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  • Search: person:"Hafner, Christian M."
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Year of publication
Subject
All
Theorie 72 Theory 69 ARCH-Modell 64 ARCH model 60 Volatility 53 Volatilität 48 Zeitreihenanalyse 43 Schätztheorie 42 Time series analysis 42 Estimation theory 41 Schätzung 31 Estimation 28 Multivariate Analyse 22 Stochastic process 21 Stochastischer Prozess 21 Multivariate analysis 20 Correlation 18 Korrelation 18 Option pricing theory 15 Optionspreistheorie 15 GARCH 14 Börsenkurs 13 Portfolio-Management 13 Share price 13 Varianzanalyse 13 Wechselkurs 13 Analysis of variance 12 Exchange rate 12 Portfolio selection 12 Financial Engineering 11 Finanzmathematik 11 Capital income 10 Deutschland 10 Germany 10 Kapitaleinkommen 10 Nichtparametrisches Verfahren 10 Statistical theory 10 Statistische Methodenlehre 10 Statistischer Test 10 Nonparametric statistics 9
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Online availability
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Free 141 Undetermined 46
Type of publication
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Book / Working Paper 157 Article 111
Type of publication (narrower categories)
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Working Paper 96 Arbeitspapier 74 Graue Literatur 69 Non-commercial literature 69 Article in journal 50 Aufsatz in Zeitschrift 50 Lehrbuch 8 Article 7 Textbook 7 Aufsatz im Buch 5 Book section 5 Bibliografie enthalten 3 Bibliography included 3 Report 3 Collection of articles of several authors 2 Sammelwerk 2 Aufsatzsammlung 1 Einführung 1 Elektronischer Datenträger 1 Handbook 1 Handbuch 1 Hochschulschrift 1 Thesis 1
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Language
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English 182 Undetermined 79 German 7
Author
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Hafner, Christian M. 256 Herwartz, Helmut 44 Härdle, Wolfgang 22 Linton, Oliver 16 Bocart, Fabian Y. R. P. 14 McAleer, Michael 14 Preminger, Arie 14 Bauwens, Luc 11 Franke, Jürgen 11 Rombouts, Jeroen V. K. 10 HAFNER, Christian M. 9 Pierret, Diane 8 Dijk, Dick van 7 Manner, Hans 7 Tang, Haihan 7 Munandar, Haris 6 El Mehdi, Rachida 5 Liu, Guannan 5 Yang, Bingduo 5 Bertrand, Aurélie 4 Bocart, Fabian Y.R.P. 4 Breitung, Jörg 4 Feldmann, David 4 Franses, Philip Hans 4 Laurent, Sébastien 4 Lepskii, Oleg V. 4 Violante, Francesco 4 Wang, Linqi 4 Cai, Zongwu 3 Gao, Zhengyuan 3 Ghysels, Eric 3 Hoffmann, Marc 3 Kyriakopoulou, Dimitra 3 Motta, Giovanni 3 PREMINGER, Arie 3 BAUWENS, Luc 2 Bocart, Fabian 2 Chen, Yi-Hsuan 2 Cybakov, Aleksandr B. 2 HAFNER, CHRISTIAN M. 2
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Institution
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 9 Econometrisch Instituut <Rotterdam> 8 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 8 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 7 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 5 Tinbergen Instituut 3 Department of Economics and Finance, College of Business and Economics 2 Econometric Society 2 Economics Department, Ben Gurion University of the Negev 2 HAL 2 Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin 1 Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre 1 Graduate School of Business and Economics (GSBE), School of Business and Economics 1 Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel 1 Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization 1 School of Economics and Management, University of Aarhus 1 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 1 Tinbergen Institute 1
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Published in...
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CORE discussion papers : DP 21 Econometric Institute research papers 11 Econometric theory 8 CORE discussion paper : DP 7 Discussion papers of interdisciplinary research project 373 7 Journal of econometrics 7 SFB 373 Discussion Paper 7 SFB 373 Discussion Papers 7 Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse 6 SFB 649 discussion paper 6 CORE Discussion Papers 5 Economics letters 5 Journal of applied econometrics 5 SFB 649 Discussion Paper 5 SFB 649 Discussion Papers 5 Universitext 5 CORE Discussion Papers RP 4 Discussion paper / Tinbergen Institute 4 Journal of Applied Econometrics 4 Tinbergen Institute Discussion Papers 4 Computational Statistics & Data Analysis 3 Econometric Theory 3 Econometrics 3 Economics Letters 3 IRTG 1792 Discussion Paper 3 International Econometric Review (IER) 3 Journal of Risk and Financial Management 3 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 3 Journal of risk and financial management : JRFM 3 Tinbergen Institute Discussion Paper 3 African Development Review 2 Annales d'économie et de statistique 2 CEMMAP working papers / Centre for Microdata Methods and Practice 2 Cambridge working papers in economics 2 Discussion paper / Institut de Statistique, Biostatistique et Sciences Actuarielles (ISBA) 2 Econometric reviews 2 Econometrics : open access journal 2 Econometrics Journal 2 Finance : revue de l'Association Française de Finance 2 Finance and stochastics 2
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Source
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ECONIS (ZBW) 144 RePEc 72 EconStor 30 OLC EcoSci 15 BASE 3 USB Cologne (EcoSocSci) 3 Other ZBW resources 1
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Showing 1 - 10 of 268
Cover Image
Asymmetric models for realized covariances
Bauwens, Luc; Dzuverovic, Emilija; Hafner, Christian M. - 2024
Persistent link: https://www.econbiz.de/10015072281
Saved in:
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Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.; Linton, Oliver; Wang, Linqi - 2022
Persistent link: https://www.econbiz.de/10013263369
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Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.; Linton, Oliver; Wang, Linqi - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 2, pp. 774-785
Persistent link: https://www.econbiz.de/10015053465
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Panel stochastic frontier analysis with dependent error terms
El Mehdi, Rachida; Hafner, Christian M. - In: International Econometric Review (IER) 13 (2021) 2, pp. 24-40
In presence of panel data, technical efficiency is used to compare the performances of Decision-Making Units (DMUs). The novelty of this paper is the consideration of the dependence between the two error terms in the case of panel data and the introduction of time effect models in the Stochastic...
Persistent link: https://www.econbiz.de/10014518980
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Time-varying mixture copula models with copula selection
Yang, Bingduo; Cai, Zongwu; Hafner, Christian M.; Liu, … - 2021
Persistent link: https://www.econbiz.de/10012602628
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Cover Image
Panel stochastic frontier analysis with dependent error terms
El Mehdi, Rachida; Hafner, Christian M. - In: International econometric review 13 (2021) 2, pp. 24-40
In presence of panel data, technical efficiency is used to compare the performances of Decision-Making Units (DMUs). The novelty of this paper is the consideration of the dependence between the two error terms in the case of panel data and the introduction of time effect models in the Stochastic...
Persistent link: https://www.econbiz.de/10012816131
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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
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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
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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
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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
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