Authors: Hansen, Peter R. Large, Jeremy Lunde, Asger

Citation: R. Hansen, Peter et al., Moving average-based estimators of integrated variance, Econometric reviews , 27(1-3), 2008, pp. 79-111

Authors: Hansen, Peter R. Lunde, Asger

Citation: R. Hansen, Peter et Lunde, Asger, A forecast comparison of volatility models: does anything beat a Garch(1,1)?, Journal of applied econometrics , 20(7), 2005, pp. 873-889