Similar Search Results - EconBiz

A one line derivation of EGARCH

McAleer, Michael; Hafner, Christian M. - 2014

Persistent link: https://www.econbiz.de/10010438068

Fair re-valuation of wine as an investment

Bocart, Fabian Y. R. P.; Hafner, Christian M. - 2013

The prices of wine is a key topic for market participants interested in valuing their stock, including dealers, restaurants or consumers who may be interested in optimizing their purchases. As a closely related issue, re-valuation is the need to regularly update the value of a stock. This need...

Persistent link: https://www.econbiz.de/10009738259

Asymptotic theory for a factor GARCH model

Hafner, Christian M. (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003375885

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/10003380170

Multivariate mixed normal conditional heteroskedasticity

Bauwens, Luc (contributor); Hafner, Christian M. (contributor) - 2006

Persistent link: https://www.econbiz.de/10003326703

Deciding between GARCH and stochastic volatility via strong decision rules

Preminger, Arie (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003329726

Semi-parametric modelling of correlation dynamics

Hafner, Christian M.; Dijk, Dick van; Franses, Philip Hans - 2006

Persistent link: https://www.econbiz.de/10003331369

Multivariate mixed normal conditional heteroskedasticity

Bauwens, Luc (contributor); Hafner, Christian M. (contributor) - 2006

Persistent link: https://www.econbiz.de/10003297179

Estimating autocorrelations in the presence of deterministic trends

Wang, Shin-huei; Hafner, Christian M. - 2008

Persistent link: https://www.econbiz.de/10003817060

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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