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Peter Reinhard Hansen
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#	Item
1	A Markov Chain Estimator of Multivariate Volatility from High Frequency Data Peter Reinhard Hansen, Guillaume Horel, Asger Lunde and Ilya Archakov CREATES Research Paper Add to Reading List Source URL: pure.au.dk Language: English - Date: 2015-04-28 07:51:00 Statistical inference M-estimators Signal processing Markov chain Estimator Maximum likelihood Realized kernel Robust statistics Peter Reinhard Hansen Statistics Estimation theory Statistical theory
2	H.1 Articles published in refereed journals OA 1 Add to Reading List Source URL: creates.au.dk Language: English - Date: 2015-01-30 05:59:15 Mathematical 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
3	A Martingale Decomposition of Discrete Markov Chains Peter Reinhard Hansen CREATES Research PaperDepartment of Economics and Business Aarhus University Add to Reading List Source URL: pure.au.dk Language: English - Date: 2015-04-28 07:38:00 Stochastic processes Markov processes Markov models Markov chain Martingale Quadratic variation Central limit theorem Statistics Probability theory Martingale theory
4	CURRICULUM VITAE Todd E. Clark ADDRESS: Economic Research Department Federal Reserve Bank of Cleveland P.O. Box 6387 Cleveland, OH 44101 Add to Reading List Source URL: clevelandfed.org Language: English - Date: 2014-01-29 13:52:00 Economic statistics Economic forecasting Macroeconomic model Federal Reserve System Review of Economics and Statistics Forecasting Peter Reinhard Hansen Prakash Loungani Statistics Economics Econometrics
5	Curriculum Vitae of Morten Ørregaard Nielsen September 26, 2014 PERSONAL INFORMATION Name Add to Reading List Source URL: www.econ.queensu.ca Language: English - Date: 2014-09-26 11:44:41 Fellows of the Econometric Society Søren Johansen OxMetrics Peter C. B. Phillips Cointegration Financial econometrics Peter Reinhard Hansen Neil Shephard Statistics Economics Econometrics
6	CURRICULUM VITAE Todd E. Clark ADDRESS: Economic Research Department Federal Reserve Bank of Cleveland P.O. Box 6387 Cleveland, OH 44101 Add to Reading List Source URL: www.clevelandfed.org Language: English - Date: 2014-01-29 13:52:00 Economic statistics Economic forecasting Macroeconomic model Federal Reserve System Review of Economics and Statistics Forecasting Peter Reinhard Hansen Prakash Loungani Statistics Economics Econometrics
7	NBER-NSF time series conference Add to Reading List Source URL: mit.econ.au.dk Language: English - Date: 2008-09-08 09:47:54 Mathematical finance Economics Econometrician Neil Shephard Ole Barndorff-Nielsen Aarhus University Peter Reinhard Hansen Tim Bollerslev Robert F. Engle Statistics Fellows of the Econometric Society Science
8	JONATHAN H. WRIGHT Department of Economics, Johns Hopkins University, 3400 N. Charles St., Baltimore MD[removed][removed]removed] Add to Reading List Source URL: krieger2.jhu.edu Language: English - Date: 2013-10-15 16:04:34 Academia Eric Ghysels Fellows of the Econometric Society Journal of Business & Economic Statistics Economic statistics Peter Reinhard Hansen Peter Howells Economics Statistics Econometrics
9	The Society for Financial Econometrics First European Conference Geneva, Switzerland ♦ June 10-12, 2009 Sponsored by NCCR FinRisk Add to Reading List Source URL: sofie.stern.nyu.edu Language: English - Date: 2009-11-04 09:13:35 Finance Robert F. Engle Autoregressive conditional heteroskedasticity Volatility Eric Ghysels Peter Reinhard Hansen VIX Quantitative analyst Beta Mathematical finance Economics Statistics
10	PDF Document Add to Reading List Source URL: econ.duke.edu Language: English Econometrics Eric Ghysels Robert F. Engle Neil Shephard Volatility Tim Bollerslev Autoregressive conditional heteroskedasticity Andrew Lo Peter Reinhard Hansen Economics Fellows of the Econometric Society Statistics