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Temporal aggregation of multiv...
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Theorie
65
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65
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60
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60
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45
Volatilität
42
Estimation theory
41
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41
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39
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39
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29
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28
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25
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21
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20
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20
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18
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economic models
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eigenfactor
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leverage
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article influence
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simulation
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53
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135
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5
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Franses, Philip Hans
169
Hafner, Christian M.
139
McAleer, Michael
138
Dekker, Rommert
76
Chang, Chia-Lin
61
Frenk, Frenk, J.B.G.
54
van Dijk, Herman K.
48
van Dijk, Dick
46
Paap, Richard
40
Groenen, Patrick
32
Zhang, Zhang, S.
32
Wagelmans, Wagelmans, A.P.M.
31
Huisman, Dennis
27
Heij, Heij, C.
26
Herwartz, Helmut
24
Mulder, Mulder, H.M.
24
Knapp, Knapp, S.
21
Teunter, Teunter, R.H.
17
Bijwaard, Govert
16
Härdle, Wolfgang
16
Koning, Koning, A.J.
16
Brinkhuis, Brinkhuis, J.
15
Kleibergen, Frank
15
Fok, Fok, D.
14
Legerstee, Legerstee, R.
14
Piersma, N.
14
de Boer, P.M.C.
14
Birbil, Birbil, S.I.
13
Bauwens, Luc
12
Hafner, Christian Matthias
12
Kleijn, M.J.
12
Sturm, J.F.
12
van de Velden, van de Velden, M.
12
Bazsa-Oldenkamp, E.M.
11
Berkelaar, Berkelaar, A.B.
11
Kaashoek, Kaashoek, J.F.
11
Kroon, Kroon, L.G.
11
Linton, Oliver
11
den Iseger, P.
11
Caporin, Massimiliano
10
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Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
900
Econometrisch Instituut <Rotterdam>
8
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
8
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
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Econometric Institute Research Papers
842
Erasmus University of Rotterdam - Institute for Economic Research
58
CORE discussion papers : DP
21
Econometric Institute research papers
11
Discussion papers of interdisciplinary research project 373
7
CORE discussion paper : DP
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
SFB 649 discussion paper
6
Econometric theory
5
Journal of econometrics
5
Universitext
5
Discussion paper / Tinbergen Institute
4
Economics letters
4
Econometric reviews
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of risk and financial management : JRFM
3
CEMMAP working papers / Centre for Microdata Methods and Practice
2
Cambridge working papers in economics
2
Discussion paper / Institut de Statistique, Biostatistique et Sciences Actuarielles (ISBA)
2
Documentos de Trabajo del ICAE
2
Econometrics : open access journal
2
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
2
Journal of applied econometrics
2
The econometrics journal
2
Working paper
2
Working papers series in theoretical and applied economics
2
African development review
1
Annales d'économie et de statistique
1
Annals of financial economics
1
Applied financial economics
1
CREATES research paper
1
Cambridge-INET working papers
1
Contributions to economics
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Discussion papers / UCL, Département des Sciences Economiques
1
Econometric analysis of financial and economic time series ; part a
1
Econometrics papers
1
Economics working paper
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finance : revue de l'Association Française de Finance
1
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RePEc
902
ECONIS (ZBW)
140
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131
A simple model for now-casting volatility series
Breitung, Jörg
;
Hafner, Christian M.
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1247-1255
Persistent link: https://www.econbiz.de/10011622143
Saved in:
132
Testing for bubbles in cryptocurrencies with timevarying volatility
Hafner, Christian M.
-
2018
Persistent link: https://www.econbiz.de/10011993271
Saved in:
133
Identification of structural multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
;
Maxand, Simone
-
2018
Persistent link: https://www.econbiz.de/10011993276
Saved in:
134
Monthly art market returns
Bocart, Fabian Y.R.P.
;
Ghysels, Eric
;
Hafner, Christian M.
-
2018
Persistent link: https://www.econbiz.de/10011993450
Saved in:
135
An augmented Taylor rule for the Federal Reserve's response to asset prices
Hafner, Christian M.
;
Lauwers, Alexandre R.
- In:
International journal of computational economics and …
7
(
2017
)
1/2
,
pp. 115-151
Persistent link: https://www.econbiz.de/10011713552
Saved in:
136
Correlation impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Finance research letters
57
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014513333
Saved in:
137
Asymmetric volatility impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Economics letters
222
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014232851
Saved in:
138
Analysis of cryptocurrency connectedness based on network to transaction volume ratios
Hafner, Christian M.
;
Majeri, Sabrine
- In:
Digital finance : smart data analytics, investment …
4
(
2022
)
2/3
,
pp. 187-216
Persistent link: https://www.econbiz.de/10013429357
Saved in:
139
Reconciling negative return skewness with positive time-varying risk premia
Kyriakopoulou, Dimitra
;
Hafner, Christian M.
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 877-894
Persistent link: https://www.econbiz.de/10013364913
Saved in:
140
Identification of structural multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
;
Maxand, Simone
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 212-227
Persistent link: https://www.econbiz.de/10013441647
Saved in:
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