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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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Multivariate mixed normal conditional heteroskedasticity
Bauwens, Luc (contributor); Hafner, Christian M. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003326703
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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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Multivariate mixed normal conditional heteroskedasticity
Bauwens, Luc (contributor); Hafner, Christian M. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003297179
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Estimating autocorrelations in the presence of deterministic trends
Wang, Shin-huei; Hafner, Christian M. - 2008
Persistent link: https://www.econbiz.de/10003817060
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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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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
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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
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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