Asger B Hansen: search on Z-Library

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1

A forecast comparison of volatility models: does anything beat a GARCH(1,1)?

Peter R. Hansen, Asger Lunde

Journal:

Journal of Applied Econometrics

Year:

2005

Language:

english

File:

PDF, 213 KB

english, 2005

2

The Model Confidence Set

Peter R. Hansen, Asger Lunde, James M. Nason

Journal:

Year:

2011

Language:

english

File:

PDF, 595 KB

english, 2011

3

Realized Variance and Market Microstructure Noise

Hansen, Peter R, Lunde, Asger

Journal:

Journal of Business and Economic Statistics

Year:

2006

Language:

english

File:

PDF, 1.33 MB

english, 2006

4

A Forecast Comparison of Volatility Models: Does Anything Beat a Garch(1,1)?

Peter R. Hansen and Asger Lunde

Journal:

Journal of Applied Econometrics

Year:

2005

Language:

english

File:

PDF, 2.06 MB

english, 2005

5

REALIZED BETA GARCH: A MULTIVARIATE GARCH MODEL WITH REALIZED MEASURES OF VOLATILITY

Hansen, Peter Reinhard, Lunde, Asger, Voev, Valeri

Journal:

Journal of Applied Econometrics

Year:

2014

Language:

english

File:

PDF, 964 KB

english, 2014

6

Three-dimensional kinematics of shoulder function in stroke patients: Inter- and intra-rater reliability

Hansen, Gunhild M., Kersting, Uwe G., Pedersen, Asger R., Svendsen, Susanne W., Nielsen, Jørgen F.

Journal:

Journal of Electromyography and Kinesiology

Year:

2019

Language:

english

File:

PDF, 976 KB

english, 2019

7

Consistent ranking of volatility models

Peter Reinhard Hansen, Asger Lunde

Journal:

Journal of Econometrics

Year:

2006

Language:

english

File:

PDF, 334 KB

english, 2006

8

The Greenspan years: an analysis of the magnitude and speed of the equity market response to FOMC announcements

Allan A. Zebedee, Eric Bentzen, Peter R. Hansen, Asger Lunde

Journal:

Financial Markets and Portfolio Management

Year:

2008

Language:

english

File:

PDF, 479 KB

english, 2008

9

Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise

Ole E. Barndorff-Nielsen, Peter Reinhard Hansen, Asger Lunde, Neil Shephard

Journal:

Year:

2008

Language:

english

File:

PDF, 673 KB

english, 2008

10

Breed-specific variation of hematologic and biochemical analytes in healthy adult Bernese Mountain dogs

Lise Nielsen, Mads Kjelgaard-Hansen, Asger Lundorff Jensen, Annemarie T. Kristensen

Journal:

Veterinary Clinical Pathology

Year:

2010

Language:

english

File:

PDF, 164 KB

english, 2010

11

Integrated Methodology for Forensic Oil Spill Identification

Christensen, Jan H., Hansen, Asger B., Tomasi, Giorgio, Mortensen, John, Andersen, Ole

Journal:

Environmental Science & Technology

Year:

2004

Language:

english

File:

PDF, 235 KB

english, 2004

12

Realized Variance and Market Microstructure Noise

Peter R. Hansen and Asger Lunde

Journal:

Journal of Business and Economic Statistics

Year:

2006

Language:

english

File:

PDF, 5.41 MB

english, 2006

13

Experimental and theoretical analysis of a rigid rotor supported by air foil bearings

Larsen, Jon S., Hansen, Asger J. T., Santos, Ilmar F.

Journal:

Mechanics & Industry

Year:

2015

Language:

english

File:

PDF, 1.53 MB

english, 2015

14

NUMERICAL SIMULATION OF THE RAINFALL-RUNOFF PROCESS ON A DAILY BASIS

NIELSEN, STEEN ASGER, HANSEN, EGGERT

Journal:

Hydrology Research

Year:

1973

Language:

english

File:

PDF, 418 KB

english, 1973

15

Multivariate statistical methods for evaluating biodegradation of mineral oil

Jan H. Christensen, Asger B. Hansen, Ulrich Karlson, John Mortensen, Ole Andersen

Journal:

Journal of Chromatography A

Year:

2005

Language:

english

File:

PDF, 343 KB

english, 2005

16

Subsampling realised kernels

Ole E. Barndorff-Nielsen, Peter Reinhard Hansen, Asger Lunde, Neil Shephard

Journal:

Journal of Econometrics

Year:

2011

Language:

english

File:

PDF, 533 KB

english, 2011

17

Choosing the Best Volatility Models: The Model Confidence Set Approach

Peter Reinhard Hansen, Asger Lunde, James M. Nason

Journal:

Oxford Bulletin of Economics and Statistics

Year:

2003

Language:

english

File:

PDF, 190 KB

english, 2003

18

Identification of Heteroaromatic and other Organic Compounds in Ground Water at Creosote-Contaminated Sites in Denmark

Sys Stybe Johansen, Asger B. Hansen, Hans Mosbœk, Erik Arvin

Journal:

Groundwater Monitoring & Remediation

Year:

1997

File:

PDF, 1.12 MB

1997

19

Wax precipitation from North Sea crude oils: 1. Crystallization and dissolution temperatures, and Newtonian and non-Newtonian flow properties

Roenningsen, Hans Petter, Bjoerndal, Brit, Baltzer Hansen, Asger, Batsberg Pedersen, Walther

Journal:

Year:

1991

Language:

english

File:

PDF, 2.41 MB

english, 1991

20

Wax precipitation from North Sea crude oils. 2. Solid-phase content as function of temperature determined by pulsed NMR

Batsberg Pedersen, Walther, Baltzer Hansen, Asger, Larsen, Elfinn, Nielsen, Anne B., Roenningsen, Hans Petter

Journal:

Year:

1991

Language:

english

File:

PDF, 636 KB

english, 1991

21

Wax precipitation from North Sea crude oils. 3. Precipitation and dissolution of wax studied by differential scanning calorimetry

Baltzer Hansen, Asger, Larsen, Elfinn, Batsberg Pedersen, Walther, Nielsen, Anne B., Roenningsen, Hans Petter

Journal:

Year:

1991

Language:

english

File:

PDF, 1.20 MB

english, 1991

22

Enhanced Light–Matter Interactions in Graphene-Covered Gold Nanovoid Arrays

Zhu, Xiaolong, Shi, Lei, Schmidt, Michael S., Boisen, Anja, Hansen, Ole, Zi, Jian, Xiao, Sanshui, Mortensen, N. Asger

Journal:

Year:

2013

Language:

english

File:

PDF, 3.75 MB

english, 2013

23

Canine serum C-reactive protein as a quantitative marker of the inflammatory stimulus of aseptic elective soft tissue surgery

Kjelgaard-Hansen, Mads, Strom, Henriette, Mikkelsen, Lars F., Eriksen, Thomas, Jensen, Asger L., Luntang-Jensen, Michael

Journal:

Veterinary Clinical Pathology

Year:

2013

Language:

english

File:

PDF, 71 KB

english, 2013

24

[Realized Variance and Market Microstructure Noise]: Rejoinder

Peter R. Hansen and Asger Lunde

Journal:

Journal of Business and Economic Statistics

Year:

2006

Language:

english

File:

PDF, 1.67 MB

english, 2006

25

Pixel-Based Analysis of Comprehensive Two-Dimensional Gas Chromatograms (Color Plots) of Petroleum: A Tutorial

Furbo, Søren, Hansen, Asger B., Skov, Thomas, Christensen, Jan H.

Journal:

Analytical Chemistry

Year:

2014

Language:

english

File:

PDF, 2.74 MB

english, 2014

26

Wax precipitation from North Sea crude oils: 1. Crystallization and dissolution temperatures, and Newtonian and non-Newtonian flow properties. [Erratum to document cited in CA115(22):235975d]

Roenningsen, Hans Petter, Bjoerndal, Brit, Baltzer Hansen, Asger, Batsberg Pedersen, Walther

Journal:

Year:

1992

Language:

english

File:

PDF, 56 KB

english, 1992

27

Rejoinder

Hansen, Peter R, Lunde, Asger

Journal:

Journal of Business and Economic Statistics

Year:

2006

Language:

english

File:

PDF, 482 KB

english, 2006

28

The Danish Randomized Lung Cancer CT Screening Trial—Overall Design and Results of the Prevalence Round

Pedersen, Jesper H., Ashraf, Haseem, Dirksen, Asger, Bach, Karen, Hansen, Hanne, Toennesen, Phillip, Thorsen, Hanne, Brodersen, John, Skov, Birgit Guldhammer, Døssing, Martin, Mortensen, Jann, Richter

Journal:

Journal of Thoracic Oncology

Year:

2009

Language:

english

File:

PDF, 134 KB

english, 2009

29

Lung Cancer Screening and Video-Assisted Thoracic Surgery

Petersen, René Horsleben, Hansen, Henrik Jessen, Dirksen, Asger, Pedersen, Jesper Holst

Journal:

Journal of Thoracic Oncology

Year:

2012

Language:

english

File:

PDF, 188 KB

english, 2012

30

Animal models of cardiac arrest: A systematic review of bias and reporting

Fabian-Jessing, Bjørn K., Vallentin, Mikael F., Secher, Niels, Hansen, Frederik B., Dezfulian, Cameron, Granfeldt, Asger, Andersen, Lars W.

Journal:

Year:

2018

Language:

english

File:

PDF, 492 KB

english, 2018

31

Testing the Significance of Calendar Effects

Hansen, Peter Reinhard, Lunde, Asger, Nason, James M.

Journal:

SSRN Electronic Journal

Year:

2005

Language:

english

File:

PDF, 545 KB

english, 2005

32

Realized Variance and Market Microstructure Noise

Hansen, Peter Reinhard, Lunde, Asger

Journal:

SSRN Electronic Journal

Year:

2005

Language:

english

File:

PDF, 2.11 MB

english, 2005

33

Consistent Ranking of Volatility Models

Hansen, Peter Reinhard, Lunde, Asger

Journal:

SSRN Electronic Journal

Year:

2003

Language:

english

File:

PDF, 394 KB

english, 2003

34

Determinants of Fasting Hyperglucagonemia in Patients with Type 2 Diabetes and Nondiabetic Control Subjects

Demant, Mia, Bagger, Jonatan I., Suppli, Malte P., Lund, Asger, Gyldenløve, Mette, Hansen, Katrine B., Hare, Kristine J., Christensen, Mikkel, Sonne, David P., Holst, Jens J., Vilsbøll, Tina, Knop, Fi

Journal:

Metabolic Syndrome and Related Disorders

Year:

2018

Language:

english

File:

PDF, 195 KB

english, 2018

35

Rejoinder (To Comments on Realized Variance and Market Microstructure Noise)

Hansen, Peter Reinhard, Lunde, Asger

Journal:

SSRN Electronic Journal

Year:

2006

Language:

english

File:

PDF, 474 KB

english, 2006

36

New insights into the effect of pressure on catalytic hydropyrolysis of biomass

Stummann, Magnus Zingler, Høj, Martin, Hansen, Asger Baltzer, Davidsen, Bente, Wiwel, Peter, Gabrielsen, Jostein, Jensen, Peter Arendt, Jensen, Anker Degn

Journal:

Fuel Processing Technology

Year:

2019

Language:

english

File:

PDF, 3.75 MB

english, 2019

37

Degradation pathway of quinolines in a biofilm system under denitrifying conditions

Sys Stybe Johansen, Erik Arvin, Hans Mosbæk, Asger B. Hansen

Journal:

Environmental Toxicology and Chemistry

Year:

1997

Language:

english

File:

PDF, 136 KB

english, 1997

38

Method development for trace analysis of heteroaromatic compounds in contaminated groundwater

Sys Stybe Johansen, Asger B. Hansen, Hans Mosbaek, Erik Arvin

Journal:

Journal of Chromatography A

Year:

1996

Language:

english

File:

PDF, 784 KB

english, 1996

39

Chromatographic preprocessing of GC–MS data for analysis of complex chemical mixtures

Jan H. Christensen, John Mortensen, Asger B. Hansen, Ole Andersen

Journal:

Journal of Chromatography A

Year:

2005

Language:

english

File:

PDF, 256 KB

english, 2005

40

Assessment of oil weathering by gas chromatography–mass spectrometry, time warping and principal component analysis

Linus M.V. Malmquist, Rasmus R. Olsen, Asger B. Hansen, Ole Andersen, Jan H. Christensen

Journal:

Journal of Chromatography A

Year:

2007

Language:

english

File:

PDF, 855 KB

english, 2007

41

Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading

Ole E. Barndorff-Nielsen, Peter Reinhard Hansen, Asger Lunde, Neil Shephard

Journal:

Journal of Econometrics

Year:

2011

Language:

english

File:

PDF, 907 KB

english, 2011

42

Influence of deposit formation on corrosion at a straw-fired boiler

Lone A Hansen, Hanne P Nielsen, Flemming J Frandsen, Kim Dam-Johansen, Steffen Hørlyck, Asger Karlsson

Journal:

Fuel Processing Technology

Year:

2000

Language:

english

File:

PDF, 1.93 MB

english, 2000

43

Tumor-specific usage of alternative transcription start sites in colorectal cancer identified by genome-wide exon array analysis

Kasper Thorsen, Troels Schepeler, Bodil Øster, Mads H Rasmussen, Søren Vang, Kai Wang, Kristian Q Hansen, Philippe Lamy, Jakob Skou Pedersen, Asger Eller, Francisco Mansilla, Kirsti Laurila, Carsten W

Journal:

Year:

2011

Language:

english

File:

PDF, 466 KB

english, 2011

44

Study on biological variability of five acute-phase reactants in dogs

Mads Kjelgaard-Hansen, Lars Friis Mikkelsen, Annemarie T. Kristensen, Asger Lundorff Jensen

Journal:

Comparative Clinical Pathology

Year:

2003

Language:

english

File:

PDF, 261 KB

english, 2003

45

Microsatellite analysis of urine sediment versus urine cytology for diagnosing transitional cell tumors of the urinary bladder

DELFINA FORNARI, KENNETH STEVEN, ALASTAIR B. HANSEN, HENRIK VIBITS, JAN V. JEPSEN, ASGER L. POULSEN, MARIANNE SCHWARTZ, THOMAS HORN

Journal:

Year:

2004

Language:

english

File:

PDF, 55 KB

english, 2004

46

Transient waves generated by a moving bottom obstacle: a new near-field solution

Madsen, Per A., Hansen, Asger Bendix

Journal:

Journal of Fluid Mechanics

Year:

2012

Language:

english

File:

PDF, 1.45 MB

english, 2012

47

A novel nano-structured porous polycaprolactone scaffold improves hyaline cartilage repair in a rabbit model compared to a collagen type I/III scaffold: in vitro and in vivo studies

Bjørn Borsøe Christensen, Casper Bindzus Foldager, Ole Møller Hansen, Asger Albæk Kristiansen, Dang Quang Svend Le, Agnete Desirée Nielsen, Jens Vinge Nygaard, Cody Erik Bünger, Martin Lind

Journal:

Knee Surgery, Sports Traumatology, Arthroscopy

Year:

2012

Language:

english

File:

PDF, 1.13 MB

english, 2012

48

Relation of left ventricular free wall rupture in acute myocardial infarction to forced immobilization

Christian Torp-Pedersen, Frank Steensgaard Hansen, Asger Pedersen

Journal:

The American Journal of Cardiology

Year:

1988

Language:

english

File:

PDF, 409 KB

english, 1988

49

Prognosis of late versus early ventricular fibrillation in acute myocardial infarction

Gunnar V.H. Jensen, Christian Torp-Pedersen, Lars Køber, Frank Steensgaard-Hansen, Yvonne H. Rasmussen, Jens Berning, Knud Skagen, Asger Pedersen

Journal:

The American Journal of Cardiology

Year:

1990

Language:

english

File:

PDF, 605 KB

english, 1990

50

Transitional cell bladder tumor: predicting recurrence and progression by analysis of microsatellite loss of heterozygosity in urine sediment and tumor tissue

Delfina Fornari, Kenneth Steven, Alastair B. Hansen, Jan V. Jepsen, Asger L. Poulsen, Henrik Vibits, Thomas Horn

Journal:

Cancer Genetics and Cytogenetics

Year:

2006

Language:

english

File:

PDF, 166 KB

english, 2006

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