Relative contagiousness of emerging virus variants: An analysis of the Alpha, Delta, and Omicron SARS-CoV-2 variants von Hansen, Peter Reinhard

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A NEW PARAMETRIZATION OF CORRELATION MATRICES von Archakov, Ilya, Hansen, Peter Reinhard

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A Dynamic Model of Vaccine Compliance: How Fake News Undermined the Danish HPV Vaccine Program von Hansen, Peter Reinhard, Schmidtblaicher, Matthias

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A Canonical Representation of Block Matrices with Applications to Covariance and Correlation Matrices von Archakov, Ilya, Hansen, Peter Reinhard

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Realized GARCH: a joint model for returns and realized measures of volatility von Hansen, Peter Reinhard, Huang, Zhuo, Shek, Howard Howan

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A Test for Superior Predictive Ability von Hansen, Peter Reinhard

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Option pricing with state‐dependent pricing kernel von Tong, Chen, Hansen, Peter Reinhard, Huang, Zhuo

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The contagious nature of a vaccine scare: How the introduction of HPV vaccination lifted and eroded MMR vaccination in Denmark von Gørtz, Mette, Brewer, Noel T., Hansen, Peter Reinhard, Ejrnæs, Mette

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Consistent ranking of volatility models von Hansen, Peter Reinhard, Lunde, Asger

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Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise von Barndorff-Nielsen, Ole E., Hansen, Peter Reinhard, Lunde, Asger, Shephard, Neil

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Exponential GARCH Modeling With Realized Measures of Volatility von Hansen, Peter Reinhard, Huang, Zhuo

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A Realized Variance for the Whole Day Based on Intermittent High-Frequency Data von Hansen, Peter Reinhard, Lunde, Asger

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Characterizing correlation matrices that admit a clustered factor representation von Tong, Chen, Hansen, Peter Reinhard

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EQUIVALENCE BETWEEN OUT-OF-SAMPLE FORECAST COMPARISONS AND WALD STATISTICS von Hansen, Peter Reinhard, Timmermann, Allan

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China's rare earth sector – between domestic consolidation and global hegemony von Peter Biedermann, Reinhard

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How should parameter estimation be tailored to the objective? von Hansen, Peter Reinhard, Dumitrescu, Elena-Ivona

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Structural changes in the cointegrated vector autoregressive model von Hansen, Peter Reinhard

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The Model Confidence Set von Hansen, Peter R., Lunde, Asger, Nason, James M.

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REALIZED BETA GARCH: A MULTIVARIATE GARCH MODEL WITH REALIZED MEASURES OF VOLATILITY von Hansen, Peter Reinhard, Lunde, Asger, Voev, Valeri

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Periodicity in Cryptocurrency Volatility and Liquidity von Hansen, Peter Reinhard, Kim, Chan, Kimbrough, Wade

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