//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Hafner, Christian M."
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"ARCH-Modell"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH-Modell
63
ARCH model
59
Theorie
32
Theory
31
Volatilität
25
Volatility
24
Multivariate Analyse
17
Estimation theory
16
Multivariate analysis
16
Schätztheorie
16
Zeitreihenanalyse
15
Time series analysis
14
Stochastic process
12
Stochastischer Prozess
12
Estimation
11
Schätzung
11
Statistischer Test
9
Börsenkurs
8
Share price
8
Statistical test
8
Varianzanalyse
8
Analysis of variance
7
Kausalanalyse
6
Wechselkurs
6
Autocorrelation
5
Autokorrelation
5
Capital market returns
5
Causality analysis
5
Correlation
5
Exchange rate
5
Heteroscedasticity
5
Heteroskedastizität
5
Kapitalmarktrendite
5
Korrelation
5
Capital income
4
Deutschland
4
EGARCH
4
EU-Staaten
4
Elektrizität
4
Euro
4
more ...
less ...
Online availability
All
Free
37
Undetermined
10
Type of publication
All
Book / Working Paper
42
Article
22
Type of publication (narrower categories)
All
Working Paper
39
Arbeitspapier
35
Graue Literatur
32
Non-commercial literature
32
Article in journal
21
Aufsatz in Zeitschrift
21
Aufsatz im Buch
1
Aufsatzsammlung
1
Bibliografie enthalten
1
Bibliography included
1
Book section
1
Collection of articles of several authors
1
Handbook
1
Handbuch
1
Hochschulschrift
1
Sammelwerk
1
Thesis
1
more ...
less ...
Language
All
English
63
German
1
Author
All
Hafner, Christian M.
McAleer, Michael
213
Chang, Chia-Lin
83
Gupta, Rangan
68
Bauwens, Luc
62
Teräsvirta, Timo
62
Engle, Robert F.
60
Ma, Feng
60
Caporale, Guglielmo Maria
57
Caporin, Massimiliano
51
Conrad, Christian
50
Karanasos, Menelaos
48
Herwartz, Helmut
43
Francq, Christian
42
Laurent, Sébastien
40
Rombouts, Jeroen V. K.
39
Bouri, Elie
38
Paolella, Marc S.
37
Zakoïan, Jean-Michel
37
Asai, Manabu
34
Bollerslev, Tim
33
Ardia, David
32
Kumar, Dilip
32
McMillan, David G.
32
Saikkonen, Pentti
32
Serletis, Apostolos
32
Mittnik, Stefan
31
Zhang, Yaojie
30
Linton, Oliver
29
Rahbek, Anders
29
Silvennoinen, Annastiina
29
Christoffersen, Peter F.
28
Allen, David E.
27
Hansen, Peter Reinhard
27
Kang, Sang Hoon
27
Koopman, Siem Jan
27
Hammoudeh, Shawkat
26
Tiwari, Aviral Kumar
26
Degiannakis, Stavros
25
Hamori, Shigeyuki
25
more ...
less ...
Institution
All
Econometrisch Instituut <Rotterdam>
6
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Published in...
All
CORE discussion papers : DP
9
Econometric Institute research papers
8
Discussion papers of interdisciplinary research project 373
4
CORE discussion paper : DP
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion paper / Tinbergen Institute
3
Econometric theory
3
Economics letters
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
The econometrics journal
2
Annales d'économie et de statistique
1
Applied financial economics
1
CREATES research paper
1
Contributions to economics
1
Discussion paper / Institut de Statistique, Biostatistique et Sciences Actuarielles (ISBA)
1
Econometric analysis of financial and economic time series ; part a
1
Econometric reviews
1
Econometrics : open access journal
1
Econometrics papers
1
Economics Working Paper
1
Economics working paper
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finance research letters
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Papers
1
Publikationen / Center for Applied Statistics and Economics
1
SFB 649 Discussion Paper
1
SFB 649 discussion paper
1
Tinbergen Institute Discussion Paper
1
Wiley handbooks in financial engineering and econometrics
1
Working paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
60
EconStor
4
Showing
1
-
10
of
64
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Correlation impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Finance research letters
57
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014513333
Saved in:
2
Dynamic score-driven independent component analysis
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 298-308
Persistent link: https://www.econbiz.de/10014448140
Saved in:
3
Asymmetric volatility impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Economics letters
222
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014232851
Saved in:
4
Reconciling negative return skewness with positive time-varying risk premia
Kyriakopoulou, Dimitra
;
Hafner, Christian M.
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 877-894
Persistent link: https://www.econbiz.de/10013364913
Saved in:
5
Identification of structural multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
;
Maxand, Simone
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 212-227
Persistent link: https://www.econbiz.de/10013441647
Saved in:
6
Exponential-type GARCH models with linear-in-variance risk premium
Hafner, Christian M.
;
Kyriakopoulou, Dimitra
-
2019
Persistent link: https://www.econbiz.de/10012215031
Saved in:
7
Identification of structural multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
;
Maxand, Simone
-
2018
Persistent link: https://www.econbiz.de/10011993276
Saved in:
8
Exponential-type GARCH models with linear-in-variance risk premium
Hafner, Christian M.
;
Kyriakopoulou, Dimitra
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 589-603
Persistent link: https://www.econbiz.de/10012499104
Saved in:
9
Weak diffusion limits of dynamic conditional correlation models
Hafner, Christian M.
;
Laurent, Sébastien
;
Violante, …
-
2016
Persistent link: https://www.econbiz.de/10011589493
Saved in:
10
On asymptotic theory for ARCH models
Hafner, Christian M.
;
Preminger, Arie
-
2016
Persistent link: https://www.econbiz.de/10011893997
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->