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The Hazards of Mutual Fund Und...
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61
Modeling and forecasting the volatility of energy forward returns : evidence from the Nordic power exchange
Lunde, Asger
;
Olesen, Kasper V.
-
2013
Persistent link: https://www.econbiz.de/10009751838
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62
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
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63
Analyzing oil futures with a dynamic Nelson-Siegel Model
Hansen, Niels S.
;
Lunde, Asger
-
2013
Persistent link: https://www.econbiz.de/10010195637
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64
And now, the rest of the news : volatility and firm specific news arrival
Engle, Robert F.
;
Hansen, Martin Klint
;
Lunde, Asger
-
2012
Persistent link: https://www.econbiz.de/10009785771
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65
Positive semidefinite integrated covariance estimation, factorizations and asynchronicity
Boudt, Kris
;
Laurent, Sébastien
;
Lunde, Asger
; …
-
2014
Persistent link: https://www.econbiz.de/10010250616
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66
Estimating the persistence and the autocorrelation function of a time series that is measured with error
Hansen, Peter Reinhard
;
Lunde, Asger
- In:
Econometric theory
30
(
2014
)
1
,
pp. 60-93
Persistent link: https://www.econbiz.de/10010399787
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67
Factor structure in commodity futures return and volatility
Christoffersen, Peter F.
;
Lunde, Asger
;
Olesen, Kasper V.
-
2014
Persistent link: https://www.econbiz.de/10010406918
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68
Realized beta GARCH : a multivariate GARCH model with realized measures of volatility
Hansen, Peter Reinhard
;
Lunde, Asger
;
Voev, Valeri
- In:
Journal of applied econometrics
29
(
2014
)
5
,
pp. 774-799
Persistent link: https://www.econbiz.de/10010414850
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69
Multivariate realised kernels : consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
- In:
Journal of econometrics
162
(
2011
)
2
,
pp. 149-169
Persistent link: https://www.econbiz.de/10009270667
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Realized beta GARCH : a multivariate GARCH model with realized measures of volatility and covolatility
Hansen, Peter Reinhard
;
Lunde, Asger
;
Voev, Valeri
-
2012
Persistent link: https://www.econbiz.de/10009682612
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