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Jorge Wolfgang Hansen
Jorge Wolfgang Hansen
Aarhus University, Danish Finance Institute
Dirección de correo verificada de econ.au.dk - Página principal
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Quantifying investor narratives and their role during COVID‐19
D Borup, JW Hansen, BD Liengaard, EC Montes Schütte
Journal of Applied Econometrics 38 (4), 512-532, 2023
12*2023
Forecasting corporate earnings with machine learning
JW Hansen, C Thimsen
It takes considerable knowledge just to realize the extent of your own …, 2021
82021
Treasury Option Returns and Models with Unspanned Risks
G Bakshi, J Crosby, X Gao, JW Hansen
Available at SSRN 3410542, 2019
5*2019
Immunization with consistent term structure dynamics
D Borup, BJ Christensen, JW Hansen
Available at SSRN, 2022
1*2022
Unspanned Stochastic Volatility in Linear-Rational Square-Root Models: Evidence from Treasury markets
JW Hansen
Available at SSRN 3618969, 2020
12020
The impact of curve-fitting procedure on estimation and testing of term structure models
BJ Christensen, JW Hansen
El sistema no puede realizar la operación en estos momentos. Inténtalo de nuevo más tarde.
Artículos 1–6