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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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Testing the significance of calendar effects
Hansen, Peter Reinhard (contributor);  … - 2003 - [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 (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752607
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The Johansen-Granger representation theorem : a closed-form expression for I(1) processes
Hansen, Peter Reinhard (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001528512
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Structural changes in the cointegrated vector autoregressive model
Hansen, Peter Reinhard (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001528994
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An unbiased and powerful test for superior predictive ability
Hansen, Peter Reinhard (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001576446
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Generalized reduced rank regression
Hansen, Peter Reinhard (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001657844
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On the estimation of reduced rank regressions
Hansen, Peter Reinhard (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001658017
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Asymptotic tests of composite hypotheses
Hansen, Peter Reinhard (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752616
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A comparison of volatility models : does anything beat a GARCH(1,1)?
Hansen, Peter Reinhard (contributor);  … - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563856