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~institution:"Econometrisch Instituut <Rotterdam>"
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Hafner, Christian M.
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Econometrisch Instituut <Rotterdam>
National Bureau of Economic Research
1,800
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773
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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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:
2
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:
3
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:
4
Simple approximations for option pricing under mean reversion and stochastic
volatility
Hafner, Christian M.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784022
Saved in:
5
Valuing euro rating-triggered step-up telecom bonds
Houweling, Patrick
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001903804
Saved in:
6
Temporal aggregation of multivariate GARCH processes
Hafner, Christian M.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002186310
Saved in:
7
Testing for vector autoregressive dynamics under heteroskedasticity
Hafner, Christian M.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001701901
Saved in:
8
Testing for causality in variance using multivariate GARCH model
Hafner, Christian M.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002056023
Saved in:
9
Semiparametric multivariate
volatility
models
Hafner, Christian M.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002056036
Saved in:
10
Pricing default swaps : empirical evidence
Houweling, Patrick
(
contributor
);
Vorst, Ton
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001903819
Saved in:
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