Browsing All of EconStor by Author Hafner, Christian M.

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Year of Publication	Title	Author(s)
1997	Discrete time option pricing with flexible volatility estimation	Härdle, Wolfgang; Hafner, Christian M.
1998	Flexible stochastic volatility structures for high frequency financial data	Feldmann, David; Härdle, Wolfgang Karl; Hafner, Christian M.; Hoffmann, Marc; Lepskii, Oleg V.; Tsybakov, Alexandre B.
1998	Testing for linear autoregressive dynamics under heteroskedasticity	Hafner, Christian M.; Herwartz, Helmut
1999	Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis	Hafner, Christian M.; Herwartz, Helmut
1999	Time-varying market price of risk in the CAPM: Approaches, empirical evidence and implications	Hafner, Christian M.; Herwartz, Helmut
2000	Fourth moments of multivariate GARCH processes	Hafner, Christian M.
2002	Testing for vector autoregressive dynamics under heteroskedasticity	Hafner, Christian M.; Herwartz, Helmut
2004	Testing for Causality in Variance using Multivariate GARCH Models	Hafner, Christian M.; Herwartz, Helmut
2004	Semiparametric multivariate volatility models	Rombouts, Jeroen V. K.; Hafner, Christian M.
2005	The Euro Introduction and Non-Euro Currencies	van Dijk, Dick; Munandar, Haris; Hafner, Christian M.
2009	Information Spillover, Volatility and the Currency Markets for the Binary Choice Model	Omrane, Walid Ben; Hafner, Christian M.
2011	Econometric analysis of volatile art markets	Bocart, Fabian Y. R. P.; Hafner, Christian M.
2011	On heterogeneous latent class models with applications to the analysis of rating scores	Bertrand, Aurélie; Hafner, Christian M.
2011	Multivariate volatility modeling of electricity futures	Bauwens, Luc; Hafner, Christian M.; Pierret, Diane
2012	Volatility of price indices for heterogeneous goods	Bocart, Fabian Y. R. P.; Hafner, Christian M.
2013	Fair re-valuation of wine as an investment	Bocart, Fabian Y. R. P.; Hafner, Christian M.
2014	A One Line Derivation of EGARCH	McAleer, Michael; Hafner, Christian M.
2014	A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process	Hafner, Christian M.; McAleer, Michael
2014	A one line derivation of EGARCH	McAleer, Michael; Hafner, Christian M.
2016	Estimation of a multiplicative covariance structure in the large dimensional case	Hafner, Christian M.; Linton, Oliver Bruce; Tang, Haihan

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