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~person:"Hafner, Christian M."
~subject:"Zeitreihenanalyse"
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Hafner, Christian M.
Caporale, Guglielmo Maria
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Gil-Alaña, Luis A.
11
Koopman, Siem Jan
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Brooks, Chris
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Lovcha, Yuliya
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Schmid, Wolfgang
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Gil-Alana, Luis A.
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Hecq, Alain W. J.
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Koop, Gary
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Pesaran, M. Hashem
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Phillips, Peter C. B.
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Pick, Andreas
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Chen, Xiaohong
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ECONIS (ZBW)
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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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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
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3
Temporal aggregation of multivariate GARCH processes
Hafner, Christian M.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002186310
Saved in:
4
Correlation impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Finance research letters
57
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014513333
Saved in:
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