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Consistent Ranking of Volatili...
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Theorie
32
Theory
32
Volatility
19
Volatilität
19
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13
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13
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13
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13
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12
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12
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12
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12
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8
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8
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7
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7
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5
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5
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5
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4
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4
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4
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4
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4
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4
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3
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3
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63
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Arbeitspapier
Working Paper
74
Graue Literatur
60
Non-commercial literature
60
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53
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53
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5
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63
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Lunde, Asger
45
Hansen, Peter Reinhard
42
Timmermann, Allan
11
Shephard, Neil G.
10
Barndorff-Nielsen, Ole E.
9
Bennedsen, Mikkel
5
Nason, James Michael
4
Pakkanen, Mikko S.
4
Blake, David
3
Floor Brix, Anne
2
Grønborg, Niels S.
2
Horel, Guillaume
2
Huang, Zhuo
2
Olesen, Kasper V.
2
Voev, Valeri
2
Wei, Wei
2
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2
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1
Boudt, Kris
1
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1
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1
Engle, Robert F.
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
Koopman, Siem Jan
1
Laurent, Sébastien
1
Quaedvlieg, Rogier
1
Shek, Howard Howan
1
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10
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5
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6
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3
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ECONIS (ZBW)
63
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1
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:
2
Consistent preordering with an estimated criterion function, with an application to the evaluation and comparison of volatility models
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752573
Saved in:
3
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752590
Saved in:
4
Choosing the best volatility models : the model confidence set approach
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752607
Saved in:
5
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
Saved in:
6
Consistent preordering with an estimated criterion function, with an application to evaluation and comparison of volatility models
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732980
Saved in:
7
A comparison of volatility models : does anything beat a GARCH(1,1)?
Hansen, Peter Reinhard
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563856
Saved in:
8
A forecast comparison of volatility models : does anything beat a GARCH (1,1)?
Hansen, Peter Reinhard
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001566773
Saved in:
9
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:
10
Regular and modified kernel-based estimator of integrated variance : the case with independent noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2004
Persistent link: https://www.econbiz.de/10002704173
Saved in:
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