Browsen in EconStor gesamt nach Autor:innen Lunde, Asger
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Erscheinungsjahr | Titel | Autor:innen |
2003 | Choosing the best volatility models: the model confidence set approach | Hansen, Peter Reinhard; Lunde, Asger; Nason, James M. |
2003 | Testing the significance of calendar effects | Hansen, Peter Reinhard; Lunde, Asger |
2003 | Choosing the best volatility models: The model confidence set approach | Hansen, Peter Reinhard; Lunde, Asger; Nason, James M. |
2003 | Consistent preordering with an estimated criterion function, with an application to the evaluation and comparison of volatility models | Hansen, Peter Reinhard; Lunde, Asger |
2005 | Testing the significance of calendar effects | Hansen, Peter Reinhard; Lunde, Asger; Nason, James M. |
2005 | Model confidence sets for forecasting models | Hansen, Peter Reinhard; Lunde, Asger; Nason, James M. |