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About Aarhus University
Søren Johansen
Research Fellow
Department of Economics and Business Economics
Fuglesangs Allé 4
8210 Aarhus V
Denmark
Department of Economics and Business Economics - CREATES
Fuglesangs Allé 4
8210 Aarhus V
Denmark
- Accepted/In press
Weak convergence to derivatives of fractional Brownian motion
Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
- Published
Weak convergence to derivatives of fractional Brownian motion
Research output: Working paper/Preprint › Working paper › Research
Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
Research output: Working paper/Preprint › Working paper › Research
ID: 10568251