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~institution:"Brown University / Department of Economics"
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Choosing the best volatility models : the model confidence set approach
Hansen, Peter Reinhard
(
contributor
); …
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752607
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An unbiased and powerful test for superior predictive ability
Hansen, Peter Reinhard
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contributor
)
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2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001576446
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A forecast comparison of volatility models : does anything beat a GARCH (1,1)?
Hansen, Peter Reinhard
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001566773
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