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~language:"eng"
~person:"Hafner, Christian M."
~person:"Lee, Myoung-jae"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Textbook"
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Time series analysis
Estimation theory
37
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37
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32
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32
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17
Estimation
16
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16
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12
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Hafner, Christian M.
Lee, Myoung-jae
Gil-Alaña, Luis A.
173
Phillips, Peter C. B.
87
Gupta, Rangan
79
Franses, Philip Hans
78
Caporale, Guglielmo Maria
60
Taylor, Robert
59
Leybourne, Stephen James
53
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47
Tiwari, Aviral Kumar
47
Moosa, Imad A.
46
Perron, Pierre
46
Teräsvirta, Timo
43
Koopman, Siem Jan
42
Chang, Tsangyao
41
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37
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37
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37
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33
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32
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31
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30
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29
Granger, C. W. J.
27
Hyndman, Rob J.
27
Hecq, Alain W. J.
26
Hong, Yongmiao
26
Bahmani-Oskooee, Mohsen
25
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25
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25
Linton, Oliver
25
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25
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24
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24
McElroy, Tucker
24
Peel, David
24
Swanson, Norman R.
24
Tsay, Ruey S.
24
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23
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23
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ECONIS (ZBW)
17
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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
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:
3
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:
4
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
Saved in:
5
Statistics of financial markets : an introduction
Franke, Jürgen
;
Härdle, Wolfgang
;
Hafner, Christian M.
-
2019
-
Fifth edition
Persistent link: https://www.econbiz.de/10012000638
Saved in:
6
Locally stationary factor models : identification and nonparametric
estimation
Motta, Giovanni
;
Hafner, Christian M.
;
Sachs, Rainer von
- In:
Econometric theory
27
(
2011
)
6
,
pp. 1279-1319
Persistent link: https://www.econbiz.de/10009489713
Saved in:
7
Estimating autocorrelations in the presence of deterministic trends
Wang, Shin-huei
;
Hafner, Christian M.
- In:
Journal of time series econometrics
3
(
2011
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009623568
Saved in:
8
A simple model for now-casting volatility series
Breitung, Jörg
;
Hafner, Christian M.
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1247-1255
Persistent link: https://www.econbiz.de/10011622143
Saved in:
9
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
Saved in:
10
Statistics of financial markets : an introduction
Franke, Jürgen
;
Härdle, Wolfgang
;
Hafner, Christian M.
-
2015
-
4. ed.
Persistent link: https://www.econbiz.de/10010485660
Saved in:
1
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