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Consistent Ranking of Volatili...
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Theorie
88
Theory
81
Volatilität
56
Volatility
55
Schätztheorie
39
Estimation theory
36
Prognoseverfahren
34
Time series analysis
33
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33
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32
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31
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30
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22
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22
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18
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18
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17
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16
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14
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13
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13
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13
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12
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12
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12
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10
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10
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10
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10
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9
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9
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9
Ankündigungseffekt
8
Announcement effect
8
Capital income
8
Kapitaleinkommen
8
Market microstructure
8
Markov-Kette
8
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8
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Free
118
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35
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Book / Working Paper
143
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67
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Working Paper
80
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66
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63
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63
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57
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57
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6
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6
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1
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1
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1
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English
Undetermined
113
German
9
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4
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Lunde, Asger
130
Hansen, Peter Reinhard
123
Barndorff-Nielsen, Ole E.
24
Hansen, Peter
22
Shephard, Neil G.
21
Timmermann, Allan
18
Huang, Zhuo
10
Bennedsen, Mikkel
9
Nason, James M.
9
Nason, James Michael
8
Pakkanen, Mikko S.
6
Shephard, Neil
6
Archakov, Ilya
5
Voev, Valeri
5
Wei, Wei
5
Blake, David
4
Chen, Xiaohong
4
Engle, Robert F.
4
Grønborg, Niels S.
4
Hansen, Lars Peter
4
Horel, Guillaume
4
Koopman, Siem Jan
4
Boudt, Kris
3
Christoffersen, Peter F.
3
Hansen, Peter R.
3
Janus, Paweł
3
Laurent, Sébastien
3
Olesen, Kasper V.
3
Quaedvlieg, Rogier
3
Shek, Howard Howan
3
Tong, Chen
3
Wermers, Russ
3
Zebedee, Allan A.
3
Bricker, Jesse
2
Brix, Anne Floor
2
Dumitrescu, Elena-Ivona
2
Gallant, A. Ronald
2
Hansen, Martin Klint
2
Henriques, Alice M.
2
Jensen, Morten Berg
2
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Brown University / Department of Economics
10
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7
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5
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5
Econometric Society
3
Economics Group, Nuffield College, University of Oxford
3
Federal Reserve Bank of Atlanta
3
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1
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1
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CREATES research paper
23
Working Paper
10
Working papers / Brown University, Department of Economics
10
CREATES Research Papers
7
Journal of econometrics
7
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of financial econometrics
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
The econometrics journal
5
Working Papers / Brown University, Department of Economics
5
Econometric modelling of durations between economic events
4
DIIS Working Paper
3
DIIS working paper
3
Department of Economics discussion paper series / University of Oxford
3
Discussion paper / Department of Economics, University of California San Diego
3
EUI working paper
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Economics Papers / Economics Group, Nuffield College, University of Oxford
3
Economics discussion papers
3
Economics letters
3
Journal of applied econometrics
3
The journal of futures markets
3
Working Paper / Federal Reserve Bank of Atlanta
3
Discussion paper / Centre for Economic Policy Research
2
Econometric Society World Congress 2000 Contributed Papers
2
Energy economics
2
Global COE Hi-Stat discussion paper series
2
Oxford Financial Research Centre economics series
2
University of Chicago, Becker Friedman Institute for Economics Working Paper
2
Working papers / Federal Reserve Bank of Atlanta
2
Advanced texts in econometrics
1
Annals of finance
1
Arbejdspapirer fra Institut for Økonomi, Politik og Forvaltning / Aalborg Universitet
1
CREATES Research Paper
1
CREATES Research Paper 2008-2
1
Computational management science
1
Cowles Foundation Discussion Paper
1
De economist : Netherlands Economic Review
1
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1
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ECONIS (ZBW)
171
RePEc
23
EconStor
14
Other ZBW resources
2
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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
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
Saved in:
3
Choosing the best volatility models : the model confidence set approach
Hansen, Peter Reinhard
;
Lunde, Asger
;
Nason, James Michael
-
2003
Persistent link: https://www.econbiz.de/10001831943
Saved in:
4
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
Saved in:
5
Consistent preordering with an estimated criterion function, with an application to evaluation and comparison of volatility models
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732980
Saved in:
6
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:
7
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752590
Saved in:
8
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:
9
Choosing the best volatility models : the model confidence set approach
Hansen, Peter Reinhard
;
Lunde, Asger
;
Nason, James Michael
- In:
Oxford bulletin of economics and statistics
65
(
2003
)
suppl
,
pp. 839-861
Persistent link: https://www.econbiz.de/10001860213
Saved in:
10
Regular and modified kernel-based estimators of integrated variance : the case with independent noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491800
Saved in:
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