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Testing for linear autoregress...
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Herwartz, Helmut
390
Hafner, Christian M.
193
Reimers, Hans-Eggert
23
Rohloff, Hannes
21
Härdle, Wolfgang
20
Theilen, Bernd
20
Weber, Henning
20
Maxand, Simone
17
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16
Linton, Oliver
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Fang, Xu
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Walle, Yabibal
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1
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17
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Economics Working Papers / Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
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cege Discussion Papers
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
International journal of forecasting
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Sonderforschungsbereich 649: Ökonomisches Risiko - Diskussionspapiere
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Macroeconomic dynamics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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3
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3
Economics Working Papers / Department of Economics, European University Institute
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Energy economics
3
European journal of political economy
3
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ECONIS (ZBW)
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EconStor
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RePEc
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1
Time-varying market price of risk in the CAPM : approaches, empirical evidence and implications
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Finance : revue de l'Association Française de Finance
19
(
1998
)
2
,
pp. 93-112
Persistent link: https://www.econbiz.de/10001476791
Saved in:
2
Structural analysis of portfolio risk using beta impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
-
1998
Persistent link: https://www.econbiz.de/10000992252
Saved in:
3
Volatility impulse response functions for multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
-
1998
Persistent link: https://www.econbiz.de/10001363211
Saved in:
4
Time varying market price of risk in the CAPM approaches, empirical evidence and implications
Hafner, Christian M.
;
Herwartz, Helmut
-
1999
Persistent link: https://www.econbiz.de/10001377689
Saved in:
5
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of empirical finance
8
(
2001
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10001568288
Saved in:
6
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
Saved in:
7
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
Hafner, Christian M.
;
Herwartz, Helmut
-
1999
Persistent link: https://www.econbiz.de/10001413478
Saved in:
8
Analytical quasi maximum likelihood inference in multivariate volatility models
Hafner, Christian M.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784026
Saved in:
9
Testing for vector autoregressive dynamics under heteroskedasticity
Hafner, Christian M.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001701901
Saved in:
10
Volatility impulse response functions for multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
-
2001
Persistent link: https://www.econbiz.de/10001640371
Saved in:
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