Narrow search
Showing 1 - 10 of 279
Cover Image
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
Cover Image
Testing the significance of calendar effects
Hansen, Peter Reinhard (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752590
Cover Image
Choosing the best volatility models : the model confidence set approach
Hansen, Peter Reinhard (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752607
Cover Image
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
Cover Image
Structural changes in the cointegrated vector autoregressive model
Hansen, Peter Reinhard (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001528994
Cover Image
An unbiased and powerful test for superior predictive ability
Hansen, Peter Reinhard (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001576446
Cover Image
Generalized reduced rank regression
Hansen, Peter Reinhard (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001657844
Cover Image
On the estimation of reduced rank regressions
Hansen, Peter Reinhard (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001658017
Cover Image
Asymptotic tests of composite hypotheses
Hansen, Peter Reinhard (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752616
Cover Image
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