Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Brown University / Department of Economics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Factor structure in commodity...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
3
Theory
3
Volatility
3
Volatilität
3
ARCH model
2
ARCH-Modell
2
Data Mining
2
Data mining
2
Forecasting model
2
Prognoseverfahren
2
Statistical test
2
Statistischer Test
2
USA
2
United States
2
1992-1993
1
Aktienmarkt
1
Börsenkurs
1
Calendar effect
1
Comparison
1
Deutschland
1
Exchange rate
1
Germany
1
Heteroscedasticity
1
Heteroskedastizität
1
Kalendereffekt
1
Share price
1
Stock market
1
Vergleich
1
Wechselkurs
1
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
4
Type of publication (narrower categories)
All
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
4
Author
All
Hansen, Peter Reinhard
4
Lunde, Asger
4
Nason, James Michael
1
Institution
All
Brown University / Department of Economics
School of Economics and Management, University of Aarhus
36
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
19
National Bureau of Economic Research
7
National Bureau of Economic Research (NBER)
7
Center for Financial Studies
6
Centre for Analytical Finance <Århus>
5
Department of Economics, University of Pennsylvania
5
International Monetary Fund (IMF)
5
Brown University, Department of Economics
4
Econometric Society
4
Economics Group, Nuffield College, University of Oxford
4
Finance Research Centre, Oxford University
4
Federal Reserve Bank of Atlanta
3
Financial Institutions Center, Wharton School of Business
3
Department of Economics, University of California-San Diego (UCSD)
2
East Asian Bureau of Economic Research (EABER)
2
Economic Policy Research Unit (EPRU), Økonomisk Institut
2
Federal Reserve Bank of Philadelphia
2
HAL
2
Institute of Economic Research, Hitotsubashi University
2
Bank of Canada
1
C.E.P.R. Discussion Papers
1
Center for Analytic Research and Economics in the Social Sciences (CARESS), Department of Economics
1
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
1
Department of Economics, European University Institute
1
Department of Economics, Poole College of Management
1
European Central Bank
1
Finance Department, Stern School of Business
1
Financial Markets Group
1
Internationaler Währungsfonds / European Department <1>
1
Internationaler Währungsfonds / Research Department
1
McGill University <Montréal> / Department of Economics
1
Oliver Wyman Institute
1
Rodney L. White Center for Financial Research
1
School of Economics, Singapore Management University
1
Society for Computational Economics - SCE
1
The Wharton Financial Institutions Center
1
more ...
less ...
Published in...
All
Working papers / Brown University, Department of Economics
4
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
Consistent preordering with an estimated criterion function, with an application to the evaluation and comparison of volatility models
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752573
Saved in:
3
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752590
Saved in:
4
Choosing the best volatility models : the model confidence set approach
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752607
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
