Articoli pubblicati da:
HANSEN, Peter ReinhardRisultato 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