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1997
van de Kerchove, Michel
Marquet, Jacques
Document de travail (Working Paper)
Hafner, Christian
Author
6
Preminger, Arie
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Bocart, Fabian
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Herwartz, Helmut
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Linton, Oliver
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Manner, Hans
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Simar, Léopold
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Wang, Linqi
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Bauwens, Luc
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Rombouts, Jeroen
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Breitung, Jörg
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El Mehdi, Rachida
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Härdle, Wolfgang Karl
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Laurent, Sébastien
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Ben Omrane, Walid
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Bertrand, Aurélie
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Bocart, Fabian Y.R.P.
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Breitung, Jorg
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Daniel , Betty C
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Daniel, Betty
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Gao, Zhengyuan
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Härdle, Wolfgang K.
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Kasperskaya, Yulia
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von Sachs, Rainer
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2024
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^1997
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Document de travail (Working Paper)
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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)
WorkingPaper
Semiparametric multivariate GARCH models
Hafner, Christian
[UCL]
Rombouts, Jeroen
(2003)
WorkingPaper
Fourth moments of multivariate GARCH processes
Hafner, Christian
[UCL]
(2001)
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)
WorkingPaper
Deciding between GARCH and stochastic volatility via strong decision rules
Preminger, Arie
[UCL]
Hafner, Christian
[UCL]
(2006)
WorkingPaper
The effect of stock splits on liquidity in a dynamic model
Hafner, Christian
[UCL]
Linton, Oliver
Wang, Linqi
(2024)
WorkingPaper
Estimation of temporally aggregated multivariate GARCH models
Hafner, Christian
[UCL]
Rombouts, Jeroen
(2003)
WorkingPaper
On asymptotic theory for ARCH(∞) models
Hafner, Christian
[UCL]
Preminger, Arie
[UCL]
(2017)
Pages
1
2
3
next ›
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