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Displaying 1 - 25 of 69 results.

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    • WorkingPaper
    Multivariate mixed normal conditional heteroskedasticity
    Bauwens, Luc[UCL] Hafner, Christian[UCL] Rombouts, Jeroen (2006)
    • WorkingPaper
    Asymptotic theory for a factor GARCH model
    Hafner, Christian[UCL] Preminger, Arie[UCL] (2006)
    • WorkingPaper
    Volatility impulse response functions for multivariate GARCH models.
    Hafner, Christian[UCL] Herwartz, Helmut (1998)
    • WorkingPaper
    Teaching statistical inference without normality
    Hafner, Christian[UCL] (2021)
    • WorkingPaper
    Exponential-type GARCH models with linear-in-variance risk premium
    Hafner, Christian[UCL] Kyriakopoulou, Dimitra[UCL] (2019)
    • WorkingPaper
    A dynamic conditional score model for the log correlation matrix
    Hafner, Christian[UCL] Wang, Linqi[UCL] (2019)
    • WorkingPaper
    Dynamic portfolio selection with sector-specific regularization
    Hafner, Christian[UCL] Wang, Linqi[UCL] (2020)
    • WorkingPaper
    Dynamic score driven independent component analysis
    Hafner, Christian[UCL] Herwartz, Helmut (2020)
    • Speech
    SPARC: A New Semiparametric Correlation Model
    van Dijk, Dick Hans Franses, Philip Hafner, Christian (2005) 55th ISI Session — Sydney
    • WorkingPaper
    Semiparametric multivariate GARCH models
    Hafner, Christian[UCL] Rombouts, Jeroen (2003)
    • WorkingPaper
    Fourth moments of multivariate GARCH processes
    Hafner, Christian[UCL] (2001)
    • Speech
    Foreign exchange rates have surprising volatility
    Bossaerts, Peter Hafner, Christian H�rdle, Wolfgang (1996) Athens Conference on Applied Probability and Time Series Analysis — Athens
    • Book
    Nonlinear Time Series Analysis with Applications to Foreign Exchange Rate Volatility
    Hafner, Christian[UCL] (1997)
    • BookChapter
    A new method of volatility estimation and applications to foreign exchange rate in series
    Bossaerts, Peter Hafner, Christian[UCL] Härdle, Wolfgang (1996) Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren — [ISBN : 3-7908-0925-X]
    • WorkingPaper
    DAI Digital Art Index : a robust price index for heterogeneous digital assets
    Lin, Min-Bin Wang, Bingling Bocart, Fabian Y.R.P. Hafner, Christian[UCL] Härdle, Wolfgang K. (2022)
    • WorkingPaper
    Asymmetric volatility impulse response functions
    Hafner, Christian[UCL] Herwartz, Helmut (2022)
    • WorkingPaper
    Investing in superheroes? Comic art as a new alternative investment
    Bocart, Fabian Hafner, Christian[UCL] Kasperskaya, Yulia Sagarra, Marti (2019)
    • WorkingPaper
    Causal inference with (partially) independent shocks and structural signals on the global crude oil market
    Hafner, Christian[UCL] Herwartz, Helmut Wang, Shu (2023)
    • WorkingPaper
    Mitigating Digital Asset Risks
    Teng, Huei-Wen Härdle, Wolfgang Karl Hafner, Christian[UCL] (2023)
    • WorkingPaper
    Dynamic Autoregressive Liquidity (DArLiQ)
    Hafner, Christian[UCL] Linton, Oliver Wang, Linqi[UCL] (2022)
    • WorkingPaper
    Dynamic stochastic copula models: Estimation, inference and applications
    Hafner, Christian[UCL] Manner, Hans (2009)
    • WorkingPaper
    Volatility impulse response functions for multivariate GARCH models
    Hafner, Christian[UCL] Herwatz, Helmut (2001)
    • WorkingPaper
    Locally stationary factor models : identification and nonparametric estimation
    Motta, Giovanni[UCL] Hafner, Christian[UCL] von Sachs, Rainer[UCL] (2006)
    • WorkingPaper
    Estimating autocorrelations in the presence of deterministic trends
    Wang, Shin-Huei Hafner, Christian (2008)
    • WorkingPaper
    Efficient estimation of a multivariate multiplicative volatility model
    Hafner, Christian[UCL] Linton, Oliver (2009)

Pages