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The impact of acquisitions on new technology stocks : the Google-Motorola case
Gao, Renfei; Wang, Cindy S. H.; Hafner, Christian M. - In: Annals of financial economics 9 (2014) 2, pp. 1-23
Persistent link: https://www.econbiz.de/10010489121
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A one line derivation of EGARCH
McAleer, Michael; Hafner, Christian M. - 2014
Persistent link: https://www.econbiz.de/10010438068
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A simple model for now-casting volatility series
Breitung, Jörg; Hafner, Christian M. - 2014
Persistent link: https://www.econbiz.de/10010484185
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A one line derivation of DCC : application of a vector random coefficient moving average process
Hafner, Christian M.; McAleer, Michael - 2014
Persistent link: https://www.econbiz.de/10010410197
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A one line derivation of EGARCH
McAleer, Michael; Hafner, Christian M. - 2014
Persistent link: https://www.econbiz.de/10010410204
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Econometric analysis of volatile art markets
Bocart, Fabian Y. R. P.; Hafner, Christian M. - 2011
Persistent link: https://www.econbiz.de/10009390382
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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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Fair revaluation of wine as an investment
Bocart, Fabian Y. R. P.; Hafner, Christian M. - In: Journal of wine economics 10 (2015) 2, pp. 190-203
Persistent link: https://www.econbiz.de/10011403120
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Weak diffusion limits of dynamic conditional correlation models
Hafner, Christian M.; Laurent, Sébastien; Violante, … - 2015
Persistent link: https://www.econbiz.de/10010464687
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A one line derivation of EGARCH
McAleer, Michael; Hafner, Christian M. - In: Econometrics : open access journal 2 (2014) 2, pp. 92-97
One of the most popular univariate asymmetric conditional volatility models is the exponential GARCH (or EGARCH) specification. In addition to asymmetry, which captures the different effects on conditional volatility of positive and negative effects of equal magnitude, EGARCH can also...
Persistent link: https://www.econbiz.de/10010392823