Hansen, Peter Reinhard

1. A New Parametrization of Correlation Matrices
   2020/12/04 by Archakov, Ilya, Hansen, Peter Reinhard · 7 citations
   #Computation (stat.CO) #Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #Methodology (stat.ME) #Statistical Finance (q-fin.ST)
2. A Canonical Representation of Block Matrices with Applications to Covariance and Correlation Matrices
   2020/12/04 by Archakov, Ilya, Hansen, Peter Reinhard · 2 citations
   #Computational Finance (q-fin.CP) #Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #Methodology (stat.ME)
3. Robust Estimation of Realized Correlation: New Insight about Intraday Fluctuations in Market Betas
   2023/10/30 by Peter Reinhard Hansen, Yiyao Luo, Hansen, Peter Reinhard +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)