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The econometrics journal
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Realized kernels in practice : trades and quotes
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
- In:
The econometrics journal
12
(
2009
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10003948806
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2
Granger's representation theorem : a closed-form expression for I(1) processes
Hansen, Peter Reinhard
- In:
The econometrics journal
8
(
2005
)
1
,
pp. 23-38
Persistent link: https://www.econbiz.de/10002686736
Saved in:
3
Relative contagiousness of emerging virus variants : an analysis of the Alpha, Delta, and Omicron SARS-CoV-2 variants
Hansen, Peter Reinhard
- In:
The econometrics journal
25
(
2022
)
3
,
pp. 739-761
Persistent link: https://www.econbiz.de/10013399866
Saved in:
4
Granger's representation theorem: A closed-form expression for I(1) processes
Hansen, Peter Reinhard
- In:
The econometrics journal
8
(
2005
)
1
,
pp. 23-38
Persistent link: https://www.econbiz.de/10007439983
Saved in:
5
A new method for generating random correlation matrices
Archakov, Ilya
;
Hansen, Peter Reinhard
;
Luo, Yiyao
- In:
The econometrics journal
27
(
2024
)
2
,
pp. 188-212
Persistent link: https://www.econbiz.de/10015046370
Saved in:
6
The NIG-S&ARCH model : a fat-tailed, stochastic, and autoregressive conditional heteroskedastic volatility model
Jensen, Morten Berg
;
Lunde, Asger
- In:
The econometrics journal
4
(
2001
)
4
,
pp. 319-342
Persistent link: https://www.econbiz.de/10001651362
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7
The NIG-S& ARCH model: A fat-tailed, stochastic, and autoregressive conditional heteroskedastic volatility model
Jensen, Morten B.
;
Lunde, Asger
- In:
The econometrics journal
4
(
2001
)
2
,
pp. 319
Persistent link: https://www.econbiz.de/10007483850
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8
Simulation-based likelihood inference for limited dependent processes
Manrique, Aurora
;
Shephard, Neil G.
- In:
The econometrics journal
1
(
1998
)
1
,
pp. 174-202
Persistent link: https://www.econbiz.de/10001443690
Saved in:
9
Statistical algorithms for models in state space using SsfPack 2.2
Koopman, Siem Jan
;
Shephard, Neil G.
;
Doornik, Jurgen A.
- In:
The econometrics journal
2
(
1999
)
1
,
pp. 107-160
Persistent link: https://www.econbiz.de/10001449270
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