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Displaying 9 results.
    • Journal article
    A note on the Tobit model in the presence of a duration variable
    Hafner, Christian[UCL] Preminger, Arie (2015) Economics Letters — Vol. 126, p. 47-50 (2015)
    • Journal article
    An ARCH model without intercept
    Hafner, Christian[UCL] Preminger, Arie (2015) Economics Letters — Vol. 129, p. 13-17 (2015)
    • Journal article
    Fair Revaluation of Wine as an Investment
    Bocart, Fabian Y.R.P. Hafner, Christian[UCL] (2015) Journal of Wine Economics — Vol. 10, no.2, p. 190-203 (2015)
    • WorkingPaper
    The effect of additive outliers on a fractional unit root test
    Hafner, Christian[UCL] Preminger, Arie (2015)
    • WorkingPaper
    An augmented Taylor rule for the Federal Reserve’s response to asset prices
    Hafner, Christian[UCL] Lauwers, Alexandre (2015)
    • WorkingPaper
    A simple model for now-casting volatility series
    Breitung, Jörg Hafner, Christian[UCL] (2015)
    • Journal article
    Macroeconomic news surprises and volatility spillover in foreign exchange markets
    Ben Omrane, Walid Hafner, Christian[UCL] (2015) Empirical Economics : a quarterly journal of the Institute for Advanced Studies, Vienna — Vol. 48, no. 2, p. 577-607 (2015)
    • WorkingPaper
    The “wrong skewness” problem in stochastic frontier models: A new approach
    Hafner, Christian[UCL] Manner, Hans Simar, Léopold[UCL] (2015)
    • Journal article
    Volatility of price indices for heterogenous goods with applications to the fine art market
    Bocart, Fabian[UCL] Hafner, Christian[UCL] (2015) Journal of Applied Econometrics — Vol. 30, no. 2, p. 291-312 (2015)