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1
Material Type:
Libro
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Nonlinear time series analysis with application to foreign exchange rate volatility

HAFNER, Christian M. ; Physica Verlag

Heidelberg New York : Physica Verlag, 1997

Disponibile in Biblioteca Polo Umanistico  Scienze Economiche e Statistiche (CBA)  39USA_INST:2156768420003316()

2
DYNAMIC STOCHASTIC COPULA MODELS: ESTIMATION, INFERENCE AND APPLICATIONS
Material Type:
Articolo
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DYNAMIC STOCHASTIC COPULA MODELS: ESTIMATION, INFERENCE AND APPLICATIONS

CHRISTIAN M. HAFNER ; HANS MANNER

Journal of applied econometrics (Chichester, England), 2012-03-01, Vol.27 (2), p.269-295 [Rivista Peer Reviewed]

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3
MULTIVARIATE VOLATILITY MODELING OF ELECTRICITY FUTURES
Material Type:
Articolo
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MULTIVARIATE VOLATILITY MODELING OF ELECTRICITY FUTURES

LUC BAUWENS ; CHRISTIAN M. HAFNER ; DIANE PIERRET

Journal of applied econometrics (Chichester, England), 2013-08-01, Vol.28 (5), p.743-761 [Rivista Peer Reviewed]

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4
VOLATILITY OF PRICE INDICES FOR HETEROGENEOUS GOODS WITH APPLICATIONS TO THE FINE ART MARKET
Material Type:
Articolo
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VOLATILITY OF PRICE INDICES FOR HETEROGENEOUS GOODS WITH APPLICATIONS TO THE FINE ART MARKET

FABIAN Y. R. P. BOCART ; CHRISTIAN M. HAFNER

Journal of applied econometrics (Chichester, England), 2015-03-01, Vol.30 (2), p.291-312 [Rivista Peer Reviewed]

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5
The Spread of the Covid-19 Pandemic in Time and Space
Material Type:
Articolo
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The Spread of the Covid-19 Pandemic in Time and Space

Hafner, Christian M

International journal of environmental research and public health, 2020-05-28, Vol.17 (11), p.3827 [Rivista Peer Reviewed]

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6
ASYMPTOTIC THEORY FOR A FACTOR GARCH MODEL
Material Type:
Articolo
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ASYMPTOTIC THEORY FOR A FACTOR GARCH MODEL

Hafner, Christian M ; Preminger, Arie

Econometric theory, 2009-04, Vol.25 (2), p.336-363 [Rivista Peer Reviewed]

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7
LOCALLY STATIONARY FACTOR MODELS: IDENTIFICATION AND NONPARAMETRIC ESTIMATION
Material Type:
Articolo
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LOCALLY STATIONARY FACTOR MODELS: IDENTIFICATION AND NONPARAMETRIC ESTIMATION

Motta, Giovanni ; Hafner, Christian M ; von Sachs, Rainer

Econometric theory, 2011-12, Vol.27 (6), p.1279-1319 [Rivista Peer Reviewed]

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8
Estimation of a multiplicative correlation structure in the large dimensional case
Material Type:
Articolo
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Estimation of a multiplicative correlation structure in the large dimensional case

Hafner, Christian M ; Linton, Oliver B ; Tang, Haihan

Journal of econometrics, 2020-08, Vol.217 (2), p.431-470 [Rivista Peer Reviewed]

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9
Causality and forecasting in temporally aggregated multivariate GARCH processes
Material Type:
Articolo
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Causality and forecasting in temporally aggregated multivariate GARCH processes

Christian M. Hafner

The econometrics journal, 2009-01-01, Vol.12 (1), p.127-146 [Rivista Peer Reviewed]

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10
AN ALMOST CLOSED FORM ESTIMATOR FOR THE EGARCH MODEL
Material Type:
Articolo
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AN ALMOST CLOSED FORM ESTIMATOR FOR THE EGARCH MODEL

Hafner, Christian M ; Linton, Oliver

Econometric theory, 2017-08, Vol.33 (4), p.1013-1038 [Rivista Peer Reviewed]

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