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Granger's representation theorem : a closed-form expression for I(1) processes
Hansen, Peter Reinhard - In: The econometrics journal 8 (2005) 1, pp. 23-38
Persistent link: https://www.econbiz.de/10002686736
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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
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Realized kernels in practice : trades and quotes
Barndorff-Nielsen, Ole E.; Hansen, Peter Reinhard; … - In: The econometrics journal 12 (2009) 3, pp. 1-32
Persistent link: https://www.econbiz.de/10003948806
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A new method for generating random correlation matrices
Archakov, Ilya; Hansen, Peter Reinhard; Luo, Yiyao - In: The econometrics journal 27 (2024) 2, pp. 188-212
Persistent link: https://www.econbiz.de/10015046370
Cover Image
Granger's representation theorem: A closed-form expression for I(1) processes
Hansen, Peter Reinhard - In: The econometrics journal 8 (2005) 1, pp. 23-38
Persistent link: https://www.econbiz.de/10007439983