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Testing for causality in variance using multivariate GARCH model
Hafner, Christian M. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002056023
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Testing for vector autoregressive dynamics under heteroskedasticity
Hafner, Christian M. (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001701901
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Analytical quasi maximum likelihood inference in multivariate volatility models
Hafner, Christian M. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784026
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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
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Temporal aggregation of multivariate GARCH processes
Hafner, Christian M. (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002186310
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A one line derivation of EGARCH
McAleer, Michael; Hafner, Christian M. - 2014
Persistent link: https://www.econbiz.de/10010438068
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Semiparametric multivariate volatility models
Hafner, Christian M. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002056036
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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
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Estimation of temporally aggregated multivariate GARCH models
Hafner, Christian M. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002186338
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Semi-parametric modelling of correlation dynamics
Hafner, Christian M. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003010850