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Lunde, Asger
15
Hansen, Peter Reinhard
8
Hansen, Peter R.
5
Hansen, Peter
3
Shephard, Neil
3
Barndorff-Nielsen, Ole E.
2
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2
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1
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1
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1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of econometrics
4
The econometrics journal
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Financial markets and portfolio management
2
Journal of applied econometrics
2
African affairs : the journal of the Royal African Society
1
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Fiscal studies : the journal of the Institute for Fiscal Studies
1
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1
Oxford bulletin of economics and statistics
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OLC EcoSci
ECONIS (ZBW)
279
RePEc
89
EconStor
16
USB Cologne (EcoSocSci)
5
Other ZBW resources
2
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1
The 2005 Invited Address - Rejoinder - Realized Variance and Market Microstructure Noise
Hansen, Peter R.
;
Lunde, Asger
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
2
,
pp. 208-218
Persistent link: https://www.econbiz.de/10008222683
Saved in:
2
The 2005 Invited Address - Realized Variance and Market Microstructure Noise
Hansen, Peter R.
;
Lunde, Asger
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
2
,
pp. 127-161
Persistent link: https://www.econbiz.de/10008222693
Saved in:
3
The Greenspan years : an Analysis of the magnitude and speed of the equity market response to FOMC announcements
Zebedee, Allan A.
;
Bentzen, Erick
;
Hansen, Peter R.
; …
- In:
Financial markets and portfolio management
22
(
2008
)
1
,
pp. 3-20
Persistent link: https://www.econbiz.de/10008059634
Saved in:
4
The Model Confidence Set
Hansen, Peter R.
;
Lunde, Asger
;
Nason, James M.
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
2
,
pp. 453-498
Persistent link: https://www.econbiz.de/10008843546
Saved in:
5
A forecast comparison of volatility models: does anything beat a GARCH(1,1)?
Hansen, Peter R.
;
Lunde, Asger
- In:
Journal of applied econometrics
20
(
2005
)
7
,
pp. 873-890
Persistent link: https://www.econbiz.de/10006956920
Saved in:
6
Moving Average-Based Estimators of Integrated Variance
Hansen, Peter
;
Large, Jeremy
;
Lunde, Asger
- In:
Econometric reviews
27
(
2008
)
1-3
,
pp. 79-111
Persistent link: https://www.econbiz.de/10007993919
Saved in:
7
Consistent ranking of volatility models
Hansen, Peter Reinhard
;
Lunde, Asger
- In:
Journal of econometrics
131
(
2006
)
1
,
pp. 97-122
Persistent link: https://www.econbiz.de/10006747797
Saved in:
8
Choosing the Best Volatility Models: The Model Confidence Set Approach
Hansen, Peter Reinhard
;
Lunde, Asger
;
Nason, James M.
- In:
Oxford bulletin of economics and statistics
65
(
2003
),
pp. 839-862
Persistent link: https://www.econbiz.de/10006431521
Saved in:
9
Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
- In:
Journal of econometrics
162
(
2011
)
2
,
pp. 149-170
Persistent link: https://www.econbiz.de/10008997629
Saved in:
10
Subsampling realised kernels
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 204-220
Persistent link: https://www.econbiz.de/10008770543
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