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~isPartOf:"Econometric theory"
~language:"eng"
~language:"swe"
~person:"Hafner, Christian M."
~source:"econis"
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Hafner, Christian M.
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Weak diffusion limits of dynamic conditional correlation models
Hafner, Christian M.
;
Laurent, Sébastien
;
Violante, …
- In:
Econometric theory
33
(
2017
)
3
,
pp. 691-716
Persistent link: https://www.econbiz.de/10011810186
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2
Asymptotic theory for a factor GARCH model
Hafner, Christian M.
;
Preminger, Arie
- In:
Econometric theory
25
(
2009
)
2
,
pp. 336-363
Persistent link: https://www.econbiz.de/10003818293
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3
Semiparametric multivarite volatility models
Hafner, Christian M.
;
Rombouts, Jeroen V. K.
- In:
Econometric theory
23
(
2007
)
2
,
pp. 251-280
Persistent link: https://www.econbiz.de/10003429716
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