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Ex-post analysis of the TeliaS...
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Toivanen, Otto
234
Lunde, Asger
206
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102
Hansen, Peter Reinhard
96
Barndorff-Nielsen, Ole E.
37
Takalo, Tuomas
37
Shephard, Neil
24
Tanayama, Tanja
24
Stoneman, Paul
20
Timmermann, Allan
20
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18
Steen, Frode
18
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18
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16
Maier, Norbert
15
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14
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12
Akcigit, Ufuk
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8
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8
Lundberg, Sofia
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8
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7
Hansen, Peter
7
Pakkanen, Mikko S.
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6
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5
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12
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10
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9
Journal of econometrics
8
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8
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7
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Econometric modelling of durations between economic events
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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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ECONIS (ZBW)
268
RePEc
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71
The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic volatility model
Jensen, Morten Berg
(
contributor
);
Lunde, Asger
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563855
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72
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
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73
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
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74
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
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75
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
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76
The NIG-S&ARCH model : a fat-tailed, stochastic, and autoregressive conditional heteroskedastic volatility model
Jensen, Morten Berg
;
Lunde, Asger
- In:
The econometrics journal
4
(
2001
)
4
,
pp. 319-342
Persistent link: https://www.econbiz.de/10001651362
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77
Picking funds with confidence
Grønborg, Niels S.
;
Lunde, Asger
;
Timmermann, Allan
; …
- In:
Journal of financial economics
139
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012650222
Saved in:
78
Inference and forecasting for continuous-time integervalued trawl processes and their use in financial economics
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
-
2021
Persistent link: https://www.econbiz.de/10012621491
Saved in:
79
Identifying risk factors and their premia : a study on electricity prices
Wei, Wei
;
Lunde, Asger
-
2020
Persistent link: https://www.econbiz.de/10012606932
Saved in:
80
The model confidence set
Hansen, Peter Reinhard
;
Lunde, Asger
;
Nason, James Michael
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
2
,
pp. 453-497
Persistent link: https://www.econbiz.de/10009124290
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