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United States
Theorie
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Timmermann, Allan
60
Lunde, Asger
12
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11
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8
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7
White, Halbert
5
Pick, Andreas
4
Sabbatucci, Riccardo
4
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4
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4
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4
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3
Nason, James Michael
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1
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ECONIS (ZBW)
69
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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/10002135493
Saved in:
2
Duration dependence in stock prices : an analysis of bull and bear markets
Lunde, Asger
;
Timmermann, Allan
-
2003
Persistent link: https://www.econbiz.de/10001845274
Saved in:
3
Duration dependence in stock prices : an analysis of bull and bear markets
Lunde, Asger
(
contributor
);
Timmermann, Allan
(
contributor
)
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001533118
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
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/10003903011
Saved in:
6
A forecast comparison of volatility models : does anything beat a GARCH (1,1)?
Hansen, Peter Reinhard
;
Lunde, Asger
- In:
Journal of applied econometrics
20
(
2005
)
7
,
pp. 873-889
Persistent link: https://www.econbiz.de/10003243445
Saved in:
7
Choosing the best volatility models : the model confidence set approach
Hansen, Peter Reinhard
;
Lunde, Asger
;
Nason, James Michael
- In:
Oxford bulletin of economics and statistics
65
(
2003
)
suppl
,
pp. 839-861
Persistent link: https://www.econbiz.de/10001860213
Saved in:
8
Choosing the best volatility models : the model confidence set approach
Hansen, Peter Reinhard
;
Lunde, Asger
;
Nason, James Michael
-
2003
Persistent link: https://www.econbiz.de/10001831943
Saved in:
9
A generalized gamma autoregressive conditional duration model
Lunde, Asger
- In:
Econometric modelling of durations between economic events
,
(pp. 31-68)
.
1999
Persistent link: https://www.econbiz.de/10001442379
Saved in:
10
Choosing the best volatility models : the model confidence set approach
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752607
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