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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

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