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Anders Rahbek

university of copenhagen

27H指数
139论文数
3.0K被引数
收录论文 19
发表时间
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Confidence Intervals for Price Discovery价格发现过程中的置信区间
errOxford Bulletin of Economics and Statistics
IF1.4
err2026-08-01
err0
PREAI
errNielsen, Heino Bohn; Paruolo, Paolo; Rahbek, Anders
err分享
err收藏
The validity of bootstrap testing for threshold autoregression阈值自回归的bootstrap检验的有效性
errJOURNAL OF ECONOMETRICS
IF4
err2024-02-01
err8
errOAAI
errGiannerini, Simone; Goracci, Greta; Rahbek, Anders
err分享
err收藏
Tail behavior of ACD models and consequences for likelihood-based estimation
errJOURNAL OF ECONOMETRICS
IF4
err2024-01-01
err0
errOAAI
errCavaliere, Giuseppe; Mikosch, Thomas; Rahbek, Anders; Vilandt, Frederik
err分享
err收藏
Dynamic conditional eigenvalue GARCH动态条件特征值GARCH
errJOURNAL OF ECONOMETRICS
IF4
err2023-12-01
err2
errOAAI
errHetland, Simon; Pedersen, Rasmus Sondergaard; Rahbek, Anders
err分享
err收藏
Penalized quasi-likelihood estimation and model selection with parameters on the boundary of the parameter space参数在参数空间边界上的惩罚拟似然估计和模型选择
errECONOMETRICS JOURNAL
IF7
err2023-10-01
err1
PREAI
errNielsen, Heino Bohn; Rahbek, Anders
err分享
err收藏
Bootstrap inference for Hawkes and general point processes
errJOURNAL OF ECONOMETRICS
IF4
err2023-07-01
err4
errOAAI
errCavaliere, Giuseppe; Lu, Ye; Rahbek, Anders; Staerk-Ostergaard, Jacob
err分享
err收藏
Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models参数空间边界上的Bootstrap推断及其在条件波动率模型中的应用
errJOURNAL OF ECONOMETRICS
IF4
err2022-03-01
err13
errOAAI
errCavaliere, Giuseppe; Nielsen, Heino Bohn; Pedersen, Rasmus Sondergaard; Rahbek, Anders
err分享
err收藏
Bootstrapping non-stationary stochastic volatility
errJOURNAL OF ECONOMETRICS
IF4
err2021-09-01
err3
errOAAI
errBoswijk, H. Peter; Cavaliere, Giuseppe; Georgiev, Iliyan; Rahbek, Anders
err分享
err收藏
Inference on co-integration parameters in heteroskedastic vector autoregressions
errJOURNAL OF ECONOMETRICS
IF4
err2016-05-01
err22
errOAAI
errBoswijk, H. Peter; Cavaliere, Giuseppe; Rahbek, Anders; Taylor, A. M. Robert
err分享
err收藏
BOOTSTRAP TESTING OF HYPOTHESES ON CO-INTEGRATION RELATIONS IN VECTOR AUTOREGRESSIVE MODELS
errECONOMETRICA
IF7.1
err2015-01-01
err26
errOAAI
errCavaliere, Giuseppe; Nielsen, Heino Bohn; Rahbek, Anders
err分享
err收藏
Multivariate variance targeting in the BEKK-GARCH model
errECONOMETRICS JOURNAL
IF7
err2014-01-21
err34
errOAAI
errPedersen, Rasmus S.; Rahbek, Anders
err分享
err收藏
Bootstrap Determination of the Co-Integration Rank in Vector Autoregressive Models向量自回归模型中协整秩的自举判定
errECONOMETRICA
IF7.1
err2012-01-01
err80
PREAI
errCavaliere, Giuseppe; Rahbek, Anders; Taylor, A. M. Robert
err分享
err收藏
An I(2) cointegration model with piecewise linear trends
errECONOMETRICS JOURNAL
IF7
err2011-06-07
err8
PREAI
errKurita, Takamitsu; Nielsen, Heino Bohn; Rahbek, Anders
err分享
err收藏
Likelihood-based inference for cointegration with nonlinear error-correction
errJOURNAL OF ECONOMETRICS
IF4
err2010-09-01
err18
PREAI
errKristensen, Dennis; Rahbek, Anders
err分享
err收藏
Testing for co-integration in vector autoregressions with non-stationary volatility
errJOURNAL OF ECONOMETRICS
IF4
err2010-09-01
err71
errOAAI
errCavaliere, Giuseppe; Rahbek, Anders; Taylor, A. M. Robert
err分享
err收藏
Poisson Autoregression泊松自回归
errJOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
IF3
err2009-12-01
err331
errOAAI
errFokianos, Konstantinos; Rahbek, Anders; Tjostheim, Dag
err分享
err收藏
Asymptotic normality of the QMLE estimator of arch in the nonstationary case
errECONOMETRICA
IF7.1
err2004-03-01
err106
PREAI
errJensen, ST; Rahbek, A
err分享
err收藏
Weak exogeneity in I(2) VAR systems
errJOURNAL OF ECONOMETRICS
IF4
err1999-12-01
err36
PREAI
errParuolo, P; Rahbek, A
err分享
err收藏
Trend stationarity in the I(2) cointegration modelI(2) 协整模型中的趋势平稳性
errJOURNAL OF ECONOMETRICS
IF4
err1999-06-01
err66
PREAI
errRahbek, A; Kongsted, HC; Jorgensen, C
err分享
err收藏

研究方向

暂时未获取到该数据
合作学者
合作期刊
T
Thomas Mikosch
H 指数: 48 · 论文数: 279
D
Dag Tjøstheim
H 指数: 48 · 论文数: 255
R
Robert Taylor
H 指数: 36 · 论文数: 365
K
Konstantinos Fokianos
H 指数: 32 · 论文数: 148
D
Dennis Kristensen
H 指数: 24 · 论文数: 98
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