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Hafner, Christian M.
15
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5
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3
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OLC EcoSci
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7,976
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162
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30
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5
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3
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1
An Analysis of Transformations for Additive Nonparametric Regression
Linton, Oliver B.
;
Chen, Rong
;
Wang, Naiysin
;
Hardle, …
- In:
Journal of the American Statistical Association : JASA
92
(
1997
)
440
,
pp. 1512-1521
Persistent link: https://www.econbiz.de/10006629778
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2
Nonclassical demand: A model-free examination of price-quantity relations in the Marseille fish market
Hardle, Wolfgang
;
Kirman, Alan
- In:
Journal of econometrics
67
(
1995
)
1
,
pp. 227
Persistent link: https://www.econbiz.de/10006798456
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3
PROBLEMS AND SOLUTIONS - PROBLEMS - Asymptotic Normality of the Nonparametric Part in Partially Linear Heteroskedastic Models
Liang, Hua
;
Hardle, Wolfgang
;
Werwatz, Axel
- In:
Econometric theory
15
(
1999
)
2
,
pp. 258
Persistent link: https://www.econbiz.de/10006989366
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4
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
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5
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
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6
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
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7
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
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8
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
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9
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:
10
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
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