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![]() Date: 2015-01-30 05:59:15Mathematical finance Fellows of the Econometric Society Peter Reinhard Hansen Neil Shephard Time series analysis Tim Bollerslev Volatility Autoregressive conditional heteroskedasticity Financial econometrics Economics Statistics Econometrics | Add to Reading List |
![]() | A Markov Chain Estimator of Multivariate Volatility from High Frequency Data Peter Reinhard Hansen, Guillaume Horel, Asger Lunde and Ilya Archakov CREATES Research PaperDocID: 15XB7 - View Document |
![]() | H.1 Articles published in refereed journals OA 1DocID: 15eWq - View Document |
![]() | A Martingale Decomposition of Discrete Markov Chains Peter Reinhard Hansen CREATES Research PaperDepartment of Economics and Business Aarhus UniversityDocID: 15bLr - View Document |
![]() | CURRICULUM VITAE Todd E. Clark ADDRESS: Economic Research Department Federal Reserve Bank of Cleveland P.O. Box 6387 Cleveland, OH 44101DocID: E9HP - View Document |
![]() | Curriculum Vitae of Morten Ørregaard Nielsen September 26, 2014 PERSONAL INFORMATION NameDocID: vUdl - View Document |