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19.06.1992
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Journal of econometrics
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ECONIS (ZBW)
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1
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
Saved in:
2
Temporal aggregation of multivariate GARCH processes
Hafner, Christian M.
- In:
Journal of econometrics
142
(
2008
)
1
,
pp. 467-483
Persistent link: https://www.econbiz.de/10007894501
Saved in:
3
Efficient estimation of a multivariate multiplicative volatility model
Hafner, Christian M.
;
Linton, Oliver
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 55-74
Persistent link: https://www.econbiz.de/10008455136
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
Bayes, Bernoullis, and Basel
Bauwens, Luc
(
contributor
)
- In:
Journal of econometrics
75,1 : Annals of econometrics
(
1996
)
Persistent link: https://www.econbiz.de/10004306537
Saved in:
9
Bayesian and classical econometric modeling of time series
Bauwens, Luc
(
contributor
);
Hylleberg, Svend
(
contributor
)
- In:
Journal of econometrics
69,1 : Annals of econometrics
(
1995
)
Persistent link: https://www.econbiz.de/10004249356
Saved in:
10
Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods
Bauwens, Luc
;
Bos, Charles S.
;
van Dijk, Herman K.
;
van …
- In:
Journal of econometrics
123
(
2004
)
2
,
pp. 201-226
Persistent link: https://www.econbiz.de/10006754922
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