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An unbiased and powerful test for superior predictive ability
Hansen, Peter Reinhard
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contributor
)
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2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001576446
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2
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
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3
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752590
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4
Asymptotic tests of composite hypotheses
Hansen, Peter Reinhard
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752616
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5
Testable implications of general equilibrium theory : a differentiable approach
Chiappori, Pierre-André
;
Ekeland, Ivar
;
Kübler, F.
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001675325
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6
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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7
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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