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The Hazards of Mutual Fund Und...
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Timmermann, Allan
63
Lunde, Asger
15
Guidolin, Massimo
11
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6
Hansen, Peter R.
5
Blake, David
4
Elliott, Graham
4
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4
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3
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3
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3
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3
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3
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3
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2
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2
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2
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1
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Journal of econometrics
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
International journal of forecasting
6
The journal of finance : the journal of the American Finance Association
5
Journal of economic dynamics & control
4
Journal of empirical finance
3
Nationaløkonomisk tidsskrift
3
Econometric reviews
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Financial markets and portfolio management
2
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2
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2
Journal of the American Statistical Association : JASA
2
The economic journal : the journal of the Royal Economic Society
2
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2
The review of economic studies
2
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2
Econometric theory
1
Economic policy : a European forum
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1
IMF staff papers
1
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1
Oxford bulletin of economics and statistics
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1
Duration Dependence in Stock Prices: An Analysis of Bull and Bear Markets
Lunde, Asger
;
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
3
,
pp. 253-273
Persistent link: https://www.econbiz.de/10008214563
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2
The hazards of mutual fund underperformance: A Cox regression analysis
Lunde, Asger
;
Timmermann, Allan
;
Blake, David
- In:
Journal of empirical finance
6
(
1999
)
2
,
pp. 121-152
Persistent link: https://www.econbiz.de/10007245408
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3
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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4
Consistent ranking of volatility models
Hansen, Peter Reinhard
;
Lunde, Asger
- In:
Journal of econometrics
131
(
2006
)
1
,
pp. 97-122
Persistent link: https://www.econbiz.de/10006747797
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5
Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise
Barndorff-Nielsen, Olee
;
Hansen, Peterreinhard
;
Lunde, Asger
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
6
,
pp. 1481-1536
Persistent link: https://www.econbiz.de/10008145108
Saved in:
6
Intraday volatility responses to monetary policy events
Lunde, Asger
;
Zebedee, Allan A.
- In:
Financial markets and portfolio management
23
(
2009
)
4
,
pp. 383-399
Persistent link: https://www.econbiz.de/10008346889
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7
Subsampling realised kernels
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 204-220
Persistent link: https://www.econbiz.de/10008770543
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8
The 2005 Invited Address - Rejoinder - Realized Variance and Market Microstructure Noise
Hansen, Peter R.
;
Lunde, Asger
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
2
,
pp. 208-218
Persistent link: https://www.econbiz.de/10008222683
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9
The 2005 Invited Address - Realized Variance and Market Microstructure Noise
Hansen, Peter R.
;
Lunde, Asger
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
2
,
pp. 127-161
Persistent link: https://www.econbiz.de/10008222693
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10
Choosing the Best Volatility Models: The Model Confidence Set Approach
Hansen, Peter Reinhard
;
Lunde, Asger
;
Nason, James M.
- In:
Oxford bulletin of economics and statistics
65
(
2003
),
pp. 839-862
Persistent link: https://www.econbiz.de/10006431521
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