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Dijk, Dick van; Munandar, Haris; Hafner, Christian M. - 2006

the framework of dynamic conditional correlation (DCC) models, we find that such breaks occurred both at the time the …

Persistent link: https://www.econbiz.de/10011343243

Hafner, Christian M.; Laurent, Sébastien; Violante, … - 2015

Persistent link: https://www.econbiz.de/10010464687

Hafner, Christian M. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001783910

Hafner, Christian M.; Laurent, Sébastien; Violante, … - In: Econometric theory 33 (2017) 3, pp. 691-716

Persistent link: https://www.econbiz.de/10011810186

Hafner, Christian M.; Herwartz, Helmut - In: Finance research letters 57 (2023), pp. 1-6

Persistent link: https://www.econbiz.de/10014513333

Hafner, Christian M.; Herwartz, Helmut - In: Economics letters 222 (2023), pp. 1-6

Persistent link: https://www.econbiz.de/10014232851

Hafner, Christian M.; Preminger, Arie - In: Economics letters 129 (2015), pp. 13-17

Persistent link: https://www.econbiz.de/10011421858

McAleer, Michael; Hafner, Christian M. - 2014

effects of equal magnitude, EGARCH can also accommodate leverage, which is the negative correlation between returns shocks and …

Persistent link: https://www.econbiz.de/10010362978

McAleer, Michael; Hafner, Christian M. - 2014

Persistent link: https://www.econbiz.de/10010438068

McAleer, Michael; Hafner, Christian M. - 2014

Persistent link: https://www.econbiz.de/10010410204