vetter / Neil Shephard / Antonio Gargano / Hasanjan Sayit / Lai Xu / Marcelo Ferman / Siem Jan Koopman / Katarina Juselius / Martin Englund / Bent Jesper Christensen / Michel van der Wel / Christoph / Louise Næser / Katrin Wasmuth / Anders Rahbek / Julie Lyng / Henrik Nørholm / Berg Jensen / Nikolaus Podolskij / Maria Lluch / Angelo Ranaldo / Peter / V / Anne / Lars Holger Ehlers / Bent Nielsen / Shin Kanaya / Mark Podolskij / Ken Tanggaard / Dag Tjøstheim / Desheng Ouyang / Steven Heston / Stig Vinther Møller / Lena H. Kristensen / Birgit Strikholm / Bruno Feunou / Robinson Kruse / /
Position
no-arbitrage fractional cointegration model / producer / Macroeconomic Smooth Dynamic Factor Model / International Journal / Bayesian Log-Periodic model for financial crashes / multivariate supOU stochastic volatility model / Model / /
Product
Is / /
PublishedMedium
Journal of Finance / Review of Economics and Statistics / Journal of Econometrics / Journal of Business & Economic Statistics / Journal of Labor Economics / Journal of Applied Econometrics / Review of Economic Dynamics / the Impact of Macroeconomic News / Journal of the American Statistical Association / Econometrica / Econometric Theory / Review of Financial Studies / Health Economics / Condensed Matter / Journal of Financial and Quantitative Analysis / Caballero / Complex Systems / Journal of Financial Economics / Journal of Economic Dynamics and Control / /
H.1 Articles published in refereed journals PR = Peer Reviewed CO = Co-written with authors outside CREATES OA = Open Access 1