Peter Hansen
University of North Carolina at Chapel Hill
H-index: 33
North America-United States
Top articles of Peter Hansen
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Convolution-t Distributions | arXiv preprint arXiv:2404.00864 | Peter Reinhard Hansen Chen Tong | 2024/4/1 |
Realized GARCH, CBOE VIX, and the volatility risk premium | Journal of Financial Econometrics | Peter Reinhard Hansen Zhuo Huang Chen Tong Tianyi Wang | 2022/9/22 |
Periodicity in cryptocurrency volatility and liquidity | Journal of Financial Econometrics | Peter Reinhard Hansen Chan Kim Wade Kimbrough | 2022/10/12 |
Characterizing correlation matrices that admit a clustered factor representation | Economics Letters | Chen Tong Peter Reinhard Hansen | 2023/12/1 |
Robust Estimation of Realized Correlation: New Insight about Intraday Fluctuations in Market Betas | arXiv preprint arXiv:2310.19992 | Peter Reinhard Hansen Yiyao Luo | 2023/10/30 |
A new method for generating random correlation matrices | The Econometrics Journal | Ilya Archakov Peter Reinhard Hansen Yiyao Luo | 2023/12/21 |
Option pricing with state‐dependent pricing kernel | Journal of Futures Markets | Chen Tong Peter Reinhard Hansen Zhuo Huang | 2022/8 |
Option pricing with time-varying volatility risk aversion | arXiv preprint arXiv:2204.06943 | Peter Reinhard Hansen Chen Tong | 2022/4/14 |
A canonical representation of block matrices with applications to covariance and correlation matrices | Review of Economics and Statistics | Ilya Archakov Peter Reinhard Hansen | 2022/11/15 |
How should parameter estimation be tailored to the objective? | Journal of Econometrics | Peter Reinhard Hansen Elena-Ivona Dumitrescu | 2022/10/1 |
Relative contagiousness of emerging virus variants: An analysis of the Alpha, Delta, and Omicron SARS-CoV-2 variants | The Econometrics Journal | Peter Reinhard Hansen | 2022/9 |
A new parametrization of correlation matrices | Econometrica | Ilya Archakov Peter Reinhard Hansen | 2021/7 |
A dynamic model of vaccine compliance: how fake news undermined the Danish HPV vaccine program | Journal of business & economic statistics | Peter Reinhard Hansen Matthias Schmidtblaicher | 2021/1/2 |
Do not pause vaccinating | Peter Reinhard HANSEN David K LEVINE | 2021 | |
A multivariate realized GARCH model | arXiv preprint arXiv:2012.02708 | Ilya Archakov Peter Reinhard Hansen Asger Lunde | 2020/12/4 |
The contagious nature of a vaccine scare: How the introduction of HPV vaccination lifted and eroded MMR vaccination in Denmark | Vaccine | Mette Gørtz Noel T Brewer Peter Reinhard Hansen Mette Ejrnæs | 2020/6/9 |
Web-appendix for: A New Parametrization of Correlation Matrices | I Archakov PR Hansen | 2020/6/3 | |
Resilience of HPV vaccine uptake in Denmark: decline and recovery | Vaccine | Peter R Hansen Matthias Schmidtblaicher Noel T Brewer | 2020/2/11 |
Co-Authors
