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Hans Manner
Hans Manner
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Title
Cited by
Cited by
Year
A survey on time-varying copulas: specification, simulations, and application
H Manner, O Reznikova
Econometric reviews 31 (6), 654-687, 2012
2102012
Dynamic stochastic copula models: Estimation, inference and applications
CM Hafner, H Manner
Journal of Applied Econometrics 27 (2), 269-295, 2012
2012012
Estimation and model selection of copulas with an application to exchange rates
H Manner
METEOR, Maastricht research school of Economics of Technology and Organizations, 2007
682007
On factors related to car accidents on German Autobahn connectors
M Garnowski, H Manner
Accident Analysis & Prevention 43 (5), 1864-1871, 2011
662011
Detecting contagion in a multivariate time series system: An application to sovereign bond markets in Europe
D Blatt, B Candelon, H Manner
Journal of Banking & Finance 59, 1-13, 2015
612015
Analyzing the severity of accidents on the German Autobahn
H Manner, L Wünsch-Ziegler
Accident Analysis & Prevention 57, 40-48, 2013
612013
Modeling and forecasting the outcomes of NBA basketball games
H Manner
Journal of Quantitative Analysis in Sports 12 (1), 31-41, 2016
552016
Tails of correlation mixtures of elliptical copulas
H Manner, J Segers
Insurance: Mathematics and Economics 48 (1), 153-160, 2011
552011
Modeling high‐dimensional time‐varying dependence using dynamic D‐vine models
C Almeida, C Czado, H Manner
Applied Stochastic Models in Business and Industry 32 (5), 621-638, 2016
532016
The “wrong skewness” problem in stochastic frontier models: A new approach
CM Hafner, H Manner, L Simar
Econometric Reviews 37 (4), 380-400, 2018
432018
Modeling and forecasting multivariate electricity price spikes
H Manner, D Türk, M Eichler
Energy Economics 60, 255-265, 2016
432016
Modeling multivariate extreme events using self-exciting point processes
O Grothe, V Korniichuk, H Manner
Journal of Econometrics 182 (2), 269-289, 2014
362014
Forecasting the joint distribution of Australian electricity prices using dynamic vine copulae
H Manner, FA Fard, A Pourkhanali, L Tafakori
Energy Economics 78, 143-164, 2019
332019
Forecasting realized variance measures using time-varying coefficient models
J Bekierman, H Manner
International Journal of Forecasting 34 (2), 276-287, 2018
322018
Testing for asset market linkages: A new approach based on time‐varying copulas
H Manner, B Candelon
Pacific Economic Review 15 (3), 364-384, 2010
312010
Models for short-term forecasting of spike occurrences in Australian electricity markets: a comparative study
M Eichler, O Grothe, H Manner, D Tuerk
Journal of Energy Markets 7 (1), 2014
252014
Testing for structural breaks in factor copula models
H Manner, F Stark, D Wied
Journal of Econometrics 208 (2), 324-345, 2019
192019
Modeling high dimensional time-varying dependence using D-vine scar models
C Almeida, C Czado, H Manner
arXiv preprint arXiv:1202.2008, 2012
182012
Time-varying copulas: a survey
H Manner, O Reznikova
Institut de Statistique UCL, DP0917, 2009
172009
Testing for asymmetric dependence
H Manner
Studies in Nonlinear Dynamics & Econometrics 14 (2), 2010
152010
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