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A generalized dynamic conditional correlation model : simulation and application to many assets
Hafner, Christian M.
;
Franses, Philip Hans
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 612-631
Persistent link: https://www.econbiz.de/10003881196
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2
The “wrong skewness” problem in stochastic frontier models : a new approach
Hafner, Christian
;
Manner, Hans
;
Simar, Léopold
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 380-400
Persistent link: https://www.econbiz.de/10012039348
Saved in:
3
Reconciling negative return skewness with positive time-varying risk premia
Kyriakopoulou, Dimitra
;
Hafner, Christian M.
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 877-894
Persistent link: https://www.econbiz.de/10013364913
Saved in:
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