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Multivariate mixed normal conditional heteroskedasticity
Bauwens, Luc (contributor); Hafner, Christian M. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003326703
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Deciding between GARCH and stochastic volatility via strong decision rules
Preminger, Arie (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003329726
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Asymptotic theory for a factor GARCH model
Hafner, Christian M. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003375885
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Multivariate volatility modeling of electricity futures
Bauwens, Luc; Hafner, Christian M.; Pierret, Diane - 2011
Persistent link: https://www.econbiz.de/10009161059
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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
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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
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Fair re-valuation of wine as an investment
Bocart, Fabian; Hafner, Christian M. - 2013
Persistent link: https://www.econbiz.de/10010203321
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An almost closed form estimator for the EGARCH model
Hafner, Christian M.; Linton, Oliver - 2013
Persistent link: https://www.econbiz.de/10010203383
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A simple model for now-casting volatility series
Breitung, Jörg; Hafner, Christian M. - 2014
Persistent link: https://www.econbiz.de/10010484185
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Econometric analysis of volatile art markets
Bocart, Fabian Y. R. P.; Hafner, Christian M. - 2011
Persistent link: https://www.econbiz.de/10009390382