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Güth, W.
70
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Flexible Stochastic Volatility Structures for High Frequency Financial Data
Feldmann, D.
;
Härdle, W.
;
Hafner, C.
;
Hoffmann, A.
-
Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005795128
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Foreign Exchange Rates Have Surprising Volatility
BOSSAERTS, P.
;
HAFNER, C.
;
HÄRDLE, Wolfgang
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Sonderforschungsbereich 373, Quantifikation und …
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1996
Persistent link: https://www.econbiz.de/10010983496
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A New Method for Volatility Estimation with Applications in Foreign Exchange Rate Series
BOSSAERTS, P.
;
HÄRDLE, Wolfgang
;
HAFNER, C.
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Sonderforschungsbereich 373, Quantifikation und …
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1995
Persistent link: https://www.econbiz.de/10010983706
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Testing for Linear Autoregressive Dynamics under Heteroskedasticity
Hafner, C.
;
Herwartz, H.
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Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005742907
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5
A New Method for Volatility Estimation with Applications in Foreign Exchange Rate Series
BOSSAERTS, P.
;
W. H"ARDLE
;
HAFNER, C.
-
Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005794934
Saved in:
6
Foreign Exchange Rates Have Surprising Volatility
BOSSAERTS, P.
;
HAFNER, C.
;
W. H"ARDLE
-
Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005794978
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Estimating High Frequency Foreign Exchange Rate Volatility with Nonparametric ARCH Models
Hafner, C.
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Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005795145
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Fourth moments of multivariate GARCH processes
Hafner, C.
-
Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005795175
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9
Time-Varying Market Price of Risk in the CAPM-Approaches, Empirical Evidence and Implications
Hafner, C.
;
Herwartz, H.
-
Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005838234
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10
Option Pricing under Linear Autoregressive Dynamics, Heteroskedasticity, and Conditional Leptokurtosis
Hafner, C.
;
Herwartz, H.
-
Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005838325
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