Narrow search
Showing 1 - 10 of 20
Cover Image
Picking funds with confidence
Grønborg, Niels S.; Lunde, Asger; Timmermann, Allan; … - 2017
Persistent link: https://www.econbiz.de/10011624164
Cover Image
Estimating the persistence and the autocorrelation function of a time series that this measured with error
Hansen, Peter Reinhard; Lunde, Asger - 2010
Persistent link: https://www.econbiz.de/10003934448
Cover Image
Realized beta GARCH : a multivariate GARCH model with realized measures of volatility and covolatility
Hansen, Peter Reinhard; Lunde, Asger; Voev, Valeri - 2010
Persistent link: https://www.econbiz.de/10008746092
Cover Image
The model confidence set
Hansen, Peter Reinhard; Lunde, Asger; Nason, James Michael - 2010
Persistent link: https://www.econbiz.de/10008780026
Cover Image
A Markov chain estimator of multivariate volatility from high frequency data
Hansen, Peter Reinhard; Horel, Guillaume; Lunde, Asger; … - 2015
Persistent link: https://www.econbiz.de/10010514600
Cover Image
A generalized Schwartz model for energy spot prices : estimation using a particle MCMC method
Floor Brix, Anne; Lunde, Asger; Wei, Wei - 2015
Persistent link: https://www.econbiz.de/10011373234
Cover Image
Hybrid scheme for Brownian semistationary processes
Bennedsen, Mikkel; Lunde, Asger; Pakkanen, Mikko S. - 2015
Persistent link: https://www.econbiz.de/10011343494
Cover Image
Estimating stochastic volatility models using predictionbased estimating functions
Lunde, Asger; Floor Brix, Anne - 2013
Persistent link: https://www.econbiz.de/10009763883
Cover Image
Modeling and forecasting the volatility of energy forward returns : evidence from the Nordic power exchange
Lunde, Asger; Olesen, Kasper V. - 2013
Persistent link: https://www.econbiz.de/10009751838
Cover Image
Analyzing oil futures with a dynamic Nelson-Siegel Model
Hansen, Niels S.; Lunde, Asger - 2013
Persistent link: https://www.econbiz.de/10010195637