Associazione ESSPER
periodici italiani di economia, scienze sociali e storia
periodici italiani di economia, scienze sociali e storia
Articoli pubblicati da: HANSEN, Peter Reinhard
Risultato della ricerca: (4 titoli )
Risultato della ricerca: (4 titoli )
| Choice of Sample Split in Out-of-Sample Forecast Evaluation |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 2012
| Equivalence Between Out-of-Sample Forecast: Comparisons and Wald statistics |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 2012
| Exponential GARCH Modeling with Realized Measures of Volatility |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 2012
| Realized Beta GARCH: A Multivariate GARCH model with realized measures of volatility and covolatility |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 2012