User menu

Accès à distance ? S'identifier sur le proxy UCLouvain

Search

Displaying 1 - 25 of 140 results.

Pages

    • Journal article
    Multivariate mixed normal conditional heteroskedasticity
    Bauwens, Luc[UCL] Hafner, Christian[UCL] Rombouts, Jeroen[UCL] (2007) Computational Statistics & Data Analysis — Vol. 51, no. 7, p. 3551-3566 (Avril 2007)
    • Journal article
    Durations, volume and the prediction of financial returns in transaction time
    Hafner, Christian[UCL] (2005) Quantitative Finance — Vol. 5, no. 2, p. 145-152 (Avril 2005)
    • Journal article
    Discrete time option pricing with flexible volatility estimation
    Hardle, Wolfgang Hafner, Christian[UCL] (2000) Finance and Stochastics — Vol. 4, no. 2, p. 189-207 (Février 2000)
    • Journal article
    Analytical quasi maximum likelihood inference in multivariate volatility models
    Hafner, Christian[UCL] Herwartz, Helmut (2008) Metrika : international journal for theoretical and applied statistics — Vol. 67, no. 2, p. 219-239 (Mars 2008)
    • Journal article
    Dynamic score driven independent component analysis
    Hafner, Christian[UCL] Herwartz, Helmut (2023) Journal of Business and Economic Statistics — Vol. 41, no. 2, p. 298-308 (2023)
    • Journal article
    Time-Varying Mixture Copula Models with Copula Selection
    Yang, Bingduo Cai, Zongwu Hafner, Christian[UCL] Liu, Guannan (2022) Statistica Sinica — Vol. 32, p. 1049-1077 (2022)
    • Journal article
    Panel stochastic frontier analysis with dependent error terms
    El Mehdi, Rachida Hafner, Christian[UCL] (2021) International Econometric Review — Vol. 13, no.2, p. 24-40 (2021)
    • Journal article
    Testing for Bubbles in Cryptocurrencies with Time-Varying Volatility
    Hafner, Christian[UCL] (2020) Journal of Financial Econometrics — Vol. 18, no. 2, p. 233–249 (2020)
    • Journal article
    Looking Backward and Looking Forward
    Gao, Zhengyuan[UCL] Hafner, Christian[UCL] (2019) Econometrics — Vol. 7, no.2, p. article 27 (2019)
    • Journal article
    Semiparametric estimation and variable selection for single-index copula models
    Yang, Bingduo Hafner, Christian[UCL] Liu, Guannan Long, Wei (2021) Journal of Applied Econometrics — Vol. 36, no.7, p. 962-988 (2021)
    • Journal article
    Sentiment-Induced Bubbles in the Cryptocurrency Market
    Chen, Cathy Yi-Hsuan Hafner, Christian[UCL] (2019) Journal of Risk and Financial Management — Vol. 12, no. 2, p. 1-12 (2019)
    • Journal article
    Exponential-Type GARCH Models With Linear-in-Variance Risk Premium
    Hafner, Christian[UCL] Kyriakopoulou, Dimitra[UCL] (2021) Journal of Business & Economic Statistics — Vol. 39, no. 2, p. 589-603 (2021)
    • Journal article
    Monthly Art Market Returns
    Bocart, Fabian Ghysels, Eric Hafner, Christian[UCL] (2020) Journal of Risk and Financial Management — Vol. 13, no.5, p. 100 (2020)
    • Journal article
    Estimation of a multiplicative correlation structure in the large dimensional case
    Hafner, Christian[UCL] Linton, Oliver Tang, Haihan (2020) Journal of Econometrics — Vol. 217, no.2, p. 431-470 (2020)
    • Journal article
    Identification of structural multivariate GARCH models
    Hafner, Christian[UCL] Herwartz, Helmut Maxand, Simone (2020) Journal of Econometrics — (2020)
    • Journal article
    The Spread of the Covid-19 Pandemic in Time and Space
    Hafner, Christian[UCL] (2020) International Journal of Environmental Research and Public Health — Vol. 17, no.11, p. 3827 (2020)

Pages