Christian M. Hafner

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	전체	2020년 이후
서지정보	5972	2168
h-index	40	23
i10-index	62	41

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Wolfgang Karl HärdleHumboldt-Universität zu Berlin, Ladislaus von Bortkiewicz Professor of Statisticshu-berlin.de의 이메일 확인됨
Luc BauwensProfessor of Economics, Université catholique de Louvainuclouvain.be의 이메일 확인됨
Oliver LintonUNIVERSITY OF CAMBRIDGEcam.ac.uk의 이메일 확인됨
Hans MannerUniversity of Grazuni-graz.at의 이메일 확인됨
Jeroen VK RomboutsESSEC Business Schoolessec.edu의 이메일 확인됨
Sébastien LaurentAMSE, IAE, Aix-Marseille Universitéiae-aix.com의 이메일 확인됨
Philip Hans FransesErasmus School of Economicsese.eur.nl의 이메일 확인됨
Dick van DijkProfessor of Financial Econometrics, Erasmus University Rotterdamese.eur.nl의 이메일 확인됨
Leopold SimarUniversité Catholique de Louvainuclouvain.be의 이메일 확인됨
Dedy Dwi PrastyoAssociate Professor at Department of Statistics, Institut Teknologi Sepuluh Nopemberstatistika.its.ac.id의 이메일 확인됨
Michael McAleerProfessor of Quantitative Finance, Erasmus University Rotterdamese.eur.nl의 이메일 확인됨
Walid Ben OmraneProfessor of Finance, Goodman School of Businessbrocku.ca의 이메일 확인됨
Haris MunandarResearch Economist, Bank Indonesiabi.go.id의 이메일 확인됨
Linqi WangUniversity of Cambridgecam.ac.uk의 이메일 확인됨
Diane PierretAssistant Professor, University of Luxembourguni.lu의 이메일 확인됨
Rong ChenRong Chen, Professor of Statistics, Rutgers Universitystat.rutgers.edu의 이메일 확인됨
Peter bossaertsUniversity of Cambridgerioja.caltech.edu의 이메일 확인됨
Cathy Yi-Hsuan ChenAdam Smith Business School, University of Glasgowglasgow.ac.uk의 이메일 확인됨
Zongwu CaiDepartment of Economics, University of Kansasku.edu의 이메일 확인됨
Prof. Dr. Lijian Yang 杨立坚Center for Statistical Science & Department of Industrial Engineering, Tsinghua Universitytsinghua.edu.cn의 이메일 확인됨

팔로우

Christian M. Hafner

Professor of econometrics, UCL Louvain-la-Neuve

uclouvain.be의 이메일 확인됨

financial econometrics


제목 서지정보순 정렬 연도순 정렬 제목순 정렬	인용 인용	연도
Quantile autoregression R Koenker, Z Xiao Journal of the American statistical association 101 (475), 980-990, 2006	784	2006
Statistics of financial markets J Franke, WK Härdle, CM Hafner Springer, 2004	505	2004
Volatility impulse responses for multivariate GARCH models: An exchange rate illustration CM Hafner, H Herwartz Journal of International Money and Finance 25 (5), 719-740, 2006	277*	2006
Dynamic stochastic copula models: Estimation, inference and applications CM Hafner, H Manner Journal of applied econometrics 27 (2), 269-295, 2012	246	2012
Handbook of volatility models and their applications L Bauwens, CM Hafner, S Laurent John Wiley & Sons, 2012	235	2012
A Lagrange multiplier test for causality in variance CM Hafner, H Herwartz Economics letters 93 (1), 137-141, 2006	220	2006
A generalized dynamic conditional correlation model: simulation and application to many assets CM Hafner, PH Franses Econometric Reviews 28 (6), 612-631, 2009	188*	2009
Einführung in die Statistik der Finanzmärkte J Franke, WK Härdle, CM Hafner Springer-Verlag, 2012	182*	2012
Testing for bubbles in cryptocurrencies with time-varying volatility CM Hafner Journal of Financial Econometrics 18 (2), 233-249, 2020	175	2020
On asymptotic theory for multivariate GARCH models CM Hafner, A Preminger Journal of Multivariate Analysis 100 (9), 2044-2054, 2009	141	2009
On the estimation of dynamic conditional correlation models CM Hafner, O Reznikova Computational Statistics & Data Analysis 56 (11), 3533-3545, 2012	135	2012
Testing for causality in variance using multivariate GARCH models CM Hafner, H Herwartz Annales d'Economie et de Statistique, 215-241, 2008	118*	2008
Fourth moment structure of multivariate GARCH models CM Hafner Journal of Financial Econometrics 1 (1), 26-54, 2003	116	2003
Efficient estimation of a multivariate multiplicative volatility model CM Hafner, O Linton Journal of econometrics 159 (1), 55-73, 2010	115	2010
Sentiment-induced bubbles in the cryptocurrency market CYH Chen, CM Hafner Journal of Risk and Financial Management 12 (2), 53, 2019	108	2019
A one line derivation of EGARCH M McAleer, CM Hafner Econometrics 2 (2), 92-97, 2014	103	2014
Efficient estimation of a semiparametric dynamic copula model CM Hafner, O Reznikova Computational Statistics & Data Analysis 54 (11), 2609-2627, 2010	103	2010
Discrete time option pricing with flexible volatility estimation W Härdle, CM Hafner Finance and Stochastics 4, 189-207, 2000	103	2000
Nonlinear time series analysis with applications to foreign exchange rate volatility C Hafner Springer Science & Business Media, 2013	91	2013
Testing for linear vector autoregressive dynamics under multivariate generalized autoregressive heteroskedasticity CM Hafner, H Herwartz Statistica Neerlandica 63 (3), 294-323, 2009	87	2009

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