User menu

Accès à distance ? S'identifier sur le proxy UCLouvain

Search

Displaying 13 results.
    • Journal article
    Estimating high-frequency foreign exchange rate volatility with nonparametric ARCH models
    Hafner, Christian (1998) Journal of Statistical Planning and Inference — Vol. 68, no. 2, p. 247-269 (15 May 1998)
    • Journal article
    Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
    Hafner, Christian Herwartz, Helmut (2001) Journal of Empirical Finance — Vol. 8, no. 1, p. 1-34 (March 2001)
    • Journal article
    Fourth Moment Structure of Multivariate GARCH Models
    Hafner, Christian (2003) Journal of Financial Econometrics — Vol. 1, no. 1, p. 26-54 (March 2003)
    • Journal article
    Testing for linear autoregressive dynamics under heteroskedasticity
    Hafner, Christian Herwartz, Helmut (2000) The Econometrics Journal — Vol. 3, no. 1, p. 177-197 (December 2000)
    • Journal article
    Ridge regression revisited
    de Boer, Paul M. C. Hafner, Christian (2005) Statistica Neerlandica — Vol. 59, no. 4, p. 498-505 (2005)
    • 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
    The “wrong skewness” problem in stochastic frontier models: A new approach
    Hafner, Christian[UCL] Manner, Hans Simar, Léopold[UCL] (2018) Econometric Reviews — Vol. 37, no. 4, p. 380-400 (2018)
    • Journal article
    On heterogeneous latent class models with applications to the analysis of rating scores
    Bertrand, Aurélie[UCL] Hafner, Christian[UCL] (2014) Computational Statistics — Vol. 29, no. 1-2, p. 307-330 (2014)
    • Journal article
    Inference in stochastic frontier analysis with dependent error terms
    El Mehdi, Rachida[UCL] Hafner, Christian[UCL] (2014) Mathematics and Computers in Simulation — Vol. 102, p. 104-116 (2014)
    • Journal article
    The Impact of Acquisitions on New Technology Stocks: The Google–Motorola Case
    Gao, Renfei Wang, Cindy Hafner, Christian[UCL] (2014) Annals of Financial Economics — Vol. 9, no. 2, p. 3-35 (2014)
    • Journal article
    Local Government Efficiency: The Case of Moroccan Municipalities
    El Mehdi, Rachida[UCL] Hafner, Christian[UCL] (2014) African Development Review — Vol. 26, no.1, p. 88-101 (2014)
    • Journal article
    Dynamic stochastic copula models: estimation, inference and applications
    Hafner, Christian[UCL] Manner, Hans (2012) Journal of Applied Econometrics — Vol. 27, no. 2, p. 269-295 (March 2012)