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~institution:"Brown University / Department of Economics"
~subject:"Share price"
~subject:"Theorie"
~subject:"Volatilität"
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Hansen, Peter Reinhard
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Brown University / Department of Economics
National Bureau of Economic Research
623
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
32
Centre for Analytical Finance <Århus>
19
World Bank
19
International Monetary Fund
17
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12
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Svenska Handelshögskolan <Helsinki>
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European University Institute / Department of Economics
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University of Canterbury / Dept. of Economics and Finance
11
Chambre de commerce et d'industrie de Paris
10
Ekonomiska forskningsinstitutet <Stockholm>
10
OECD
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8
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Verlag Dr. Kovač
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Gottfried Wilhelm Leibniz Universität Hannover
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7
William Davidson Institute <Ann Arbor, Mich.>
7
Center for Economic Research <Tilburg>
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Massachusetts Institute of Technology / Department of Economics
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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5
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5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Federal Reserve System / Division of Research and Statistics
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School of Finance and Business Economics <Perth, Western Australia>
5
Springer Fachmedien Wiesbaden
5
Banco Central do Brasil
4
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
4
Econometrisch Instituut <Rotterdam>
4
Erasmus Research Institute of Management
4
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ECONIS (ZBW)
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Choosing the best
volatility
models : the model confidence set approach
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752607
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2
The baby boom and the stock market boom
Lim, Kyung-Mook
(
contributor
);
Weil, David N.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752613
Saved in:
3
The taxation of trades in assets
Citanna, Alessandro
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001589507
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4
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:
5
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
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