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researcher

P. Hansen

9 papers hereh-index 224.8k citations58 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author3
  • middle author3
  • last author3

Across the 9 of 9 papers where every author was matched, so the position is known.

fields
  • econ.EM6
  • q-fin.PR2
  • q-fin.TR1
same name
  • P. Hansen — 88 papers, h 49
  • P. Hansen — 30 papers
  • P. Hansen — 26 papers
  • P. Hansen — 24 papers
  • P. Hansen — 21 papers, h 50
  • P. Hansen — 17 papers

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20202023
most citedA Multivariate Realized GARCH Model

10 citations · 25 across the 8 of their papers we have counts for

collaborators
Showing q-fin.TRShow all

1 paper · 1 filter

q-fin.TR2021★ 2 cited

Periodicity in Cryptocurrency Volatility and Liquidity

Peter Reinhard Hansen, Chan Kim, Wade Kimbrough

We study recurrent patterns in volatility and volume for major cryptocurrencies, Bitcoin and Ether, using data from two centralized exchanges (Coinbase Pro and Binance) and a decen…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.