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Hafner, Christian M.
15
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5
Long, Wei
2
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1
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1
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1
Linton, Oliver B.
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Efficient estimation of partially linear varying coefficient models
Long, Wei
;
Ouyang, Min
;
Shang, Ying
- In:
Economics letters
121
(
2013
)
1
,
pp. 79-81
Persistent link: https://www.econbiz.de/10010171646
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2
Availability of systems with self-diagnostic components-applying Markov model to IEC 61508-6
Zhang, Tieling
;
Long, Wei
;
Sato, Yoshinobu
- In:
Reliability engineering & system safety
80
(
2003
)
2
,
pp. 133-142
Persistent link: https://www.econbiz.de/10006823181
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3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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