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Estimation theory
Theorie
173
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161
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153
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136
ARCH-Modell
99
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97
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94
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English
75
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Hafner, Christian M.
52
Herwartz, Helmut
26
Linton, Oliver
15
Preminger, Arie
8
Härdle, Wolfgang
7
Tang, Haihan
6
Fang, Xu
5
Wang, Linqi
5
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3
Fengler, Matthias
3
Franses, Philip Hans
3
Rombouts, Jeroen V. K.
3
Spokojnyj, Vladimir G.
3
Kyriakopoulou, Dimitra
2
Lange, Alexander
2
Lütkepohl, Helmut
2
Manner, Hans
2
Maxand, Simone
2
Bocart, Fabian Y. R.
1
Bocart, Fabian Y. R. P.
1
Boer, Paul M. C. de
1
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1
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1
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1
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1
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1
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1
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1
Simar, Léopold
1
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1
Theilen, Bernd
1
Violante, Francesco
1
Walle, Yabibal
1
Wang, Cindy Shin-Huei
1
Wang, Shin-huei
1
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1
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Econometrisch Instituut <Rotterdam>
3
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
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1
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CORE discussion papers : DP
10
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4
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3
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3
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3
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2
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2
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2
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1
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1
CEGE Discussion Paper 375- July 2019
1
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1
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1
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1
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1
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1
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Econometric analysis of financial and economic time series
1
Econometric analysis of financial and economic time series ; part a
1
Econometrics papers
1
Economic modelling
1
Finance and stochastics
1
Finance research letters
1
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
Health economics
1
International journal of theoretical and applied finance
1
Janeway Institute working paper series
1
Journal of economic dynamics & control
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international money and finance
1
Journal of time series econometrics
1
LSE STICERD Research Paper
1
Oxford bulletin of economics and statistics
1
Quantitative Verfahren im Finanzmarktbereich
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ECONIS (ZBW)
76
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1
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:
2
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:
3
Kernel estimation of financial time series
Hafner, Christian M.
- In:
Quantitative Verfahren im Finanzmarktbereich
,
(pp. 223-239)
.
1996
Persistent link: https://www.econbiz.de/10001319158
Saved in:
4
Nonlinear time series analysis with applications to foreign exchange rate volatility : with 29 tables
Hafner, Christian M.
-
1998
Persistent link: https://www.econbiz.de/10000965598
Saved in:
5
Temporal aggregation of multivariate GARCH processes
Hafner, Christian M.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002186310
Saved in:
6
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
Saved in:
7
A note on model selection in (time series) regression models : general-to-specific or specific-to-general?
Herwartz, Helmut
- In:
Applied economics letters
17
(
2010
)
10/12
,
pp. 1157-1160
Persistent link: https://www.econbiz.de/10008699222
Saved in:
8
Discrete time option pricing with flexible volatility estimation
Härdle, Wolfgang
;
Hafner, Christian M.
- In:
Finance and stochastics
4
(
2000
)
2
,
pp. 189-207
Persistent link: https://www.econbiz.de/10001486714
Saved in:
9
Discrete time option pricing with flexible volatility estimation
Härdle, Wolfgang
-
1997
Persistent link: https://www.econbiz.de/10000971105
Saved in:
10
A new method for volatility estimation with applications in foreign exchange rate series
Bossaerts, Peter L.
- In:
Finanzmarktanalyse und -prognose mit innovativen …
,
(pp. 71-83)
.
1996
Persistent link: https://www.econbiz.de/10001318071
Saved in:
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