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Detecting financial data dependence structure by averaging mixture copulas
Liu, Guannan
;
Long, Wei
;
Zhang, Xinyu
;
Li, Qi
- In:
Econometric theory
35
(
2019
)
4
,
pp. 777-815
Persistent link: https://www.econbiz.de/10012386828
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2
Asymptotic theory for a factor GARCH model
Hafner, Christian M.
;
Preminger, Arie
- In:
Econometric theory
25
(
2009
)
2
,
pp. 336-363
Persistent link: https://www.econbiz.de/10003818293
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3
Semiparametric multivarite volatility models
Hafner, Christian M.
;
Rombouts, Jeroen V. K.
- In:
Econometric theory
23
(
2007
)
2
,
pp. 251-280
Persistent link: https://www.econbiz.de/10003429716
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4
Locally stationary factor models : identification and nonparametric estimation
Motta, Giovanni
;
Hafner, Christian M.
;
Sachs, Rainer von
- In:
Econometric theory
27
(
2011
)
6
,
pp. 1279-1319
Persistent link: https://www.econbiz.de/10009489713
Saved in:
5
Weak diffusion limits of dynamic conditional correlation models
Hafner, Christian M.
;
Laurent, Sébastien
;
Violante, …
- In:
Econometric theory
33
(
2017
)
3
,
pp. 691-716
Persistent link: https://www.econbiz.de/10011810186
Saved in:
6
An almost closed form estimator for the EGARCH model
Hafner, Christian M.
;
Linton, Oliver
- In:
Econometric theory
33
(
2017
)
4
,
pp. 1013-1038
Persistent link: https://www.econbiz.de/10011810237
Saved in:
7
ASYMPTOTIC THEORY FOR A FACTOR GARCH MODEL
Hafner, Christian M.
;
Preminger, Arie
- In:
Econometric theory
25
(
2009
)
2
,
pp. 336-363
Persistent link: https://www.econbiz.de/10008211994
Saved in:
8
SEMIPARAMETRIC MULTIVARIATE VOLATILITY MODELS
Hafner, Christian M.
;
Rombouts, Jeroen V.K.
- In:
Econometric theory
23
(
2007
)
2
,
pp. 251-280
Persistent link: https://www.econbiz.de/10007614046
Saved in:
9
LOCALLY STATIONARY FACTOR MODELS: IDENTIFICATION AND NONPARAMETRIC ESTIMATION
Motta, Giovanni
;
Hafner, Christian M.
;
von Sachs, Rainer
- In:
Econometric theory
27
(
2011
)
6
,
pp. 1279-1320
Persistent link: https://www.econbiz.de/10009804265
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