//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"CORE discussion papers : DP"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Temporal aggregation of multiv...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
9
ARCH-Modell
9
Estimation theory
9
Schätztheorie
9
Volatility
7
Volatilität
7
Theorie
4
Theory
4
Arts
3
Correlation
3
Korrelation
3
Kunst
3
Multivariate Analyse
3
Multivariate analysis
3
Portfolio selection
3
Portfolio-Management
3
Stochastic process
3
Stochastischer Prozess
3
ARMA model
2
ARMA-Modell
2
Art trade
2
Capital income
2
EGARCH
2
Estimation
2
Hedonic price index
2
Hedonischer Preisindex
2
Kapitaleinkommen
2
Kunsthandel
2
Linear algebra
2
Lineare Algebra
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Modellierung
2
Preisindex
2
Price index
2
Schätzung
2
Scientific modelling
2
Time series analysis
2
Zeitreihenanalyse
2
correlation
2
more ...
less ...
Online availability
All
Free
21
Type of publication
All
Book / Working Paper
21
Type of publication (narrower categories)
All
Arbeitspapier
21
Graue Literatur
21
Non-commercial literature
21
Working Paper
21
Language
All
English
21
Author
All
Hafner, Christian M.
21
Preminger, Arie
4
Bauwens, Luc
2
Bocart, Fabian
2
Breitung, Jörg
2
Linton, Oliver
2
Bocart, Fabian Y. R. P.
1
Bocart, Fabian Y.R.P.
1
Gao, Zhengyuan
1
Ghysels, Eric
1
Herwartz, Helmut
1
Kasperskaya, Yulia
1
Kyriakopoulou, Dimitra
1
Laurent, Sébastien
1
Manner, Hans
1
Maxand, Simone
1
Pierret, Diane
1
Rombouts, Jeroen V. K.
1
Sagarra, Marti
1
Simar, Léopold
1
Tang, Haihan
1
Violante, Francesco
1
Wang, Linqi
1
more ...
less ...
Published in...
All
CORE discussion papers : DP
Econometric Institute Research Papers
842
Erasmus University of Rotterdam - Institute for Economic Research
58
Econometric Institute research papers
11
Discussion papers of interdisciplinary research project 373
7
CORE discussion paper : DP
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
SFB 649 discussion paper
6
Econometric theory
5
Journal of econometrics
5
Universitext
5
Discussion paper / Tinbergen Institute
4
Economics letters
4
Econometric reviews
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of risk and financial management : JRFM
3
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
Documentos de Trabajo del ICAE
2
Econometrics : open access journal
2
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
2
Journal of applied econometrics
2
The econometrics journal
2
Working paper
2
Working papers series in theoretical and applied economics
2
African development review
1
Annales d'économie et de statistique
1
Annals of financial economics
1
Applied financial economics
1
CREATES research paper
1
Cambridge-INET working papers
1
Contributions to economics
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Discussion papers / UCL, Département des Sciences Economiques
1
Econometric analysis of financial and economic time series ; part a
1
Econometrics papers
1
Economics working paper
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finance : revue de l'Association Française de Finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multivariate mixed normal conditional heteroskedasticity
Bauwens, Luc
(
contributor
);
Hafner, Christian M.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003326703
Saved in:
2
Deciding between GARCH and stochastic volatility via strong decision rules
Preminger, Arie
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003329726
Saved in:
3
Asymptotic theory for a factor GARCH model
Hafner, Christian M.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003375885
Saved in:
4
Multivariate volatility modeling of electricity futures
Bauwens, Luc
;
Hafner, Christian M.
;
Pierret, Diane
-
2011
Persistent link: https://www.econbiz.de/10009161059
Saved in:
5
The “wrong skewness” problem in stochastic frontier models : a new approach
Hafner, Christian M.
;
Manner, Hans
;
Simar, Léopold
-
2015
Persistent link: https://www.econbiz.de/10011289979
Saved in:
6
A note on the Tobit model in the presence of a duration variable
Hafner, Christian M.
;
Preminger, Arie
-
2014
Persistent link: https://www.econbiz.de/10010385188
Saved in:
7
Fair re-valuation of wine as an investment
Bocart, Fabian
;
Hafner, Christian M.
-
2013
Persistent link: https://www.econbiz.de/10010203321
Saved in:
8
An almost closed form estimator for the EGARCH model
Hafner, Christian M.
;
Linton, Oliver
-
2013
Persistent link: https://www.econbiz.de/10010203383
Saved in:
9
A simple model for now-casting volatility series
Breitung, Jörg
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010484185
Saved in:
10
Econometric analysis of volatile art markets
Bocart, Fabian Y. R. P.
;
Hafner, Christian M.
-
2011
Persistent link: https://www.econbiz.de/10009390382
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->