Citation: M. Hafner, Christian et Manner, Hans, Dynamic stochastic copula models: estimation, inference and applications, Journal of applied econometrics , 27(2), 2012, pp. 269-295
Authors:
Bocart, Fabian Y. R. P.
Hafner, Christian M.
Citation: P. Bocart, Fabian Y. R. et M. Hafner, Christian, Volatility of price indices for heterogenous goods with applications to the fine art market, Journal of applied econometrics , 30(2), 2015, pp. 291-312
Authors:
Hafner, Christian M.
Franses, Philip Hans
Citation: M. Hafner, Christian et Franses, Philip Hans, A generalized dynamic conditional correlation model: simulation and application to many assets, Econometric reviews , 28(6), 2009, pp. 612-631