Peter Reinhard Hansen
- A Test for Superior Predictive Ability
2005/09/24 by Peter Reinhard Hansen · 8 citations
Decision Sciences · Economics, Econometrics and Finance · #Financial Risk and Volatility Modeling #Forecasting Techniques and Applications #Monetary Policy and Economic Impact
- Robust Estimation of Realized Correlation: New Insight about Intraday Fluctuations in Market Betas
2023/10/30 by Peter Reinhard Hansen, Hansen, Peter Reinhard, Yiyao Luo +1 · 1 citation
Economics, Econometrics and Finance · #Applications (stat.AP) #Complex Systems and Time Series Analysis #Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #Financial Markets and Investment Strategies #Financial Risk and Volatility Modeling #Statistical Finance (q-fin.ST)