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Displaying 5 results.
    • 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
    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
    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
    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
    Fourth Moment Structure of Multivariate GARCH Models
    Hafner, Christian (2003) Journal of Financial Econometrics — Vol. 1, no. 1, p. 26-54 (March 2003)