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Estimation theory
Theorie
173
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167
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131
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127
Zeitreihenanalyse
105
Time series analysis
101
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99
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English
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Hafner, Christian M.
52
Bauwens, Luc
46
Linton, Oliver
15
Preminger, Arie
8
Giot, Pierre
6
Laurent, Sébastien
6
Tang, Haihan
6
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5
Otranto, Edoardo
5
Wang, Linqi
5
Härdle, Wolfgang
4
Rombouts, Jeroen V. K.
4
Dijk, Dick van
3
Franses, Philip Hans
3
Galli, Fausto
3
Korobilis, Dimitris
3
Storti, Giuseppe
3
Braione, Manuela
2
Chevillon, Guillaume
2
De Backer, Bruno
2
Dufays, Arnaud
2
Fiebig, Denzil G.
2
Grigoryeva, Lyudmila
2
Herwartz, Helmut
2
Kyriakopoulou, Dimitra
2
Manner, Hans
2
Ortega, Juan-Pablo
2
Steel, Mark F. J.
2
Violante, Francesco
2
Xu, Yongdeng
2
Bocart, Fabian Y. R.
1
Bocart, Fabian Y. R. P.
1
Boer, Paul M. C. de
1
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1
Dijk, Herman K. van
1
Motta, Giovanni
1
Rasquero, A.
1
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1
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1
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Econometrisch Instituut <Rotterdam>
3
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1
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CORE discussion papers : DP
18
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14
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5
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5
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4
Annales d'économie et de statistique
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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2
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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
Econometric analysis of financial and economic time series
1
Econometric analysis of financial and economic time series ; part a
1
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1
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1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finance and stochastics
1
Finance research letters
1
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
Handbook of research methods and applications in empirical macroeconomics
1
International journal of forecasting
1
Janeway Institute working paper series
1
Journal of empirical finance
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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ECONIS (ZBW)
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1
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:
2
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:
3
Temporal aggregation of multivariate GARCH processes
Hafner, Christian M.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002186310
Saved in:
4
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:
5
The "pathology" of the natural conjugate prior density in the regression model
Bauwens, Luc
- In:
Annales d'économie et de statistique
(
1991
),
pp. 49-64
Persistent link: https://www.econbiz.de/10001117091
Saved in:
6
Bayesian full information analysis of simultaneous equation models using integration by Monte Carlo
Bauwens, Luc
-
1984
Persistent link: https://www.econbiz.de/10013277978
Saved in:
7
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:
8
Discrete time option pricing with flexible volatility estimation
Härdle, Wolfgang
-
1997
Persistent link: https://www.econbiz.de/10000971105
Saved in:
9
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:
10
Analytical quasi maximum likelihood inference in multivariate volatility models
Hafner, Christian M.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784026
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