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~institution:"Centre for Analytical Finance <Århus>"
~person:"Hansen, Peter Reinhard"
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1999-2000
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Hansen, Peter Reinhard
Christensen, Bent Jesper
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Lunde, Asger
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Strunk Hansen, Charlotte
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Myhre Lildholt, Peter
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Centre for Analytical Finance <Århus>
Brown University / Department of Economics
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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A comparison of
volatility
models : does anything beat a GARCH(1,1)?
Hansen, Peter Reinhard
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563856
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2
Consistent preordering with an estimated criterion function, with an application to evaluation and comparison of
volatility
models
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732980
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