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isPartOf:"The econometrics journal"
~isPartOf:"International journal of forecasting"
~person:"Hafner, Christian M."
~person:"Karanasos, Menelaos"
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The econometrics journal
International journal of forecasting
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A simple model for now-casting volatility series
Breitung, Jörg
;
Hafner, Christian M.
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1247-1255
Persistent link: https://www.econbiz.de/10011622143
Saved in:
2
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:
3
Moments of the ARMA-EGARCH model
Karanasos, Menelaos
;
Kim, Jinki
- In:
The econometrics journal
6
(
2003
)
1
,
pp. 146-166
Persistent link: https://www.econbiz.de/10001781052
Saved in:
4
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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