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A Markov Chain Estimator of Mu...
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1
A new method for generating random correlation matrices
Archakov, Ilya
;
Hansen, Peter Reinhard
;
Luo, Yiyao
- In:
The econometrics journal
27
(
2024
)
2
,
pp. 188-212
Persistent link: https://www.econbiz.de/10015046370
Saved in:
2
A canonical representation of block matrices with applications to covariance and correlation matrices
Archakov, Ilya
;
Hansen, Peter Reinhard
- In:
The review of economics and statistics
106
(
2024
)
4
,
pp. 1099-1113
Persistent link: https://www.econbiz.de/10015046494
Saved in:
3
Relative contagiousness of emerging virus variants : an analysis of the Alpha, Delta, and Omicron SARS-CoV-2 variants
Hansen, Peter Reinhard
- In:
The econometrics journal
25
(
2022
)
3
,
pp. 739-761
Persistent link: https://www.econbiz.de/10013399866
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4
Wealth concentration in the US after augmenting the upper tail of the survey of consumer finances
Bricker, Jesse
;
Hansen, Peter Reinhard
;
Henriques, Alice M.
- In:
Economics letters
184
(
2019
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012304768
Saved in:
5
Realized Wishart-GARCH : a score-driven multi-asset volatility model
Gorgi, P.
;
Hansen, Peter Reinhard
;
Janus, Paweł
; …
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012054424
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6
A dynamic model of vaccine compliance : how fake news undermined the Danish HPV vaccine program
Hansen, Peter Reinhard
;
Schmidtblaicher, Matthias
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
1
,
pp. 259-271
Persistent link: https://www.econbiz.de/10012424514
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7
Option pricing with the realized GARCH model : an analytical approximation approach
Huang, Zhuo
;
Wang, Tianyi
;
Hansen, Peter Reinhard
- In:
The journal of futures markets
37
(
2017
)
4
,
pp. 328-358
Persistent link: https://www.econbiz.de/10011950674
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8
How should parameter estimation be tailored to the objective?
Hansen, Peter Reinhard
;
Dumitrescu, Elena-Ivona
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 535-558
Persistent link: https://www.econbiz.de/10013464115
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9
Realized GARCH, CBOE VIX, and the volatility risk premium
Hansen, Peter Reinhard
;
Huang, Zhuo
;
Tong, Chen
;
Wang, …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 187-223
Persistent link: https://www.econbiz.de/10014526311
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10
Periodicity in cryptocurrency volatility and liquidity
Hansen, Peter Reinhard
;
Kim, Chan
;
Kimbrough, Wade
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 224-251
Persistent link: https://www.econbiz.de/10014526315
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