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Deciding between GARCH and stochastic volatility via strong decision rules
Preminger, Arie (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003329726
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Semi-parametric modelling of correlation dynamics
Hafner, Christian M.; Dijk, Dick van; Franses, Philip Hans - 2006
Persistent link: https://www.econbiz.de/10003331369
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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/10003818293
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Asymptotic theory for a factor GARCH model
Hafner, Christian M. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003375885
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Efficient estimation of a multivariate multiplicative volatility model
Hafner, Christian M.; Linton, Oliver - In: Journal of econometrics 159 (2010) 1, pp. 55-73
Persistent link: https://www.econbiz.de/10008839940
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Efficient estimation of a multivariate multiplicative volatility model
Hafner, Christian M.; Linton, Oliver - 2009
Persistent link: https://www.econbiz.de/10003942464
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Locally stationary factor models : identification and nonparametric estimation
Motta, Giovanni; Hafner, Christian M.; Sachs, Rainer von - In: Econometric theory 27 (2011) 6, pp. 1279-1319
Persistent link: https://www.econbiz.de/10009489713
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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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The “wrong skewness” problem in stochastic frontier models : a new approach
Hafner, Christian M.; Manner, Hans; Simar, Léopold - 2015
Persistent link: https://www.econbiz.de/10011289979
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A note on the Tobit model in the presence of a duration variable
Hafner, Christian M.; Preminger, Arie - In: Economics letters 126 (2015), pp. 47-50
Persistent link: https://www.econbiz.de/10011376392