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Exponential GARCH modeling wit...
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China economic journal : the official journal of the China Center for Economic Research (CCER) at Peking University
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Option pricing with the realized GARCH model : an analytical approximation approach
Huang, Zhuo
;
Wang, Tianyi
;
Hansen, Peter Reinhard
- In:
The journal of futures markets
37
(
2017
)
4
,
pp. 328-358
Persistent link: https://www.econbiz.de/10011950674
Saved in:
2
Exponential GARCH modeling with realized measures of volatility
Hansen, Peter Reinhard
;
Huang, Zhuo
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 269-287
Persistent link: https://www.econbiz.de/10011691332
Saved in:
3
Realized GARCH, CBOE VIX, and the volatility risk premium
Hansen, Peter Reinhard
;
Huang, Zhuo
;
Tong, Chen
;
Wang, …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 187-223
Persistent link: https://www.econbiz.de/10014526311
Saved in:
4
Relative contagiousness of emerging virus variants : an analysis of the Alpha, Delta, and Omicron SARS-CoV-2 variants
Hansen, Peter Reinhard
- In:
The econometrics journal
25
(
2022
)
3
,
pp. 739-761
Persistent link: https://www.econbiz.de/10013399866
Saved in:
5
Equivalence between out-of-sample forecast comparisons and Wald statistics
Hansen, Peter Reinhard
;
Timmermann, Allan
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
6
,
pp. 2485-2505
Persistent link: https://www.econbiz.de/10011431548
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6
A martingale decomposition of discrete Markov chains
Hansen, Peter Reinhard
- In:
Economics letters
133
(
2015
),
pp. 14-18
Persistent link: https://www.econbiz.de/10011431805
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7
A dynamic model of vaccine compliance : how fake news undermined the Danish HPV vaccine program
Hansen, Peter Reinhard
;
Schmidtblaicher, Matthias
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
1
,
pp. 259-271
Persistent link: https://www.econbiz.de/10012424514
Saved in:
8
Wealth concentration in the US after augmenting the upper tail of the survey of consumer finances
Bricker, Jesse
;
Hansen, Peter Reinhard
;
Henriques, Alice M.
- In:
Economics letters
184
(
2019
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012304768
Saved in:
9
Realized Wishart-GARCH : a score-driven multi-asset volatility model
Gorgi, P.
;
Hansen, Peter Reinhard
;
Janus, Paweł
; …
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012054424
Saved in:
10
Characterizing correlation matrices that admit a clustered factor representation
Tong, Chen
;
Hansen, Peter Reinhard
- In:
Economics letters
233
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014506906
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