The following pages link to Peter Reinhard Hansen (Q292005):
Displaying 21 items.
- The Model Confidence Set (Q153516) (← links)
- Consistent ranking of volatility models (Q292007) (← links)
- A martingale decomposition of discrete Markov chains (Q529765) (← links)
- Subsampling realised kernels (Q737277) (← links)
- Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading (Q737896) (← links)
- Reduced-rank regression: a useful determinant identity (Q928904) (← links)
- Structural changes in the cointegrated vector autoregressive model (Q1810669) (← links)
- How should parameter estimation be tailored to the objective? (Q2172021) (← links)
- A Markov Chain Estimator of Multivariate Volatility from High Frequency Data (Q2956061) (← links)
- Moving Average-Based Estimators of Integrated Variance (Q3539864) (← links)
- Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise (Q3548513) (← links)
- Realized kernels in practice: trades and quotes (Q3653354) (← links)
- Equivalence Between Out-of-Sample Forecast Comparisons and Wald Statistics (Q4614327) (← links)
- ESTIMATING THE PERSISTENCE AND THE AUTOCORRELATION FUNCTION OF A TIME SERIES THAT IS MEASURED WITH ERROR (Q4979934) (← links)
- A New Parametrization of Correlation Matrices (Q5020500) (← links)
- Relative contagiousness of emerging virus variants: An analysis of the Alpha, Delta, and Omicron SARS-CoV-2 variants (Q5053136) (← links)
- Granger's representation theorem: A closed‐form expression for I(1) processes (Q5706716) (← links)
- Characterizing correlation matrices that admit a clustered factor representation (Q6198259) (← links)
- A Dynamic Model of Vaccine Compliance: How Fake News Undermined the Danish HPV Vaccine Program (Q6617752) (← links)
- Comment (Q6667002) (← links)
- Exponential GARCH Modeling With Realized Measures of Volatility (Q6667076) (← links)
