//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Working Papers / Brown University, Department of Economics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Realized Kernels in Practice :...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
7
Language
All
Undetermined
4
English
3
Author
All
Hansen, Peter Reinhard
4
Lunde, Asger
4
Hansen, Peter
3
Nason, James M.
1
Institution
All
Brown University, Department of Economics
7
Published in...
All
Working Papers / Brown University, Department of Economics
Economics Series Working Papers / Department of Economics, Oxford University
69
Economics Papers / Economics Group, Nuffield College, University of Oxford
59
Economics discussion papers
35
CREATES research paper
33
Journal of econometrics
28
CREATES Research Papers
27
OFRC Working Papers Series
25
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
22
Department of Economics discussion paper series / University of Oxford
20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Journal of Econometrics
12
Oxford Financial Research Centre economics series
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Journal of applied econometrics
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Working Paper
10
Working papers / Brown University, Department of Economics
10
The econometrics journal
9
Econometric theory
8
Journal of Applied Econometrics
7
Journal of Business & Economic Statistics
7
Journal of Financial Econometrics
7
Econometrica
6
Stochastic Processes and their Applications
6
CREATES Research Paper
5
Econometric Theory
5
Econometrics Journal
5
Journal of financial econometrics
5
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
4
Discussion paper / Tinbergen Institute
4
Econometric modelling of durations between economic events
4
Econometric reviews
4
Economics Working Papers / Department of Economics, European University Institute
4
Finance and stochastics
4
Oxford bulletin of economics and statistics
4
Scandinavian Journal of Statistics
4
Suntory Toyota International Centre for Economics and Related Disciplines
4
Advanced texts in econometrics
3
Discussion paper / Department of Economics, University of California San Diego
3
more ...
less ...
Source
All
RePEc
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
Lunde, Asger
;
Hansen, Peter Reinhard
-
Brown University, Department of Economics
-
2001
Persistent link: https://www.econbiz.de/10005181184
Saved in:
2
Structural Changes in the Cointegrated Vector Autoregressive Model
Hansen, Peter Reinhard
-
Brown University, Department of Economics
-
2000
Persistent link: https://www.econbiz.de/10005765574
Saved in:
3
An Unbiased and Powerful Test for Superior Predictive Ability
Hansen, Peter Reinhard
-
Brown University, Department of Economics
-
2001
Persistent link: https://www.econbiz.de/10005181203
Saved in:
4
The Johansen-Granger Representation Theorem: A Closed Form Expression for I(1)Processes Creation-Date: 2000
Hansen, Peter Reinhard
-
Brown University, Department of Economics
Persistent link: https://www.econbiz.de/10005405695
Saved in:
5
Testing the Significance of Calendar Effects
Hansen, Peter
;
Lunde, Asger
-
Brown University, Department of Economics
-
2003
Persistent link: https://www.econbiz.de/10005181209
Saved in:
6
Consistent Preordering with an Estimated Criterion Function, with an Application to the Evaluation and Comparison of Volatility Models
Hansen, Peter
;
Lunde, Asger
-
Brown University, Department of Economics
-
2003
Persistent link: https://www.econbiz.de/10005181213
Saved in:
7
Choosing the Best Volatility Models:The Model Confidence Set Approach
Hansen, Peter
;
Lunde, Asger
;
Nason, James M.
-
Brown University, Department of Economics
-
2003
Persistent link: https://www.econbiz.de/10005181216
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->