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Consistent Ranking of Volatili...
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Subject
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Theorie
82
Theory
82
Volatility
54
Volatilität
54
Estimation theory
36
Schätztheorie
36
Time series analysis
33
Zeitreihenanalyse
33
Forecasting model
32
Prognoseverfahren
32
ARCH model
30
ARCH-Modell
30
Börsenkurs
22
Share price
22
USA
17
United States
17
Estimation
16
Statistical test
14
Statistischer Test
14
Schätzung
13
Stochastic process
13
Stochastischer Prozess
13
Core
12
Regression analysis
12
Regressionsanalyse
12
Analysis of variance
10
Correlation
10
Korrelation
10
Varianzanalyse
10
Multivariate Analyse
9
Multivariate analysis
9
Ankündigungseffekt
8
Announcement effect
8
Capital income
8
Kapitaleinkommen
8
Market microstructure
8
Markov chain
8
Markov-Kette
8
Marktmikrostruktur
8
Noise Trading
8
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Online availability
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Free
95
Undetermined
33
Type of publication
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Book / Working Paper
135
Article
68
Type of publication (narrower categories)
All
Arbeitspapier
68
Working Paper
68
Graue Literatur
66
Non-commercial literature
66
Article in journal
57
Aufsatz in Zeitschrift
57
Aufsatz im Buch
6
Book section
6
Hochschulschrift
3
Thesis
2
Aufsatzsammlung
1
Bibliografie
1
Bibliografie enthalten
1
Bibliography included
1
Collection of articles written by one author
1
Handbook
1
Handbuch
1
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1
Sammlung
1
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1
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1
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1
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Language
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English
171
Undetermined
24
German
6
Danish
2
Author
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Lunde, Asger
126
Hansen, Peter Reinhard
112
Hansen, Peter
26
Shephard, Neil G.
22
Barndorff-Nielsen, Ole E.
21
Timmermann, Allan
18
Huang, Zhuo
10
Bennedsen, Mikkel
9
Nason, James Michael
8
Engle, Robert F.
6
Pakkanen, Mikko S.
6
Voev, Valeri
6
Wei, Wei
5
Zebedee, Allan A.
5
Archakov, Ilya
4
Blake, David
4
Chen, Xiaohong
4
Grønborg, Niels S.
4
Hansen, Lars Peter
4
Horel, Guillaume
4
Boudt, Kris
3
Christoffersen, Peter F.
3
Janus, Paweł
3
Koopman, Siem Jan
3
Laurent, Sébastien
3
Meyer, Jörn-Axel
3
Olesen, Kasper V.
3
Quaedvlieg, Rogier
3
Tong, Chen
3
Wermers, Russ
3
Bentzen, Eric
2
Bricker, Jesse
2
Brix, Anne Floor
2
Dumitrescu, Elena-Ivona
2
Gallant, A. Ronald
2
Hansen, Martin Klint
2
Hardke, Thorsten
2
Henriques, Alice M.
2
Jensen, Morten Berg
2
Large, Jeremy H.
2
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Institution
All
Brown University / Department of Economics
10
Centre for Analytical Finance <Århus>
5
Centret for Udviklingsforskning
1
Published in...
All
CREATES research paper
23
Working papers / Brown University, Department of Economics
10
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
DIIS working paper
4
Econometric modelling of durations between economic events
4
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 discussion papers
3
Economics letters
3
Journal of applied econometrics
3
The journal of futures markets
3
Betriebswirtschaftliche Schriften : BWS
2
Discussion paper / Centre for Economic Policy Research
2
Energy economics
2
Global COE Hi-Stat discussion paper series
2
Oxford Financial Research Centre economics series
2
Schriften zu Management und KMU
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
Betriebswirtschaftliche Forschung und Praxis : BFuP
1
CREATES Research Paper
1
CREATES Research Paper 2008-2
1
Computational management science
1
Cowles Foundation Discussion Paper
1
DIIS reports
1
De economist : Netherlands Economic Review
1
Discussion paper / Tinbergen Institute
1
Discussion paper / the Pensions Institute, Birkbeck College, University of London
1
Discussion paper series / LSE Financial Markets Group
1
Econometric reviews
1
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Source
All
ECONIS (ZBW)
RePEc
89
OLC EcoSci
22
EconStor
16
USB Cologne (EcoSocSci)
4
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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