| . |
Lildholdt, Peter M.'s
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total
Downloads
1,068 |
Total
Citations
49 |
|
|
|
|
|
1.
|
|
|
Brunetti, Celso
Federal Reserve Board Lildholdt, Peter M.
Bank of England - Monetary Analysis
|
|
248
(59,639)
|
10
|
|
| |
|
| |
Co-range, foreign exchange rates, price range, high and low prices, covariance estimation, volatility dynamics
|
|
|
2.
|
|
|
Brunetti, Celso
Federal Reserve Board Lildholdt, Peter M.
Bank of England - Monetary Analysis
|
|
221
(67,400)
|
3
|
|
| |
|
| |
Daily Price Range, Foreign Exchange Rate Volatility, Persistency, CARR, FICARR
|
|
|
3.
|
|
|
Joyce, Michael
Bank of England - Monetary Analysis Lildholdt, Peter M.
Bank of England - Monetary Analysis Sorensen, Steffen
Moody's Investor Services
|
|
172
(86,304)
|
15
|
|
| |
|
| |
Inflation expectations, inflation risk premia, affine term structure model
|
|
|
4.
|
|
|
Lildholdt, Peter M.
Bank of England - Monetary Analysis Panigirtzoglou , Nikolaos
Queen Mary, University of London Peacock, Chris
Bank of England - Monetary Analysis
|
|
146
(100,091)
|
9
|
|
| |
|
| |
Term structure models, factor models, interest rates, risk premium
|
|
|
5.
|
|
On the Robustness of Unit Root Tests in the Presence of Double Unit Roots
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Haldrup, Niels
CREATES Lildholdt, Peter M.
Bank of England - Monetary Analysis
|
|
Posted:
|
|
27 Dec 00
|
|
Last Revised:
|
|
28 Feb 04
|
|
83
(152,555)
|
|
|
|
|
|
Haldrup, Niels
CREATES Lildholdt, Peter M.
Bank of England - Monetary Analysis
|
|
14
|
|
|
| |
|
| |
|
|
|
|
|
|
|
Haldrup, Niels
CREATES Lildholdt, Peter M.
Bank of England - Monetary Analysis
|
|
69
|
|
|
| |
|
| |
Unit Root Tests, Dickey-Fuller Test, Phillips-Perron Test, I(1) versus I(2)
|
|
|
|
|
|
6.
|
|
|
Lildholdt, Peter M.
Bank of England - Monetary Analysis Vila, Anne
Bank of England
|
|
80
(156,065)
|
7
|
|
| |
|
| |
|
|
|
7.
|
|
|
Joyce, Michael
Bank of England - Monetary Analysis Kaminska, Iryna
Bank of England Lildholdt, Peter M.
Bank of England - Monetary Analysis
|
|
69
(170,445)
|
3
|
|
| |
|
| |
Yield curve, term premia, conundrum
|
|
|
8.
|
|
|
Haldrup, Niels
CREATES Lildholdt, Peter M.
Bank of England - Monetary Analysis
|
|
49
(201,895)
|
2
|
|
| |
|
| |
Asymptotic Local Power Function, Brownian Motion, Ornstein-Uhlenbeck Process
|
|
Records 1 -
8
of 8 matches
[
1
]
|
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
This page was processed by apollo5 in 0.235 seconds
|
