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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Journal of econometrics"
~isPartOf:"Working paper"
~person:"Hafner, Christian M."
~subject:"Correlation"
~subject:"Estimation"
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Hafner, Christian M.
Todorov, Viktor
10
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
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Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
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Journal of applied econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Quantitative Verfahren im Finanzmarktbereich
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A dynamic conditional score model for the log correlation matrix
Hafner, Christian M.
;
Wang, Linqi
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014471519
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2
Estimation of a multiplicative correlation structure in the large dimensional case
Hafner, Christian M.
;
Linton, Oliver
;
Tang, Haihan
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 431-470
Persistent link: https://www.econbiz.de/10012482816
Saved in:
3
Efficient estimation of a multivariate multiplicative volatility model
Hafner, Christian M.
;
Linton, Oliver
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 55-73
Persistent link: https://www.econbiz.de/10008839940
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