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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 Reinhard Lunde, Asger Voev, Valeri

Citation: Hansen, Peter Reinhard et al., Realized beta GARCH: a multivariate GARCH model with realized measures of volatility, Journal of applied econometrics , 29(5), 2014, pp. 774-799

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