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A forecast comparison of volatility models : does anything beat a GARCH (1,1)?
Hansen, Peter Reinhard
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contributor
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2001
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001566773
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Consistent preordering with an estimated criterion function, with an application to the evaluation and comparison of volatility models
Hansen, Peter Reinhard
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contributor
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752573
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Testing the significance of calendar effects
Hansen, Peter Reinhard
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752590
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Choosing the best volatility models : the model confidence set approach
Hansen, Peter Reinhard
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contributor
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752607
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