Label
Hansen, Peter Reinhard
Name
Hansen, Peter Reinhard
Actions
Incoming Resources
- Realized beta GARCH, multivariate GARCH model with realized measures of volatility and covolatility, Hansen, Peter Reinhard; Lunde, Asger; Voev, Valeri
- Exponential GARCH modeling with realized measures of volatility, Peter Reinhard Hansen, Zhuo Huang
- The Johansen-Granger representation theorem, an explicit expression for I(1) processes
- Choice of sample split in out-of-sample forecast evaluation, Peter Reinhard Hansen, Allan Timmermann
- Workbook on cointegration, Peter Reinhard Hansen, Søren Johansen
- Equivalence between out-of-sample forecast, comparisons and Wald statistics, Peter Reinhard Hansen, Allan Timmermann