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Efficient estimation of a multivariate multiplicative volatility model
Hafner, Christian M.; Linton, Oliver - In: Journal of econometrics 159 (2010) 1, pp. 55-73
Persistent link: https://www.econbiz.de/10008839940
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Temporal agregation of multivariate GARCH processes
Hafner, Christian M. - In: Journal of econometrics 142 (2008) 1, pp. 467-483
Persistent link: https://www.econbiz.de/10003608211
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Estimation of a multiplicative correlation structure in the large dimensional case
Hafner, Christian M.; Linton, Oliver; Tang, Haihan - In: Journal of econometrics 217 (2020) 2, pp. 431-470
Persistent link: https://www.econbiz.de/10012482816
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Identification of structural multivariate GARCH models
Hafner, Christian M.; Herwartz, Helmut; Maxand, Simone - In: Journal of econometrics 227 (2022) 1, pp. 212-227
Persistent link: https://www.econbiz.de/10013441647
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A dynamic conditional score model for the log correlation matrix
Hafner, Christian M.; Wang, Linqi - In: Journal of econometrics 237 (2023) 2,2, pp. 1-18
Persistent link: https://www.econbiz.de/10014471519
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Internet-based econometric computing
Härdle, W.; Horowitz, J. - In: Journal of econometrics 95 (2000) 2, pp. 333-346
Persistent link: https://www.econbiz.de/10006782153
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Local polynomial estimators of the volatility function in nonparametric autoregression
Härdle, W.; Tsybakov, A. - In: Journal of econometrics 81 (1997) 1, pp. 223-242
Persistent link: https://www.econbiz.de/10006791204
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Internet-based econometric computing
Härdle, Wolfgang; Horowitz, Joel - In: Journal of econometrics 95 (2000) 2, pp. 333-345
Persistent link: https://www.econbiz.de/10001435992
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Local polynomial estimators of the volatility function in nonparametric autoregression
Härdle, Wolfgang - In: Journal of econometrics 81 (1997) 1, pp. 223-242
Persistent link: https://www.econbiz.de/10001336796
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Nonclassical demand : a model-free examination of price-quantity relations in the Marseille fish market
Härdle, Wolfgang - In: Journal of econometrics 67 (1995) 1, pp. 227-257
Persistent link: https://www.econbiz.de/10001333010