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Jorge Wolfgang Hansen
Jorge Wolfgang Hansen
Aarhus University, Danish Finance Institute
Verifierad e-postadress på econ.au.dk - Startsida
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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
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Artiklar 1–6