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Peter Reinhard Hansen | CBS - Copenhagen Business School
www.cbs.dk
Econ 770 Introduction to Econometric Theory. Students: Stanford: Albert Chun (2006), Joao Azevedo (2007), Guillaume Horel (2007), Wei Wu (2009) ... › research › staff
Ilya Archakov
homepage.univie.ac.at
A Markov Chain Estimator of Multivariate Volatility from High Frequency Data. with Peter Hansen, Guillaume Horel and Asger Lunde. › res...
Guillaume Horel | Department of Statisticsstatistics.stanford.edu › people › guillaume-horel
statistics.stanford.edu
Guillaume Horel. Graduation Year Dissertation Title. Estimating integrated volatility with Markov Chains. Advisor Name. Hansen. Committee Names.Missing: Harlequin" | Must include:Harlequin" Guillaume Horel. Graduation Year Dissertation Title. Estimating integrated volatility with Markov Chains. Advisor Name. Hansen. Committee Names. Missing: Harlequin" | Must include:Harlequin"
All - Search Results - EconBiz
www.econbiz.de
Preliminary program: SESSION I - Peter HANSEN (European University Institute), Guillaume Horel (Stanford University) "Limit Theory for the Long Run Variance ... › Events
Quadratic Variation by Markov Chains - Peter Reinhard Hansen,...
books.google.de
We introduce a novel estimator of the quadratic variation that is based on the theory of Markov chains. The estimator is motivated by some general results...
Quadratic Variation by Markov Chains by Peter Reinhard Hansen,...
papers.ssrn.com
We introduce a novel estimator of the quadratic variation that is based on the theory of Markov chains. The estimator is motivated by some general results conce
Essays in Applied Econometrics of High Frequency Financial ...
cadmus.eui.eu
von I ARCHAKOV · · Zitiert von: 1 — In the final chapter, joint with Peter Hansen, Guillaume Horel and Asger Lunde, we introduce a multivariate estimator of financial volatility that is based ... › handle › Archakov_2016
EconPapers: A Markov Chain Estimator of Multivariate Volatility from...
econpapers.repec.org
By Peter Hansen, Guillaume Horel, Asger Lunde and Ilya Archakov; Abstract: We introduce a multivariate estimator of financial volatility that is based on the ...
The Fascination of Probability, Statistics and their Applications
link.springer.com
von M Podolskij · Zitiert von: 2 — A Markov Chain Estimator of Multivariate Volatility from High Frequency Data. Peter Reinhard Hansen, Guillaume Horel, Asger Lunde, Ilya Archakov. › book
A Markov Chain Estimator of Multivariate Volatility from Purepure.au.dk › portal › persons › publications › export
pure.au.dk
author = "Hansen, {Peter Reinhard} and Guillaume Horel and Asger Lunde and Ilya Archakov",. year = "2015",. month = "4",. day = "28",. language = "English",.
Peter Reinhard Hansen | CBS - Copenhagen Business School
www.cbs.dk
Peter Hansen is the Henry A. Latané Distinguished Professor in Economics at the University of North Carolina, Chapel Hill. He holds a M.Sc in Mathematics and
Program - EasyChair
easychair.org
Peter Hansen, Guillaume Horel and Asger Lunde. Multivariate Volatility Estimation by Markov Chain Methods (abstract). › smart-progr...
Quadratic Variation by Markov Chains - Research - Pure
pure.au.dk
Peter Reinhard Hansen; Guillaume Horel, Merrill Lynch, New York, United States. School of Economics and Management. We introduce a novel estimator of the ... › publications
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