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person:"McAleer, Michael"
~isPartOf:"CORE discussion papers : DP"
~person:"Hafner, Christian M."
~subject:"Scientific modelling"
~subject:"Stochastic process"
~subject:"United States"
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Hafner, Christian M.
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Tinbergen Institute Discussion Paper 2017-105/III
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Identification of structural multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
;
Maxand, Simone
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2018
Persistent link: https://www.econbiz.de/10011993276
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A simple model for now-casting volatility series
Breitung, Jörg
;
Hafner, Christian M.
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2015
Persistent link: https://www.econbiz.de/10011581871
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Deciding between GARCH and stochastic volatility via strong decision rules
Preminger, Arie
(
contributor
); …
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2006
Persistent link: https://www.econbiz.de/10003329726
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