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Volatility of price indices for heterogeneous goods with applications to the fine art market
Bocart, Fabian Y. R.; Hafner, Christian M. - In: Journal of applied econometrics 30 (2015) 2, pp. 291-312
Persistent link: https://www.econbiz.de/10011327602
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Dynamic stochastic copula models : estimation, inference and applications
Hafner, Christian M.; Manner, Hans - In: Journal of applied econometrics 27 (2012) 2, pp. 269-295
Persistent link: https://www.econbiz.de/10009618639
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Multivariate volatility modeling of electricity futures
Bauwens, Luc; Hafner, Christian M.; Pierret, Diane - In: Journal of applied econometrics 28 (2013) 5, pp. 743-761
Persistent link: https://www.econbiz.de/10010351104
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MULTIVARIATE VOLATILITY MODELING OF ELECTRICITY FUTURES
bauwens, Luc; Hafner, Christian M.; Pierret, Diane - In: Journal of applied econometrics 28 (2013) 5, pp. 743-761
Persistent link: https://www.econbiz.de/10010158170
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Dynamic stochastic copula models: estimation, inference and applications
Hafner, Christian M.; Manner, Hans - In: Journal of applied econometrics 27 (2012) 2, pp. 269-296
Persistent link: https://www.econbiz.de/10009833154
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Modelling hospital admission and length of stay by means of generalised count data models
Herwartz, Helmut; Klein, Nadja; Strumann, Christoph - In: Journal of applied econometrics 31 (2016) 6, pp. 1159-1182
Persistent link: https://www.econbiz.de/10011686346
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Statistical identification in panel structural vector autoregressive models based on independence criteria
Herwartz, Helmut; Wang, Shu - In: Journal of applied econometrics 39 (2024) 4, pp. 620-639
Persistent link: https://www.econbiz.de/10014562838