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Herwartz, Helmut
527
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272
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30
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29
Theilen, Bernd
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Bernoth, Kerstin
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9
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9
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9
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
55
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
24
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19
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1
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SFB 373 Discussion Papers
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Economics Working Papers / Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
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Journal of econometrics
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Journal of international money and finance
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SFB 649 Discussion Papers
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International journal of forecasting
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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cege Discussion Papers
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Econometric theory
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Journal of applied econometrics
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CORE discussion paper : DP
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Journal of International Money and Finance
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Econometric reviews
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Economics Letters
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International Journal of Forecasting
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Sonderforschungsbereich 649: Ökonomisches Risiko - Diskussionspapiere
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Statistica Neerlandica : journal of the Netherlands Society for Statistics and Operations Research
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91
Asymptotic theory for a factor GARCH model
Hafner, Christian M.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003375885
Saved in:
92
Multivariate mixed normal conditional heteroskedasticity
Bauwens, Luc
(
contributor
);
Hafner, Christian M.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003326703
Saved in:
93
Deciding between GARCH and stochastic volatility via strong decision rules
Preminger, Arie
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003329726
Saved in:
94
Semi-parametric modelling of correlation dynamics
Hafner, Christian M.
;
Dijk, Dick van
;
Franses, Philip Hans
-
2006
Persistent link: https://www.econbiz.de/10003331369
Saved in:
95
Multivariate mixed normal conditional heteroskedasticity
Bauwens, Luc
(
contributor
);
Hafner, Christian M.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003297179
Saved in:
96
Estimating autocorrelations in the presence of deterministic trends
Wang, Shin-huei
;
Hafner, Christian M.
-
2008
Persistent link: https://www.econbiz.de/10003817060
Saved in:
97
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
Saved in:
98
Semiparametric multivarite volatility models
Hafner, Christian M.
;
Rombouts, Jeroen V. K.
- In:
Econometric theory
23
(
2007
)
2
,
pp. 251-280
Persistent link: https://www.econbiz.de/10003429716
Saved in:
99
A generalized dynamic conditional correlation model : simulation and application to many assets
Hafner, Christian M.
;
Franses, Philip Hans
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 612-631
Persistent link: https://www.econbiz.de/10003881196
Saved in:
100
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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