//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"olc"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
On heterogeneous latent class...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Type of publication
All
Article
15
Language
All
Undetermined
14
English
1
Author
All
Hafner, Christian M.
15
Herwartz, Helmut
5
Boer, Paul M.C.
1
Härdle, Wolfgang
1
Linton, Oliver
1
Linton, Oliver B.
1
Manner, Hans
1
Motta, Giovanni
1
Pierret, Diane
1
Preminger, Arie
1
Rombouts, Jeroen V.K.
1
bauwens, Luc
1
von Sachs, Rainer
1
more ...
less ...
Published in...
All
Econometric theory
3
Journal of applied econometrics
2
Journal of econometrics
2
Annales d'économie et de statistique
1
Economics letters
1
Finance : revue de l'Association Française de Finance
1
Finance and stochastics
1
Journal of empirical finance
1
Journal of international money and finance
1
Journal of the American Statistical Association : JASA
1
Statistica Neerlandica : journal of the Netherlands Society for Statistics and Operations Research
1
more ...
less ...
Source
All
OLC EcoSci
ECONIS (ZBW)
162
RePEc
72
EconStor
29
BASE
3
USB Cologne (EcoSocSci)
3
Other ZBW resources
1
more ...
less ...
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Ridge regression revisited
Boer, Paul M.C.
;
Hafner, Christian M.
- In:
Statistica Neerlandica : journal of the Netherlands …
59
(
2005
)
4
,
pp. 498-505
Persistent link: https://www.econbiz.de/10006424115
Saved in:
2
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
Saved in:
3
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
Saved in:
4
Discrete time option pricing with flexible volatility estimation
Härdle, Wolfgang
;
Hafner, Christian M.
- In:
Finance and stochastics
4
(
2000
)
2
,
pp. 189-208
Persistent link: https://www.econbiz.de/10008217582
Saved in:
5
MULTIVARIATE VOLATILITY MODELING OF ELECTRICITY FUTURES
bauwens, Luc
;
Hafner, Christian M.
;
Pierret, Diane
- In:
Journal of applied econometrics
28
(
2013
)
5
,
pp. 743-761
Persistent link: https://www.econbiz.de/10010158170
Saved in:
6
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:
7
Theory and Methods - Comment - Quantile Autoregression
Hafner, Christian M.
;
Linton, Oliver B.
- In:
Journal of the American Statistical Association : JASA
101
(
2006
)
475
,
pp. 998-1000
Persistent link: https://www.econbiz.de/10007292903
Saved in:
8
A Lagrange multiplier test for causality in variance
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Economics letters
93
(
2006
)
1
,
pp. 137-141
Persistent link: https://www.econbiz.de/10007298237
Saved in:
9
Volatility impulse responses for multivariate GARCH models: An exchange rate illustration
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of international money and finance
25
(
2006
)
5
,
pp. 719-740
Persistent link: https://www.econbiz.de/10007278378
Saved in:
10
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/10007240033
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->