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Temporal aggregation of multiv...
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CORE discussion paper : DP
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Estimating autocorrelations in the presence of deterministic trends
Wang, Shin-huei
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Hafner, Christian M.
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2008
Persistent link: https://www.econbiz.de/10003817060
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2
Volatility impulse response functions for multivariate GARCH models
Hafner, Christian M.
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Herwartz, Helmut
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2001
Persistent link: https://www.econbiz.de/10001640371
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3
Fourth moments of multivariate GARCH processes
Hafner, Christian M.
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2001
Persistent link: https://www.econbiz.de/10001640452
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4
Semiparametric multivariate GARCH models
Hafner, Christian M.
;
Rombouts, Jeroen V. K.
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2003
Persistent link: https://www.econbiz.de/10001790716
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Estimation of temporally aggregated multivariate GARCH models
Hafner, Christian M.
;
Rombouts, Jeroen V. K.
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2003
Persistent link: https://www.econbiz.de/10001876196
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6
Discrete time option pricing with flexible volatility estimation
Härdle, Wolfgang
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1997
Persistent link: https://www.econbiz.de/10000971105
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