A Dynamic Model of Vaccine Compliance : How Fake News Undermined the Danish HPV Vaccine Program. / Hansen, Peter Reinhard; Schmidtblaicher, Matthias.
In: Journal of Business and Economic Statistics, 2019.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Realized Wishart-GARCH : A Score-driven Multi-Asset Volatility Model. / Gorgi, P; Hansen, Peter Reinhard; Janus, P; Koopman, S J.
In: Journal of Financial Econometrics, Vol. 17, No. 1, 2019, p. 1-32.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Option Pricing with the Realized GARCH Model : An Analytical Approximation Approach. / Huang, Zhuo; Wang, Tianyi; Hansen, Peter Reinhard.
In: Journal of Futures Markets, Vol. 37, No. 4, 01.04.2017, p. 328-358.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
A Markov Chain Estimator of Multivariate Volatility from High Frequency Data. / Hansen, Peter Reinhard; Horel, Guillaume; Lunde, Asger; Archakov, Ilya.
The Fascination of Probability, Statistics and their Applications: In Honour of Ole E. Barndorff-Nielsen. ed. / Mark Podolskij; Robert Stelzer; Steen Thorbjørnsen; D. Almut E. Veraart. Cham : Springer, 2016. p. 361-394.Research output: Contribution to book/anthology/report/proceeding › Book chapter › Research › peer-review
Exponential GARCH Modeling With Realized Measures of Volatility. / Hansen, Peter Reinhard; Huang, Zhuo.
In: Journal of Business and Economic Statistics, Vol. 34, No. 2, 2016, p. 269-287.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
A Markov Chain Estimator of Multivariate Volatility from High Frequency Data. / Hansen, Peter Reinhard; Horel, Guillaume; Lunde, Asger; Archakov, Ilya.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2015.Research output: Working paper › Research
Comment. / Hansen, Peter Reinhard; Timmermann, Allan.
In: Journal of Business and Economic Statistics, Vol. 33, No. 1, 2015, p. 17-21.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Comment/debate › Research › peer-review
Estimating the Persistence and the Autocorrelation Function of a Time Series that is Measured with Error. / Hansen, Peter Reinhard; Lunde, Asger.
In: Econometric Theory, Vol. 30, No. 1, 2014, p. 60-93.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Realized Beta GARCH : A Multivariate GARCH Model with Realized Measures of Volatility and CoVolatility. / Hansen, Peter Reinhard; Lunde, Asger; Voev, Valeri Radkov.
In: Journal of Applied Econometrics, Vol. 29, 2014, p. 774-799.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Cardiovascular Risk Factors in Children and Adolescents with Psoriasis : A Case-control Study. / Jensen, Peter; Zachariae, Claus; Iversen, Lars; Hansen, Peter Riis; Skov, Lone.
In: Acta Dermatovenereologica, 27.05.2013.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Choice of Sample Split in Out-of-Sample Forecast Evaluation. / Hansen, Peter Reinhard; Timmermann, Allan.
Aarhus : CREATES, Institut for Økonomi, Aarhus Universitet, 2012.Research output: Working paper › Research
Equivalence Between Out-of-Sample Forecast Comparisons and Wald. / Hansen, Peter Reinhard; Timmermann, Allan.
Aarhus : CREATES, Institut for Økonomi, Aarhus Universitet, 2012.Research output: Working paper › Research
Exponential GARCH Modeling with Realized Measures of Volatility. / Hansen, Peter Reinhard; Huang, Zhuo.
Aarhus : CREATES, Institut for Økonomi, Aarhus Universitet, 2012.Research output: Working paper › Research
Realized GARCH: a joint model for returns and realized measures of volatility. / Hansen, Peter Reinhard; Huang, Zhuo; Shek, Howard Howan.
In: Journal of Applied Econometrics, Vol. 27, No. 6, 2012, p. 877-906.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Multivariate realised kernels : consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading. / Barndorff-Nielsen, Ole Eiler; Hansen, Peter Reinhard; Lunde, Asger; Shephard, Neil.
In: Journal of Econometrics, Vol. 162, No. 2, 2011, p. 149-169.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Subsampling Realised Kernels. / Barndorff-Nielsen, Ole Eiler; Hansen, Peter Reinhard; Lunde, Asger; Shephard, Neil.
In: Journal of Econometrics, Vol. 160, No. 1, 2011, p. 204-219.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
The Model Confidence Set. / Hansen, Peter Reinhard; Lunde, Asger; Nason, James M.
In: Econometrica, Vol. 79, No. 2, 2011, p. 453-497.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Estimating the Persistence and the Autocorrelation Function of a Time Series that is Measured with Error. / Hansen, Peter Reinhard; Lunde, Asger.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2010.Research output: Working paper › Research
Realized Beta GARCH: A Multivariate GARCH Model with Realized Measures of Volatility and CoVolatility. / Hansen, Peter Reinhard; Lunde, Asger; Voev, Valeri.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2010.Research output: Working paper › Research
Realized GARCH: A Complete Model of Returns and Realized Measures of Volatility. / Hansen, Peter Reinhard; Huang, Zhuo (Albert); Shek, Howard Howan.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2010.Research output: Working paper › Research
The Model Confidence Set. / Hansen, Peter Reinhard; Lunde, Asger; Nason, James M.
Aarhus : CREATES, Institut for Økonomi, Aarhus Universitet, 2010.Research output: Working paper › Research
Quadratic Variation by Markov Chains. / Hansen, Peter Reinhard; Horel, Guillaume.
Aarhus : Institut for Økonomi, Århus Universitet, 2009.Research output: Working paper › Research
Moving average-based Estimators of Integrated Variance. / Hansen, Peter Reinhard; Large, Jeremy; Lunde, Asger.
In: Econometric Reviews, Vol. 27, No. 1-3, 2008, p. 79-111.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Multivariate realised kernels : consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading. / Barndorff-Nielsen, Ole; Hansen, Peter Reinhard; Lunde, Asger; Shephard, Neil.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2008.Research output: Working paper › Research
Reduced-Rank Regression: A Useful Determinant Identity. / Hansen, Peter Reinhard.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2008.Research output: Working paper › Research
The Greenspan Years: An Analysis of the Magnitude and speed of the Equity Market Response to FOMC Announcements. / Zebedee, Allan; Bentzen, Eric; Hansen, Peter Reinhard; Lunde, Asger.
In: Financial Markets and Portfolio Management, Vol. 22, No. 1, 2008, p. 3-20.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review