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P

Peter Reinhard Hansen

University of North Carolina

39H指数
172论文数
1.2W被引数
收录论文 19
发表时间
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Dynamic Factor Correlations动态因子相关性
errJournal of Applied Econometrics
IF3.1
err2026-08-01
err0
PREAI
errTong, Chen; Hansen, Peter Reinhard
err分享
err收藏
Option Pricing with Time-Varying Volatility Risk Aversion时变波动率下的期权定价与风险厌恶
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2025-09-01
err0
PREAI
errHansen, Peter Reinhard; Tong, Chen
err分享
err收藏
Cluster GARCH聚类GARCH
errJournal of Business & Economic Statistics
IF2.5
err2025-07-17
err0
PREAI
errChen Tong; Peter Reinhard Hansen; Ilya Archakov
err分享
err收藏
A multivariate realized GARCH model多元已实现GARCH模型
errJournal of Econometrics
IF4
err2025-05-31
err0
PREAI
errIlya Archakov; Peter Reinhard Hansen; Asger Lunde
err分享
err收藏
A Canonical Representation of Block Matrices with Applications to Covariance and Correlation Matrices
errREVIEW OF ECONOMICS AND STATISTICS
IF6.8
err2024-07-08
err0
errOAAI
errArchakov, Ilya; Hansen, Peter Reinhard
err分享
err收藏
A new method for generating random correlation matrices
errECONOMETRICS JOURNAL
IF7
err2023-12-21
err2
errOAAI
errArchakov, Ilya; Hansen, Peter Reinhard; Luo, Yiyao
err分享
err收藏
How should parameter estimation be tailored to the objective?
errJOURNAL OF ECONOMETRICS
IF4
err2022-10-01
err5
PREAI
errHansen, Peter Reinhard; Dumitrescu, Elena-Ivona
err分享
err收藏
Relative contagiousness of emerging virus variants: An analysis of the Alpha, Delta, and Omicron SARS-CoV-2 variants新兴病毒变体的相对传染性: 对Alpha，Delta和Omicron SARS-CoV-2变体的分析
errECONOMETRICS JOURNAL
IF7
err2022-03-24
err93
errOAAI
errHansen, Peter Reinhard
err分享
err收藏
A New Parametrization of Correlation Matrices
errECONOMETRICA
IF7.1
err2021-01-01
err28
errOAAI
errArchakov, Ilya; Hansen, Peter Reinhard
err分享
err收藏
EQUIVALENCE BETWEEN OUT-OF-SAMPLE FORECAST COMPARISONS AND WALD STATISTICS样本外预测比较与WALD统计数据之间的等价性
errECONOMETRICA
IF7.1
err2015-01-01
err32
errOAAI
errHansen, Peter Reinhard; Timmermann, Allan
err分享
err收藏
Highly Functionalized Biaryls via Suzuki-Miyaura Cross-Coupling Catalyzed by Pd@MOF under Batch and Continuous Flow Regimes
errCHEMSUSCHEM
IF6.6
err2014-11-24
err95
errOAAI
errPascanu, Vlad; Hansen, Peter R.; Gomez, Antonio Bermejo; Ayats, Carles; Platero-Prats, Ana E.; Johansson, Magnus J.; Pericas, Miquel A.; Martin-Matute, Belen
err分享
err收藏
Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
errJOURNAL OF ECONOMETRICS
IF4
err2011-06-01
err323
errOAAI
errBarndorff-Nielsen, Ole E.; Hansen, Peter Reinhard; Lunde, Asger; Shephard, Neil
err分享
err收藏
Subsampling realised kernels
errJOURNAL OF ECONOMETRICS
IF4
err2011-01-01
err48
errOAAI
errBarndorff-Nielsen, Ole E.; Hansen, Peter Reinhard; Lunde, Asger; Shephard, Neil
err分享
err收藏
Realized kernels in practice: trades and quotes
errECONOMETRICS JOURNAL
IF7
err2009-11-24
err382
errOAAI
errBarndorff-Nielsen, O. E.; Hansen, P. Reinhard; Lunde, A.; Shephard, N.
err分享
err收藏
Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise
errECONOMETRICA
IF7.1
err2008-01-01
err826
PREAI
errBarndorff-Nielsen, Ole E.; Hansen, Peter Reinhard; Lunde, Asger; Shephard, Neil
err分享
err收藏
Consistent ranking of volatility models
errJOURNAL OF ECONOMETRICS
IF4
err2006-03-01
err226
PREAI
errHansen, PR; Lunde, A
err分享
err收藏
Granger's representation theorem:: A closed-form expression for I(1) processes
errECONOMETRICS JOURNAL
IF7
err2005-03-08
err31
PREAI
errHansen, PR
err分享
err收藏
Structural changes in the cointegrated vector autoregressive model协整向量自回归模型的结构变化
errJOURNAL OF ECONOMETRICS
IF4
err2003-06-01
err90
errOAAI
errHansen, PR
err分享
err收藏
The World Wide Web leads a revolution in ATE programming environments
errIEEE AEROSPACE AND ELECTRONIC SYSTEMS MAGAZINE
IF3.8
err1998-06-01
err0
PREAI
errHansen, P
err分享
err收藏

研究方向

暂无研究方向
合作学者
合作期刊
O
Ole E. Barndorff–Nielsen
H 指数: 78 · 论文数: 465
A
Allan Timmermann
H 指数: 75 · 论文数: 334
N
Neil Shephard
H 指数: 69 · 论文数: 272
M
Miquel À. Pericàs
H 指数: 65 · 论文数: 666
B
Belén Martı́n-Matute
H 指数: 47 · 论文数: 221
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