Peter Reinhard Hansen

Available identifiers

zbMath Open hansen.peter-reinhardWikidataQ7176564 ScholiaQ7176564MaRDI QIDQ292005

List of research outcomes

Publication	Date of Publication	Type
Comment	2025-01-20	Paper
Exponential GARCH Modeling With Realized Measures of Volatility	2025-01-20	Paper
A Dynamic Model of Vaccine Compliance: How Fake News Undermined the Danish HPV Vaccine Program	2024-10-11	Paper
Characterizing correlation matrices that admit a clustered factor representation	2024-03-20	Paper
Relative contagiousness of emerging virus variants: An analysis of the Alpha, Delta, and Omicron SARS-CoV-2 variants	2022-12-06	Paper
How should parameter estimation be tailored to the objective?	2022-09-14	Paper
A New Parametrization of Correlation Matrices	2022-01-06	Paper
Equivalence Between Out-of-Sample Forecast Comparisons and Wald Statistics	2019-01-30	Paper
A martingale decomposition of discrete Markov chains	2017-06-09	Paper
A Markov Chain Estimator of Multivariate Volatility from High Frequency Data	2017-01-16	Paper
Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading	2016-08-12	Paper
Subsampling realised kernels	2016-08-10	Paper
Consistent ranking of volatility models	2016-06-10	Paper
ESTIMATING THE PERSISTENCE AND THE AUTOCORRELATION FUNCTION OF A TIME SERIES THAT IS MEASURED WITH ERROR	2014-06-20	Paper
The Model Confidence Set	2011-04-27	Paper
The Model Confidence Set	2011-01-01	Paper
Realized kernels in practice: trades and quotes	2009-12-22	Paper
Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise	2008-12-15	Paper
Moving Average-Based Estimators of Integrated Variance	2008-11-19	Paper
Reduced-rank regression: a useful determinant identity	2008-06-11	Paper
Granger's representation theorem: A closed‐form expression for I(1) processes	2005-11-21	Paper
Structural changes in the cointegrated vector autoregressive model	2003-06-09	Paper

Research outcomes over time

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