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~isPartOf:"CREATES research paper"
~isPartOf:"Journal of economic dynamics & control"
~person:"Christensen, Bent Jesper"
~person:"Gatarek, Lukasz"
~person:"Hansen, Peter Reinhard"
~subject:"Modellierung"
~subject:"Volatilität"
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Christensen, Bent Jesper
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Hansen, Peter Reinhard
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CREATES research paper
Journal of economic dynamics & control
Discussion paper / Tinbergen Institute
1
Discussion papers / Department of Economics, University of Copenhagen
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of econometrics
1
Structural models of wage and employment dynamics : [... papers presented at the Conference on Labor Market Models and Matched Employer-Employee Data held at Sandbjerg Manor in Sønderborg, Denmark, August 15 - 18, 2004]
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ECONIS (ZBW)
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Latent integrated stochastic volatility, realized volatility, and implied volatility : a state space approach
Bach, Christian
;
Christensen, Bent Jesper
-
2010
Persistent link: https://www.econbiz.de/10008857837
Saved in:
2
The model confidence set
Hansen, Peter Reinhard
;
Lunde, Asger
;
Nason, James Michael
-
2010
Persistent link: https://www.econbiz.de/10008780026
Saved in:
3
Realized GARCH : a complete model of returns and realized measures of volatility
Hansen, Peter Reinhard
;
Huang, Zhuowei
;
Shek, Howard Howan
-
2010
Persistent link: https://www.econbiz.de/10003941851
Saved in:
4
Optimal hedging with the cointegrated vector autoregressive model
Johansen, Søren
;
Gatarek, Lukasz
-
2014
Persistent link: https://www.econbiz.de/10010418991
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