Christian M. Hafner

12 papers Journal 11
YearRankTypeTitle / Venue / Authors
2024 J jnl
BEKKs: An
J. Stat. Softw.
Markus J. Fülle, Alexander Lange, Christian M. Hafner, Helmut Herwartz
2014 J jnl
Erratum to "Inference in stochastic frontier analysis with dependent error terms" [Mathematics and Computers in Simulation 102C (2014) 131-143].
Math. Comput. Simul.
Rachida El Mehdi, Christian M. Hafner
2014 J jnl
Inference in stochastic frontier analysis with dependent error terms.
Math. Comput. Simul.
Rachida El Mehdi, Christian M. Hafner
2014 J jnl
On heterogeneous latent class models with applications to the analysis of rating scores.
Comput. Stat.
Aurélie M. E. Bertrand, Christian M. Hafner
2012 J jnl
Econometric analysis of volatile art markets.
Comput. Stat. Data Anal.
Fabian Y. R. P. Bocart, Christian M. Hafner
2012 J jnl
On the estimation of dynamic conditional correlation models.
Comput. Stat. Data Anal.
Christian M. Hafner, Olga Reznikova
2010 J jnl
Efficient estimation of a semiparametric dynamic copula model.
Comput. Stat. Data Anal.
Christian M. Hafner, Olga Reznikova
2009 — ch.
GARCH Modeling.
Encyclopedia of Complexity and Systems Science
Christian M. Hafner
2009 J jnl
On asymptotic theory for multivariate GARCH models.
J. Multivar. Anal.
Christian M. Hafner, Arie Preminger
2007 J jnl
Multivariate mixed normal conditional heteroskedasticity.
Comput. Stat. Data Anal.
Luc Bauwens, Christian M. Hafner, Jeroen V. K. Rombouts
2003 J jnl
Simple approximations for option pricing under mean reversion and stochastic volatility.
Comput. Stat.
Christian M. Hafner
2000 J jnl
Discrete time option pricing with flexible volatility estimation.
Finance Stochastics
Wolfgang K. Härdle, Christian M. Hafner