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isPartOf:"The econometrics journal"
~isPartOf:"Econometric reviews"
~person:"Gangopadhyay, Ashis"
~person:"Hafner, Christian M."
~person:"Klüppelberg, C."
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Gangopadhyay, Ashis
Hafner, Christian M.
Klüppelberg, C.
Teräsvirta, Timo
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ECONIS (ZBW)
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1
Reconciling negative return skewness with positive time-varying risk premia
Kyriakopoulou, Dimitra
;
Hafner, Christian M.
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 877-894
Persistent link: https://www.econbiz.de/10013364913
Saved in:
2
On the efficiency of a semi-parametric GARCH model
Di, Jianing
;
Gangopadhyay, Ashis
- In:
The econometrics journal
14
(
2011
)
2
,
pp. 257-277
Persistent link: https://www.econbiz.de/10009382636
Saved in:
3
Causality and forecasting in temporally aggregated multivariate GARCH processes
Hafner, Christian M.
- In:
The econometrics journal
12
(
2009
)
1
,
pp. 127-146
Persistent link: https://www.econbiz.de/10003841978
Saved in:
4
Method of moment estimation in the COGARCH (1,1) model
Haug, Stephan
;
Klüppelberg, C.
;
Lindner, Alexander
; …
- In:
The econometrics journal
10
(
2007
)
2
,
pp. 320-341
Persistent link: https://www.econbiz.de/10003559960
Saved in:
5
Testing for linear autoregressive dynamics under heteroskedasticity
Hafner, Christian M.
;
Herwartz, Helmut
- In:
The econometrics journal
3
(
2000
)
2
,
pp. 177-197
Persistent link: https://www.econbiz.de/10001546181
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