Peter Reinhard Hansen

According to our database1, Peter Reinhard Hansen authored at least 1 paper in 2003.

Collaborative distances:
  • Dijkstra number2 of seven.
  • Erdős number3 of six.

Timeline

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Links

On csauthors.net:

Bibliography

2003
Does anything beat a GARCH(1, 1)? A comparison based on test for superior predictive ability.
Proceedings of the 2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003


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