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Realized Variance and Market Microstructure NoiseHansen, Peter R; Lunde, Asger · 2006
Realized Variance and Market Microstructure NoiseHansen, Peter Reinhard; Lunde, Asger · SSRN Electronic Journal · 2005
Realized Variance and Market Microstructure NoisePeter R. Hansen and Asger Lunde · Journal of Business & Economic Statistics · 2006
[Realized Variance and Market Microstructure Noise]: CommentFrancis X. Diebold · Journal of Business & Economic Statistics · 2006
[Realized Variance and Market Microstructure Noise]: CommentRoel C. A. Oomen · Journal of Business & Economic Statistics · 2006
[Realized Variance and Market Microstructure Noise]: CommentEric Ghysels and Arthur Sinko · Journal of Business & Economic Statistics · 2006
[Realized Variance and Market Microstructure Noise]: CommentRené Garcia and Nour Meddahi · Journal of Business & Economic Statistics · 2006
[Realized Variance and Market Microstructure Noise]: RejoinderPeter R. Hansen and Asger Lunde · Journal of Business & Economic Statistics · 2006
Production Frontiers and Panel DataPeter Schmidt and Robin C. Sickles · Journal of Business & Economic Statistics · 1984
A Test for Superior Predictive AbilityPeter Reinhard Hansen · Journal of Business & Economic Statistics · 2005
CAViaREngle, Robert F; Manganelli, Simone · Journal of Business & Economic Statistics · 2004
Calculating Interval ForecastsChatfield, Chris · Journal of Business & Economic Statistics · 1993
All Forecasters Are EqualBatchelor, R. A. · Journal of Business & Economic Statistics · 1990
A Test for Superior Predictive AbilityHansen, Peter Reinhard · Journal of Business & Economic Statistics · 2005
Business Cycle AsymmetriesClements, Michael P; Krolzig, Hans-Martin · Journal of Business & Economic Statistics · 2003
Dynamic Conditional CorrelationEngle, Robert · Journal of Business & Economic Statistics · 2002