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~accessRights:"restricted"
~language:"eng"
~person:"Hafner, Christian M."
~person:"Lee, Myoung-jae"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Textbook"
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11
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7
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Hafner, Christian M.
Lee, Myoung-jae
Gupta, Rangan
178
Gil-Alaña, Luis A.
89
Bahmani-Oskooee, Mohsen
73
Tsionas, Efthymios G.
72
Tiwari, Aviral Kumar
62
Zaremba, Adam
54
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51
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48
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47
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43
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43
Hammoudeh, Shawkat
40
Lee, Lung-fei
40
Ma, Feng
40
Phillips, Peter C. B.
39
Kumbhakar, Subal
38
Wang, Yudong
37
Caporale, Guglielmo Maria
36
Bouri, Elie
34
Chang, Tsangyao
34
Jalles, João Tovar
34
Xuan Vinh Vo
34
Gao, Jiti
33
Salisu, Afees A.
33
Linton, Oliver
32
Mensi, Walid
32
Kang, Sang Hoon
31
Narayan, Paresh Kumar
31
Su, Liangjun
30
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29
Pierdzioch, Christian
29
Yoon, Seong-min
29
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28
Jawadi, Fredj
27
Shahzad, Syed Jawad Hussain
27
Zhang, Yaojie
27
Afonso, António
26
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26
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26
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25
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ECONIS (ZBW)
21
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1
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
Saved in:
2
Exponential-type GARCH models with linear-in-variance risk premium
Hafner, Christian M.
;
Kyriakopoulou, Dimitra
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 589-603
Persistent link: https://www.econbiz.de/10012499104
Saved in:
3
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
Saved in:
4
Dynamic score-driven independent component analysis
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 298-308
Persistent link: https://www.econbiz.de/10014448140
Saved in:
5
Asymmetric volatility impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Economics letters
222
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014232851
Saved in:
6
Finding correct elasticities in log-linear and exponential models allowing heteroskedasticity
Lee, Myoung-jae
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
3
,
pp. 81-91
Persistent link: https://www.econbiz.de/10012594174
Saved in:
7
A simple solution of the spurious regression problem
Wang, Cindy Shin-Huei
;
Hafner, Christian M.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011897483
Saved in:
8
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:
9
Regression discontinuity with errors in the running variable : effect on truthful margin
Lee, Myoung-jae
- In:
Journal of econometric methods
6
(
2017
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10011944456
Saved in:
10
An ARCH model without intercept
Hafner, Christian M.
;
Preminger, Arie
- In:
Economics letters
129
(
2015
),
pp. 13-17
Persistent link: https://www.econbiz.de/10011421858
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