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type_genre:"Working Paper"
~language:"eng"
~person:"Hafner, Christian M."
~subject:"Time series analysis"
~type_genre:"Bibliography included"
~type_genre:"Forschungsbericht"
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Hafner, Christian M.
Gao, Jiti
36
Koopman, Siem Jan
30
Phillips, Peter C. B.
26
Nielsen, Morten Ørregaard
24
Johansen, Søren
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Lütkepohl, Helmut
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Maravall Herrero, Agustín
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Sibbertsen, Philipp
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Teräsvirta, Timo
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Lucas, André
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Kapetanios, George
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Peng, Bin
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Gouriéroux, Christian
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Hyndman, Rob J.
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Härdle, Wolfgang
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Pesaran, M. Hashem
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Swanson, Norman R.
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Gómez, Víctor
11
Koop, Gary
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Ooms, Marius
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Spokojnyj, Vladimir G.
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Linton, Oliver
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Nielsen, Bent
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Beran, Jan
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Blasques, Francisco
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Brännäs, Kurt
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Dong, Chaohua
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Li, Degui
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Martin, Gael M.
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Miller, J. Isaac
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Mélard, Guy
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Schlicht, Ekkehart
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Taylor, Robert
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Bauwens, Luc
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Cai, Zongwu
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Cavaliere, Giuseppe
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ECONIS (ZBW)
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On asymptotic theory for ARCH models
Hafner, Christian M.
;
Preminger, Arie
-
2016
Persistent link: https://www.econbiz.de/10011893997
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2
Temporal aggregation of multivariate GARCH processes
Hafner, Christian M.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002186310
Saved in:
3
Estimation of temporally aggregated multivariate GARCH models
Hafner, Christian M.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002186338
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