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Results: 1-4 |
Results: 4

Authors: Hafner, Christian M. Manner, Hans
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

Authors: Bauwens, Luc Hafner, Christian M. Pierret, Diane
Citation: Bauwens, Luc et al., Multivariate volatility modeling of electricity futures, Journal of applied econometrics , 28(5), 2013, pp. 743-761
Risultati: 1-4 |