Browsing All of EconStor by Author Lunde, Asger
Showing results 1 to 6 of 6
Year of Publication | Title | Author(s) |
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. |