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English
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Christoffersen, Peter
20
Lunde, Asger
15
Jacobs, Kris
14
Christoffersen, Peter F.
13
Diebold, Francis X.
10
Hansen, Peter R.
5
Hansen, Peter Reinhard
4
Errunza, Vihang
3
Ornthanalai, Chayawat
3
Shephard, Neil
3
Wang, Yintian
3
Andersen, Torben G.
2
Barndorff-Nielsen, Ole E.
2
Bollerslev, Tim
2
Elkamhi, Redouane
2
Feunou, Bruno
2
Langlois, Hugues
2
Mimouni, Karim
2
Nason, James M.
2
Timmermann, Allan
2
Zebedee, Allan A.
2
Barndorff-Nielsen, O.E.
1
Barndorff-Nielsen, Olee
1
Bentzen, Erick
1
Berkowitz, Jeremy
1
Blake, David
1
Chang, Bo Young
1
Chung, Hyunchul
1
Diebold, Francis Xavier
1
Dorion, Christian
1
Doyle, Peter
1
Ghysels, Eric
1
Giorgianni, Lorenzo
1
Hahn, Jinyong
1
Hansen, P.Reinhard
1
Hansen, Peter
1
Hansen, Peterreinhard
1
Heston, Steve
1
Inoue, Atsushi
1
Jensen, Morten B.
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
The review of financial studies
6
Journal of financial economics
5
Journal of econometrics
4
Working paper / National Bureau of Economic Research, Inc
4
Journal of empirical finance
3
Management science : journal of the Institute for Operations Research and the Management Sciences
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
Technical working paper / National Bureau of Economic Research
2
The econometrics journal
2
The economics of transition
2
Econometric reviews
1
Econometric theory
1
Economic policy review
1
Financial services at the crossroads: capital regulation in the twenty-first century
1
International economic review
1
Journal of applied econometrics
1
Journal of international money and finance
1
Oxford bulletin of economics and statistics
1
The review of economics and statistics
1
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OLC EcoSci
ECONIS (ZBW)
349
RePEc
178
EconStor
15
USB Cologne (EcoSocSci)
2
USB Cologne (business full texts)
1
ArchiDok
1
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Realized kernels in practice: trades and quotes
Barndorff-Nielsen, O.E.
;
Hansen, P.Reinhard
;
Lunde, A.
; …
- In:
The econometrics journal
12
(
2009
)
3
,
pp. C1
Persistent link: https://www.econbiz.de/10008336842
Saved in:
2
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:
3
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:
4
Duration Dependence in Stock Prices: An Analysis of Bull and Bear Markets
Lunde, Asger
;
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
3
,
pp. 253-273
Persistent link: https://www.econbiz.de/10008214563
Saved in:
5
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:
6
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:
7
The NIG-S& ARCH model: A fat-tailed, stochastic, and autoregressive conditional heteroskedastic volatility model
Jensen, Morten B.
;
Lunde, Asger
- In:
The econometrics journal
4
(
2001
)
2
,
pp. 319
Persistent link: https://www.econbiz.de/10007483850
Saved in:
8
Intraday volatility responses to monetary policy events
Lunde, Asger
;
Zebedee, Allan A.
- In:
Financial markets and portfolio management
23
(
2009
)
4
,
pp. 383-399
Persistent link: https://www.econbiz.de/10008346889
Saved in:
9
Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise
Barndorff-Nielsen, Olee
;
Hansen, Peterreinhard
;
Lunde, Asger
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
6
,
pp. 1481-1536
Persistent link: https://www.econbiz.de/10008145108
Saved in:
10
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
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