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~institution:"Econometrisch Instituut <Rotterdam>"
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Semiparametric multivarite vol...
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ARCH model
7
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Hafner, Christian M.
6
Herwartz, Helmut
3
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2
Groenen, Patrick J. F.
2
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2
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1
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Econometrisch Instituut <Rotterdam>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
25
National Bureau of Economic Research
24
Ekonomiska forskningsinstitutet <Stockholm>
15
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
13
Centre for Analytical Finance <Århus>
10
International Monetary Fund (IMF)
8
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7
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6
Springer-Verlag GmbH
5
Tilburg University, Center for Economic Research
5
Center for Economic Research <Tilburg>
4
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4
Springer Fachmedien Wiesbaden
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Department of Agricultural and Resource Economics, University of California-Berkeley
3
Department of Economics and Business, Universitat Pompeu Fabra
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
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3
Institut für Schweizerisches Bankwesen <Zürich>
3
London School of Economics and Political Science
3
National Institute of Economic and Social Research
3
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Sociedade Brasileira de Economia e Sociologia Rural - SOBER
3
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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3
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Centro de Desenvolvimento e Planejamento Regional (Cedeplar), Universidade Federal de Minas Gerais
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Temporal aggregation of multivariate GARCH processes
Hafner, Christian M.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002186310
Saved in:
2
Analytical quasi maximum likelihood inference in multivariate volatility models
Hafner, Christian M.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784026
Saved in:
3
Semiparametric multivariate volatility models
Hafner, Christian M.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002056036
Saved in:
4
Inverse correspondence analysis
Groenen, Patrick J. F.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001702552
Saved in:
5
Multidimensional scaling
Groenen, Patrick J. F.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002055664
Saved in:
6
Common large innovations across nonlinear time series
Paap, Richard
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001678726
Saved in:
7
Testing for changes in volatility in heteroskedastic time series - a further examination
Pooter, Michiel de
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002239756
Saved in:
8
Testing for vector autoregressive dynamics under heteroskedasticity
Hafner, Christian M.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001701901
Saved in:
9
A generalized dynamic conditional correlation model for many asset returns
Hafner, Christian M.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783910
Saved in:
10
Testing for causality in variance using multivariate GARCH model
Hafner, Christian M.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002056023
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