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Hansen, Peter Reinhard; Lunde, Asger; Nason, James M. - In: Oxford bulletin of economics and statistics 65 (2003), pp. 839-862

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Barndorff-Nielsen, Ole E.; Hansen, Peter Reinhard; … - In: Journal of econometrics 162 (2011) 2, pp. 149-170

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Duffie, Darrell; Eckner, Andreas; Horel, Guillaume; … - In: The journal of finance : the journal of the American … 64 (2009) 5, pp. 2089-2124

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Hansen, Peter Reinhard - In: The econometrics journal 8 (2005) 1, pp. 23-38

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Hansen, Peter Reinhard - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 4, pp. 365-380

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Hansen, Peter Reinhard; Huang, Zhuo; Shek, Howard Howan - In: Journal of applied econometrics 27 (2012) 6, pp. 877-907

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Hansen, Peter Reinhard - In: Journal of econometrics 114 (2003) 2, pp. 261-296

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Jensen, Morten B.; Lunde, Asger - In: The econometrics journal 4 (2001) 2, pp. 319

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