Similar Search Results

Analytical quasi maximum likelihood inference in multivariate volatility models

Hafner, Christian M. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001784026

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

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

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

Temporal aggregation of multivariate GARCH processes

Hafner, Christian M. (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002186310

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

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

Volatility of price indices for heterogeneous goods

Bocart, Fabian Y. R. P.; Hafner, Christian M. - 2012

Price indices for heterogenous goods such as real estate or fine art constitute crucial information for institutional or private investors considering alternative investments in times of financial markets turmoil. Classical mean-variance analysis of alternative investments has been hampered by...

Persistent link: https://www.econbiz.de/10010318789

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

Discrete time option pricing with flexible volatility estimation

Härdle, Wolfgang - 1997

Persistent link: https://www.econbiz.de/10000971105

1
2
3
4
5
6
7
8
Next
Last