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