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Displaying 5 results.
    • 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
    Locally stationary factor models : identification and nonparametric estimation
    Motta, Giovanni[UCL] Hafner, Christian[UCL] von Sachs, Rainer[UCL] (2006)
    • WorkingPaper
    Deciding between GARCH and stochastic volatility via strong decision rules
    Preminger, Arie[UCL] Hafner, Christian[UCL] (2006)
    • Journal article
    The Euro Introduction and Non-Euro Currencies
    van Dijk, Dick Munandar, Harris Hafner, Christian[UCL] (2006) Medium econometrische toepassing — Vol. 14, no.1, p. 30-36 (2006)