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Peter Reinhard Hansen
Peter Reinhard Hansen (born June 15, 1968) is the Henry A. Latané Distinguished Professor of Economics at the University of North Carolina at Chapel Hill. He has previously taught at Brown University, Stanford Graduate School of Business, Stanford University, and the European University Institute. Biography Hansen was born in Sorø, Denmark, where he went to Sorø Akademi. He studied mathematics and economics at the University of Copenhagen (M.sc. 1995) under the supervision of Søren Johansen and from 1996 he studied economics University of California, San Diego (Ph.D. 2000) supervised by James D. Hamilton. Hansen is known for his research on volatility, forecasting and cointegration, including the "test for superior predictive ability", which can be used to test whether a benchmark forecast is significantly outperformed by competing forecasts, the Model Confidence Set. He has, in collaboration with Ole E. Barndorff-Nielsen, Asger Lunde, and Neil Shephard, developed ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Sorø
Sorø () is a town in Sorø municipality in Region Sjælland on the island of Zealand (''Sjælland'') in east Denmark. The population is 7,999 (2022).BY3: Population 1. January by rural and urban areas, area and population density The Mobile Statbank from The municipal council and the regional council are located in Sorø. Sorø was founded in 1161 by , later the founder of |
Søren Johansen
Søren Johansen (born 6 November 1939) is a Danish statistician and econometrician who is known for his contributions to the theory of cointegration. He is currently a professor at the Department of Economics, University of Copenhagen and in the Center for Research in Econometric Analysis of Time Series (CREATES) of the Aarhus University. He has previously held positions at the Department of Statistics, University of Copenhagen, and the European University Institute in Florence. Biography Early life Johansen was born in 1939 in Denmark. Academic life Johansen graduated from the University of Copenhagen in mathematical statistics. He began his academic career at the University of Copenhagen, Institute of Mathematical Statistics in 1964 and was promoted to full professor in 1989. In 1967 he obtained the Gold medal from University of Copenhagen for the thesis "An application of extreme points methods in probability" and in 1974, he became dr. phil. with the thesis "The embedding ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Living People
Related categories * :Year of birth missing (living people) / :Year of birth unknown * :Date of birth missing (living people) / :Date of birth unknown * :Place of birth missing (living people) / :Place of birth unknown * :Year of death missing / :Year of death unknown * :Date of death missing / :Date of death unknown * :Place of death missing / :Place of death unknown * :Missing middle or first names See also * :Dead people * :Template:L, which generates this category or death years, and birth year and sort keys. : {{DEFAULTSORT:Living people 21st-century people People by status ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
1968 Births
The year was highlighted by protests and other unrests that occurred worldwide. Events January–February * January 5 – " Prague Spring": Alexander Dubček is chosen as leader of the Communist Party of Czechoslovakia. * January 10 – John Gorton is sworn in as 19th Prime Minister of Australia, taking over from John McEwen after being elected leader of the Liberal Party the previous day, following the disappearance of Harold Holt. Gorton becomes the only Senator to become Prime Minister, though he immediately transfers to the House of Representatives through the 1968 Higgins by-election in Holt's vacant seat. * January 15 – The 1968 Belice earthquake in Sicily kills 380 and injures around 1,000. * January 21 ** Vietnam War: Battle of Khe Sanh – One of the most publicized and controversial battles of the war begins, ending on April 8. ** 1968 Thule Air Base B-52 crash: A U.S. B-52 Stratofortress crashes in Greenland, discharging 4 nuclear bombs. ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Google Sites
Google Sites is a structured wiki and web page creation tool included as part of the free, web-based Google Docs Editors suite offered by Google. The service also includes Google Docs, Google Sheets, Google Slides, Google Drawings, Google Forms, and Google Keep. Google Sites is only available as a web application. The app allows users to create and edit files online while collaborating with other users in real-time. History Google Sites started out as JotSpot, the name and sole product of a software company that offered enterprise social software. It was targeted mainly at small-sized and medium-sized businesses. The company was founded by Joe Kraus and Graham Spencer, co-founders of Excite. In February 2006, JotSpot was named part of Business 2.0, "Next Net 25", and in May 2006, it was honored as one of InfoWorld's "15 Start-ups to Watch". In October 2006, JotSpot was acquired by Google. Google announced a prolonged data transition of webpages created using Google Page C ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
UNC Chapel Hill
UNC is a three-letter abbreviation that may refer to: Education * University of Northern California (other), which may refer to: ** University of Northern California (Santa Rosa), in Petaluma, California, United States ** University of Northern California, Lorenzo Patiño School of Law in Sacramento, California, United States * The University of North Carolina system in the United States ** University of North Carolina at Chapel Hill, the flagship campus of the UNC system *** North Carolina Tar Heels, the athletic program of the Chapel Hill campus * University of Northern Colorado in Greeley, Colorado, United States * Universidad Nacional de Córdoba in Córdoba, Argentina * ''Universidad Nacional de Cajamarca'', Spanish name of National University of Cajamarca * ''Universitas Nicolai Copernici'', Latin name of Nicolaus Copernicus University in Toruń, Poland * Université de la Nouvelle-Calédonie (University of New Caledonia), the French university located in Nouméa, N ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Quadratic Variation
In mathematics, quadratic variation is used in the analysis of stochastic processes such as Brownian motion and other martingales. Quadratic variation is just one kind of variation of a process. Definition Suppose that X_t is a real-valued stochastic process defined on a probability space (\Omega,\mathcal,\mathbb) and with time index t ranging over the non-negative real numbers. Its quadratic variation is the process, written as t, defined as : t=\lim_\sum_^n(X_-X_)^2 where P ranges over partitions of the interval ,t/math> and the norm of the partition P is the mesh. This limit, if it exists, is defined using convergence in probability. Note that a process may be of finite quadratic variation in the sense of the definition given here and its paths be nonetheless almost surely of infinite 1-variation for every t>0 in the classical sense of taking the supremum of the sum over all partitions; this is in particular the case for Brownian motion. More generally, the covariation ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Realized Kernel
The realized kernel (RK) is an estimator of volatility. The estimator is typically computed with high frequency return data, such as second-by-second returns. Unlike the realized variance, the realized kernel is a robust estimator of volatility, in the sense that the realized kernel estimates the appropriate volatility quantity, even when the returns are contaminated with noise. Notes {{Reflist Mathematical finance ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Neil Shephard
Neil Shephard (born 8 October 1964), FBA, is an econometrician, currently Frank B. Baird Jr., Professor of Science in the Department of Economics and the Department of Statistics at Harvard University. His most well known contributions are: (i) the formalisation of the econometrics of realised volatility, which nonparametrically estimates the volatility of asset prices, (ii) the introduction of the auxiliary particle filter (signal extraction), (iii) the nonparametric identification of jumps in financial economics, through multipower variation, (iv) stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck processes, known as 'Barndorff-Nielsen-Shephard' models. Early life and education Neil Shephard was born in Plymouth, England, but moved to Norfolk, England, aged one. His mother was Tydfil Shephard (1930-1972), who was a high school teacher. His father is Tom Shephard, who was a Norfolk high school head. Since 1975 Gillian Shephard has been his step-moth ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Asger Lunde
Asger is a predominantly Danish language masculine given name derived from the Old Norse elements ''Æsir'' or ''ás'', meaning "gods" and ''geirr'', meaning "spear". Individuals bearing the name Asger include: *Asger Aaboe (1922–2007), Danish historian of the exact sciences and mathematician *Asger Christensen (born 1958), Danish politician *Asger Lund Christiansen (1927–1998), Danish cellist and composer * Asger Hamerik, also Hammerich, (1843–1923), Danish composer of classical music *Asger Jorn (1914–1973), Danish painter, sculptor, ceramic artist, and author *Asger Ostenfeld (1866–1931), Danish civil engineer *Asger Sørensen Asger Sørensen (born 5 June 1996) is a Danish professional Association football, footballer who currently plays for Czech First League club AC Sparta Prague, Sparta Prague. His former clubs include FC Liefering, FC Red Bull Salzburg, Red Bull Sa ... (born 1996), Danish footballer * Asger Svendsen, Danish professor music, performer of basso ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Model Confidence Set
A model is an informative representation of an object, person or system. The term originally denoted the plans of a building in late 16th-century English, and derived via French and Italian ultimately from Latin ''modulus'', a measure. Models can be divided into physical models (e.g. a model plane) and abstract models (e.g. mathematical expressions describing behavioural patterns). Abstract or conceptual models are central to philosophy of science, as almost every scientific theory effectively embeds some kind of model of the physical or human sphere. In commerce, "model" can refer to a specific design of a product as displayed in a catalogue or show room (e.g. Ford Model T), and by extension to the sold product itself. Types of models include: Physical model A physical model (most commonly referred to simply as a model but in this context distinguished from a conceptual model) is a smaller or larger physical copy of an object. The object being modelled may be small ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
