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PROBLEMS AND SOLUTIONS - PROBLEMS - Asymptotic Normality of the Nonparametric Part in Partially Linear Heteroskedastic Models
Liang, Hua; Hardle, Wolfgang; Werwatz, Axel - In: Econometric theory 15 (1999) 2, pp. 258
Persistent link: https://www.econbiz.de/10006989366
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LOCALLY STATIONARY FACTOR MODELS: IDENTIFICATION AND NONPARAMETRIC ESTIMATION
Motta, Giovanni; Hafner, Christian M.; von Sachs, Rainer - In: Econometric theory 27 (2011) 6, pp. 1279-1320
Persistent link: https://www.econbiz.de/10009804265
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ASYMPTOTIC THEORY FOR A FACTOR GARCH MODEL
Hafner, Christian M.; Preminger, Arie - In: Econometric theory 25 (2009) 2, pp. 336-363
Persistent link: https://www.econbiz.de/10008211994
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SEMIPARAMETRIC MULTIVARIATE VOLATILITY MODELS
Hafner, Christian M.; Rombouts, Jeroen V.K. - In: Econometric theory 23 (2007) 2, pp. 251-280
Persistent link: https://www.econbiz.de/10007614046
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Locally stationary factor models : identification and nonparametric estimation
Motta, Giovanni; Hafner, Christian M.; Sachs, Rainer von - In: Econometric theory 27 (2011) 6, pp. 1279-1319
Persistent link: https://www.econbiz.de/10009489713
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Asymptotic theory for a factor GARCH model
Hafner, Christian M.; Preminger, Arie - In: Econometric theory 25 (2009) 2, pp. 336-363
Persistent link: https://www.econbiz.de/10003818293
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Semiparametric multivarite volatility models
Hafner, Christian M.; Rombouts, Jeroen V. K. - In: Econometric theory 23 (2007) 2, pp. 251-280
Persistent link: https://www.econbiz.de/10003429716
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Weak diffusion limits of dynamic conditional correlation models
Hafner, Christian M.; Laurent, Sébastien; Violante, … - In: Econometric theory 33 (2017) 3, pp. 691-716
Persistent link: https://www.econbiz.de/10011810186
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An almost closed form estimator for the EGARCH model
Hafner, Christian M.; Linton, Oliver - In: Econometric theory 33 (2017) 4, pp. 1013-1038
Persistent link: https://www.econbiz.de/10011810237