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~person:"Hafner, Christian M."
~subject:"Aktienmarkt"
~subject:"Oil price"
~subject:"Schätztheorie"
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Search: subject_exact:"GARCH model"
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Aktienmarkt
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Schätztheorie
ARCH model
59
ARCH-Modell
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30
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23
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Hafner, Christian M.
Ma, Feng
58
McAleer, Michael
38
Gupta, Rangan
34
Zhang, Yaojie
30
Chang, Chia-Lin
27
Francq, Christian
27
Bouri, Elie
26
Engle, Robert F.
25
Kumar, Dilip
24
Zakoïan, Jean-Michel
23
Wang, Yudong
21
Liang, Chao
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Teräsvirta, Timo
19
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Wei, Yu
18
Hammoudeh, Shawkat
17
Nguyen, Duc Khuong
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Rahbek, Anders
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Yoon, Seong-min
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Ji, Qiang
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Mensi, Walid
15
Sheppard, Kevin
15
Ardia, David
14
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McMillan, David G.
14
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13
Filis, George
13
Salisu, Afees A.
13
Xuan Vinh Vo
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Audrino, Francesco
12
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12
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12
Guesmi, Khaled
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Manera, Matteo
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11
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ECONIS (ZBW)
16
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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
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:
3
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:
4
Weak diffusion limits of dynamic conditional correlation models
Hafner, Christian M.
;
Laurent, Sébastien
;
Violante, …
-
2016
Persistent link: https://www.econbiz.de/10011589493
Saved in:
5
On asymptotic theory for ARCH models
Hafner, Christian M.
;
Preminger, Arie
-
2016
Persistent link: https://www.econbiz.de/10011893997
Saved in:
6
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:
7
Efficient estimation of a multivariate multiplicative volatility model
Hafner, Christian M.
;
Linton, Oliver
-
2009
Persistent link: https://www.econbiz.de/10003942464
Saved in:
8
Deciding between GARCH and stochastic volatility via strong decision rules
Preminger, Arie
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003329726
Saved in:
9
Asymptotic theory for a factor GARCH model
Hafner, Christian M.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003375885
Saved in:
10
Semi-parametric modelling of correlation dynamics
Hafner, Christian M.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003010850
Saved in:
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