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Lunde, Asger
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8
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5
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3
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2
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2
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2
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1
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OLC EcoSci
ECONIS (ZBW)
188
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72
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16
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7
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4
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Realized GARCH: a joint model for returns and realized measures of volatility
Hansen, Peter Reinhard
;
Huang, Zhuo
;
Shek, Howard Howan
- In:
Journal of applied econometrics
27
(
2012
)
6
,
pp. 877-907
Persistent link: https://www.econbiz.de/10010022052
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Subsidising consumer services: Effects on employment, welfare and the informal economy
Frederiksen, Niels
;
Hansen, Peter
;
Jacobsen, Henrik
; …
- In:
Fiscal studies : the journal of the Institute for …
16
(
1995
)
2
,
pp. 71-93
Persistent link: https://www.econbiz.de/10006861488
Saved in:
8
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:
9
Race, Revolution and the Struggle for Human Rights in Zanzibar: The memoirs of Ali Sultan Issa and Seif Sharif Hamad
Hansen, Peter
- In:
African affairs : the journal of the Royal African Society
110
(
2011
)
440
,
pp. 509-509
Persistent link: https://www.econbiz.de/10009166807
Saved in:
10
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
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