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Theorie
Theory
65
Volatility
49
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49
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32
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30
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26
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26
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Long run variance estimator
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Lunde, Asger
49
Hansen, Peter Reinhard
46
Timmermann, Allan
10
Nason, James Michael
5
Shephard, Neil G.
5
Barndorff-Nielsen, Ole E.
4
Bennedsen, Mikkel
4
Blake, David
4
Nason, James M.
4
Horel, Guillaume
3
Pakkanen, Mikko S.
3
Archakov, Ilya
2
Grønborg, Niels S.
2
Janus, Paweł
2
Jensen, Morten Berg
2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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8
Econometric modelling of durations between economic events
4
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4
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4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
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3
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2
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1
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1
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1
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ECONIS (ZBW)
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EconStor
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In- and out-of-the-money convertible bond calls : signaling or price pressure?
Bechmann, Ken L.
;
Lunde, Asger
;
Zebedee, Allan A.
- In:
The journal of corporate finance : contracting, …
24
(
2014
),
pp. 135-148
Persistent link: https://www.econbiz.de/10010243499
Saved in:
2
Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2006
Persistent link: https://www.econbiz.de/10003341258
Saved in:
3
Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2006
Persistent link: https://www.econbiz.de/10003334801
Saved in:
4
Designing realized Kernels to measure the ex post variation of equity prices in the presence of noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
6
,
pp. 1481-1536
Persistent link: https://www.econbiz.de/10003797079
Saved in:
5
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
Saved in:
6
The model confidence set
Hansen, Peter Reinhard
;
Lunde, Asger
;
Nason, James Michael
-
2010
Persistent link: https://www.econbiz.de/10008780026
Saved in:
7
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
Saved in:
8
Moving average-based estimators of integrated variance
Hansen, Peter Reinhard
;
Large, Jeremy
;
Lunde, Asger
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 79-111
Persistent link: https://www.econbiz.de/10003761216
Saved in:
9
Consistent ranking of volatility models
Hansen, Peter Reinhard
;
Lunde, Asger
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 97-121
Persistent link: https://www.econbiz.de/10003298566
Saved in:
10
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002583522
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