//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"olc"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Durations, Volume and the Pred...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Ökonometrie
3
Wirtschaftswissenschaft
2
Spieltheorie
1
Statistische Methodenlehre
1
Theorie
1
Welt
1
Wirtschaftstheorie
1
more ...
less ...
Type of publication
All
Article
15
Journal
3
Type of publication (narrower categories)
All
Graue Literatur
2
Non-commercial literature
2
Language
All
Undetermined
14
English
4
Author
All
Hafner, Christian M.
15
Herwartz, Helmut
5
Boer, Paul M.C.
1
Härdle, Wolfgang
1
Linton, Oliver
1
Linton, Oliver B.
1
Manner, Hans
1
Motta, Giovanni
1
Pierret, Diane
1
Preminger, Arie
1
Rombouts, Jeroen V.K.
1
bauwens, Luc
1
von Sachs, Rainer
1
more ...
less ...
Institution
All
Econometric Society
3
Society for Economic Theory
1
Published in...
All
Econometric theory
3
Journal of applied econometrics
2
Journal of econometrics
2
Annales d'économie et de statistique
1
Economics letters
1
Finance : revue de l'Association Française de Finance
1
Finance and stochastics
1
Journal of empirical finance
1
Journal of international money and finance
1
Journal of the American Statistical Association : JASA
1
Statistica Neerlandica : journal of the Netherlands Society for Statistics and Operations Research
1
more ...
less ...
Source
All
OLC EcoSci
RePEc
2,098
ECONIS (ZBW)
209
EconStor
30
USB Cologne (EcoSocSci)
11
BASE
3
Other ZBW resources
1
more ...
less ...
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility impulse responses for multivariate GARCH models: An exchange rate illustration
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of international money and finance
25
(
2006
)
5
,
pp. 719-740
Persistent link: https://www.econbiz.de/10007278378
Saved in:
2
Theory and Methods - Comment - Quantile Autoregression
Hafner, Christian M.
;
Linton, Oliver B.
- In:
Journal of the American Statistical Association : JASA
101
(
2006
)
475
,
pp. 998-1000
Persistent link: https://www.econbiz.de/10007292903
Saved in:
3
A Lagrange multiplier test for causality in variance
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Economics letters
93
(
2006
)
1
,
pp. 137-141
Persistent link: https://www.econbiz.de/10007298237
Saved in:
4
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:
5
Efficient estimation of a multivariate multiplicative volatility model
Hafner, Christian M.
;
Linton, Oliver
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 55-74
Persistent link: https://www.econbiz.de/10008455136
Saved in:
6
Discrete time option pricing with flexible volatility estimation
Härdle, Wolfgang
;
Hafner, Christian M.
- In:
Finance and stochastics
4
(
2000
)
2
,
pp. 189-208
Persistent link: https://www.econbiz.de/10008217582
Saved in:
7
Temporal aggregation of multivariate GARCH processes
Hafner, Christian M.
- In:
Journal of econometrics
142
(
2008
)
1
,
pp. 467-483
Persistent link: https://www.econbiz.de/10007894501
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
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
Saved in:
10
Time-varying market price of risk in the CAPM : approaches, empirical evidence and implications
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Finance : revue de l'Association Française de Finance
19
(
1998
)
2
,
pp. 93-112
Persistent link: https://www.econbiz.de/10009918830
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->