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~isPartOf:"Economics letters"
~person:"Hafner, Christian M."
~person:"Nielsen, Morten Ørregaard"
~subject:"Time series analysis"
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Hafner, Christian M.
Nielsen, Morten Ørregaard
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An ARCH model without intercept
Hafner, Christian M.
;
Preminger, Arie
- In:
Economics letters
129
(
2015
),
pp. 13-17
Persistent link: https://www.econbiz.de/10011421858
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Asymmetric volatility impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Economics letters
222
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014232851
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