Access Statistics for Christian Matthias Hafner

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Method for Volatility Estimation with Applications in Foreign Exchange Rate Series 0 0 0 93 1 1 1 320
A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process 0 0 0 20 0 0 1 81
A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process 0 0 0 39 0 0 1 118
A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process 0 0 0 7 0 1 1 53
A One Line Derivation of EGARCH 0 0 0 0 0 1 2 11
A One Line Derivation of EGARCH 0 0 0 28 0 0 2 72
A One Line Derivation of EGARCH 0 0 0 25 1 1 3 100
A One Line Derivation of EGARCH 0 0 0 50 3 4 7 101
A One Line Derivation of EGARCH 0 0 0 13 0 0 1 61
A Simple Model for Now-Casting Volatility Series 0 0 0 50 1 1 2 65
A dynamic conditional score model for the log correlation matrix 0 0 0 49 0 0 2 89
A dynamic conditional score model for the log correlation matrix 0 0 0 0 0 1 3 8
A dynamic conditional score model for the log correlation matrix 0 0 0 0 1 1 5 13
A generalized dynamic conditional correlation model for many asset returns 0 0 1 67 2 2 4 172
A note on the Tobit model in the presence of a duration variable 0 0 0 0 0 0 1 5
A note on the Tobit model in the presence of a duration variable 0 0 1 1 1 1 3 6
A note on the Tobit model in the presence of a duration variable 0 0 0 0 0 0 0 12
A note on the Tobit model in the presence of a duration variable 0 0 0 16 1 2 3 60
A simple model for now-casting volatility series 0 0 0 0 1 1 2 9
A simple model for now-casting volatility series 0 0 0 5 1 1 2 25
A simple model for now-casting volatility series 0 0 0 0 1 1 2 5
A simple model for now-casting volatility series 0 0 0 0 0 0 0 18
A simple model for now-casting volatility series 0 0 1 50 0 0 39 142
A simple model for now-casting volatility series 0 0 0 3 2 2 3 16
A simple solution of the spurious regression problem 0 0 0 0 1 1 1 15
An ARCH Model Without Intercept 0 0 0 0 1 1 2 19
An ARCH model without intercept 0 0 0 0 0 1 3 9
An Almost Closed Form Estimator For The EGARCH Model 0 0 0 0 1 1 1 6
An Almost Closed Form Estimator for the EGARCH 0 0 0 0 0 0 1 10
An Almost Closed Form Estimator for the EGARCH model 0 0 1 1 1 1 4 11
An almost closed form estimator for the EGARCH model 0 0 0 0 0 0 0 21
An almost closed form estimator for the EGARCH model 0 0 0 74 0 0 3 111
An augmented Taylor rule for the Federal Reserve's response to asset prices 0 0 0 0 0 0 1 11
An augmented Taylor rule for the Federal Reserve's response to asset prices 0 0 0 0 0 0 2 47
An augmented Taylor rule for the Federal Reserve’s response to asset prices 0 0 0 0 0 0 1 5
Analysis of cryptocurrency connectedness based on network to transaction volume ratios 0 0 0 0 0 0 1 8
Analytical quasi maximum likelihood inference in multivariate volatility models 0 0 1 45 1 1 5 145
Asymmetries in Business Cycles and the Role of Oil Prices 0 0 0 0 0 0 2 7
Asymmetries in Business Cycles and the Role of Oil Prices 0 0 0 1 2 3 5 11
Asymmetries in Business Cycles and the Role of Oil Production 0 0 0 0 0 1 2 4
Asymptotic theory for a factor GARCH model 0 0 0 57 0 0 2 153
Cross-correlating wavelet coefficients with applications to high-frequency financial time series 0 0 0 0 0 1 2 8
Deciding between GARCH and Stochastic Volatility via Strong Decision Rules 0 0 0 0 0 0 3 39
Deciding between GARCH and stochastic volatility via strong decision rules 0 0 1 103 0 0 4 277
Discrete time option pricing with flexible volatility estimation 0 0 0 10 0 0 0 193
Discrete time option pricing with flexible volatility estimation 0 0 0 2 0 0 1 18
Discrete time option pricing with flexible volatility estimation 0 0 0 11 0 0 2 90
Durations, Volume and the Prediction of Financial Returns in Transaction Time 0 0 0 419 0 0 1 733
Durations, volume and the prediction of financial returns in transaction time 0 0 0 3 0 0 1 21
Dynamic Autoregressive Liquidity (DArLiQ) 0 0 0 7 0 0 3 18
Dynamic Autoregressive Liquidity (DArLiQ) 0 0 0 32 0 0 0 14
Dynamic Autoregressive Liquidity (DArLiQ) 0 0 1 20 0 1 3 26
Dynamic Autoregressive Liquidity (DArLiQ) 0 0 0 11 0 0 2 22
Dynamic portfolio selection with sector-specific regularization 0 0 0 1 0 2 3 13
Dynamic portfolio selection with sector-specific regularization 0 0 0 0 0 1 2 6
Dynamic portfolio selection with sector-specific regularization 0 0 0 42 0 1 6 157
Dynamic score driven independent component analysis 0 0 0 0 0 0 2 5
Dynamic score driven independent component analysis 0 0 0 30 0 1 2 88
Dynamic stochastic copula models: Estimation, inference and applications 0 0 0 0 1 1 3 18
Dynamic stochastic copula models: estimation, inference and applications 0 0 0 292 4 4 5 688
Econometric analysis of volatile art markets 0 0 0 0 0 1 3 24
Econometric analysis of volatile art markets 0 0 0 35 1 2 4 179
Econometric analysis of volatile art markets 0 0 0 0 1 1 3 14
Econometric analysis of volatile art markets 0 0 0 92 0 1 3 313
Efficient Estimation of a Multivariate Multiplicative Volatility Model 0 0 0 0 0 1 1 40
Efficient estimation of a multivariate multiplicative volatility model 0 0 0 5 0 1 1 48
Efficient estimation of a semiparametric dynamic copula model 0 0 0 0 0 0 2 18
Estimating High Frequency Foreign Exchange Rate Volatility with Nonparametric ARCH Models 0 0 0 0 0 0 0 241
Estimating autocorrelations in the presence of deterministic trends 0 0 0 73 0 0 1 193
Estimating autocorrelations in the presence of deterministic trends 0 0 0 0 0 0 1 3
Estimation of a Multiplicative Correlation Structure in the Large Dimensional Case 1 1 1 26 1 1 2 67
Estimation of a Multiplicative Covariance Structure 0 0 0 26 0 2 2 34
Estimation of a Multiplicative Covariance Structure in the Large Dimensional Case 0 0 0 11 0 0 0 86
Estimation of a Multiplicative Covariance Structure in the Large Dimensional Case 0 0 0 22 0 0 0 35
Estimation of a multiplicative correlation structure in the large dimensional case 0 0 0 0 0 0 1 4
Estimation of a multiplicative covariance structure in the large dimensional case 0 0 0 2 1 4 4 23
Estimation of temporally aggregated multivariate GARCH models 0 0 0 21 0 0 4 88
Estimation of temporally aggregated multivariate GARCH models 0 0 0 24 0 0 1 108
Exponential-Type GARCH Models With Linear-in-Variance Risk Premium 0 0 0 1 1 1 3 16
Exponential-type GARCH models with linear-in-variance risk premium 0 0 1 46 0 2 4 74
Fair Revaluation of Wine as an Investment 0 0 0 0 0 0 2 12
Fair re-valuation of wine as an investment 0 0 0 1 0 1 3 15
Fair re-valuation of wine as an investment 0 0 0 15 0 2 2 111
Fair re-valuation of wine as an investment 0 0 0 24 0 0 1 88
Flexible stochastic volatility structures for high frequency financial data 0 0 0 2 0 0 1 163
Foreign Exchange Rates Have Surprising Volatility 0 0 0 93 0 0 2 447
Fourth moments of multivariate GARCH processes 0 0 0 60 0 1 4 182
Fourth moments of multivariate GARCH processes 0 1 2 157 1 2 4 453
Heterogeneous Liquidity Effects in Corporate Bond Spreads 0 1 2 2 0 2 4 14
Heterogeneous Liquidity Effects in Corporate Bond Spreads 0 0 0 0 0 0 1 4
Identification of structural multivariate GARCH models 0 0 0 0 0 0 2 19
Identification of structural multivariate GARCH models 0 0 0 64 1 1 1 121
Inference in stochastic frontier analysis with dependent error terms 0 0 0 0 1 1 1 7
Inference in stochastic frontier analysis with dependent error terms 0 0 0 0 0 0 0 6
Investing in superheroes? Comic art as a new alternative investment 0 0 0 0 3 6 14 27
Investing in superheroes? Comic art as a new alternative investment 1 1 2 36 3 4 10 125
Local Government Efficiency: The Case of Moroccan Municipalities 0 0 0 0 1 1 3 11
Local government efficiency: The case of Moroccan municipalities 0 0 2 3 1 1 8 18
Locally Stationary Factor Models: Identification And Nonparametric Estimation 0 0 0 0 0 0 2 7
Locally Stationary Factor Models: Identification And Nonparametric Estimation 0 0 0 0 2 2 6 13
Looking Backward and Looking Forward 0 0 0 0 1 1 1 9
Looking Backward and Looking Forward 0 0 0 17 1 1 3 59
Looking backward and looking forward 0 0 0 0 1 2 3 12
Macroeconomic news surprises and volatility spillover in foreign exchange markets 0 0 0 0 0 1 1 2
Macroeconomic news surprises and volatility spillover in foreign exchange markets 0 0 0 1 0 0 0 3
Modelling multivariate volatility of electricity futures 0 0 0 0 0 1 1 6
Monthly Art Market Returns 0 0 0 0 2 2 3 15
Monthly art market returns 0 0 0 32 2 2 3 61
Multivariate Time Series Models for Asset Prices 0 0 0 0 0 0 2 3
Multivariate mixed normal conditional heteroskedasticity 0 0 0 149 0 0 1 473
Multivariate mixed normal conditional heteroskedasticity 0 0 0 3 0 0 1 17
Multivariate mixed normal conditional heteroskedasticity 0 0 0 21 1 1 1 104
Multivariate volatility modeling of electricity futures 0 0 0 66 0 0 1 209
Multivariate volatility modeling of electricity futures 0 0 0 0 1 2 2 13
Multivariate volatility modeling of electricity futures 0 0 0 20 1 2 3 113
Multivariate volatility modeling of electricity futures 0 0 0 0 0 0 1 1
Nonparametric multistep-ahead prediction in time series analysis 0 0 0 2 0 2 4 38
On Asymptotic Theory for ARCH (infinity) Models 0 0 0 0 0 0 0 12
On Asymptotic Theory for ARCH(infinite) Models 0 0 0 10 1 1 2 59
On asymptotic theory for ARCH([infinite]) models 0 0 0 0 0 0 3 19
On asymptotic theory for ARCH(infinite) models 0 0 0 2 0 0 2 14
On heterogeneous latent class models with applications to the analysis of rating scores 0 0 0 0 0 1 2 9
On heterogeneous latent class models with applications to the analysis of rating scores 1 1 1 13 4 6 9 105
On heterogeneous latent class models with applications to the analysis of rating scores 0 0 0 0 1 1 2 10
On the estimation of dynamic conditional correlation models 0 0 0 0 0 0 2 10
On the estimation of dynamic conditional correlation models 0 0 0 0 0 1 4 14
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis 0 0 0 127 0 1 2 666
Panel stochastic frontier analysis with dependent error terms 0 0 0 0 0 0 1 4
Reconciling negative return skewness with positive time-varying risk premia 0 0 0 0 0 0 1 3
Ridge regression revisited 0 1 3 61 0 1 10 182
Semi-Parametric Modelling of Correlation Dynamics 0 0 0 58 0 0 0 139
Semiparametric Estimation and Variable Selection for Single-index Copula Models 0 0 0 0 0 0 4 56
Semiparametric Estimation and Variable Selection for Single-index Copula Models 0 0 0 8 0 1 2 23
Semiparametric estimation and variable selection for single-index copula models 0 0 0 0 0 0 2 7
Semiparametric multivariate GARCH models 0 1 1 76 0 1 3 167
Semiparametric multivariate volatility models 0 0 0 33 0 0 2 93
Semiparametric multivariate volatility models 0 0 0 15 0 0 0 96
Sentiment-Induced Bubbles in the Cryptocurrency Market 0 0 0 0 3 4 9 46
Simple approximations for option pricing under mean reversion and stochastic volatility 0 0 0 25 0 0 3 104
Support Vector Machines with Evolutionary Feature Selection for Default Prediction 0 1 1 3 0 2 3 19
Support Vector Machines with Evolutionary Model Selection for Default Prediction 0 0 0 0 0 0 5 30
Support vector machines with evolutionary feature selection for default prediction 0 0 1 97 0 0 2 226
Teaching statistical inference without normality 0 0 0 127 0 7 7 316
Temporal aggregation of multivariate GARCH processes 0 0 0 17 0 0 4 78
Temporal aggregation of multivariate GARCH processes 0 0 0 269 2 4 5 641
Testing for Bubbles in Cryptocurrencies with Time-Varying Volatility 0 0 0 0 0 0 1 14
Testing for Causality in Variance using Multivariate GARCH Models 0 0 0 609 0 0 7 1,563
Testing for bubbles in cryptocurrencies with time-varying volatility 0 0 0 85 1 1 2 129
Testing for bubbles in cryptocurrencies with time-varying volatility 0 0 0 4 0 0 0 25
Testing for bubbles in cryptocurrencies with time-varying volatility 0 0 0 0 0 0 2 32
Testing for causality in variance using multivariate GARCH models 0 0 0 48 0 0 1 137
Testing for linear autoregressive dynamics under heteroskedasticity 0 0 0 5 0 1 3 148
Testing for vector autoregressive dynamics under heteroskedasticity 0 0 0 19 0 0 0 72
Testing for vector autoregressive dynamics under heteroskedasticity 0 0 0 6 0 0 3 40
The "wrong skewness" problem in stochastic frontier models: A new approach 0 0 0 0 0 1 4 46
The Effect of Additive Outliers on Fractional Unit Root Tests 0 0 0 0 0 0 2 23
The Euro Introduction and Non-Euro Currencies 0 0 0 216 0 0 3 894
The Euro-introduction and non-Euro currencies 0 0 0 0 1 1 4 14
The Impact of Acquisitions on New Technology Stocks: The Google–Motorola Case 0 0 0 0 1 1 3 7
The Spread of the Covid-19 Pandemic in Time and Space 0 0 0 0 1 1 3 43
The effect of additive outliers on a fractional unit root test 0 0 0 0 0 0 2 4
The effect of additive outliers on a fractional unit root test 0 0 0 0 0 0 2 8
The wrong skewness problem in stochastic frontier models: A new approach 0 0 1 48 2 3 6 102
The “wrong skewnessâ€Ω problem in stochastic frontier models: A new approach 0 0 0 0 0 0 1 2
The “wrong skewnessâ€Ω problem in stochastic frontier models: A new approach 0 0 0 0 0 0 2 8
The “wrong skewnessâ€Ω problem in stochastic frontier models: A new approach 0 0 0 1 0 0 1 6
The “wrong skewness” problem in stochastic frontier models: a new approach 0 0 0 9 0 0 2 58
Time-Varying Mixture Copula Models with Copula Selection 0 0 0 0 3 3 6 33
Time-Varying Mixture Copula Models with Copula Selection 0 0 0 0 4 4 7 123
Time-varying market price of risk in the CAPM: Approaches, empirical evidence and implications 0 0 1 29 0 0 3 799
Trending Mixture Copula Models with Copula Selection 0 0 0 61 2 2 4 136
Trending Mixture Copula Models with Copula Selection 0 0 0 0 0 0 1 12
Volatility Models 0 0 0 0 0 1 4 47
Volatility Models 0 0 0 0 0 1 2 23
Volatility impulse response functions for multivariate GARCH models 0 0 0 192 5 5 8 606
Volatility impulse response functions for multivariate GARCH models 0 0 0 81 1 1 2 1,270
Volatility models 0 0 2 313 1 2 7 645
Volatility of Price Indices for Heterogeneous Goods with Applications to the Fine Art Market 0 0 0 0 0 1 2 17
Volatility of price indices for heterogeneous goods 0 0 0 32 1 1 6 135
Volatility of price indices for heterogeneous goods 0 0 0 1 1 1 3 10
Volatility of price indices for heterogenous goods with applications to the fine art market 0 0 0 0 0 0 1 7
Weak Diffusion Limits of Dynamic Conditional Correlation Models 0 0 0 1 1 1 1 5
Weak Diffusion Limits of Dynamic Conditional Correlation Models 0 0 0 0 1 1 1 17
Weak Diffusion Limits of Dynamic Conditional Correlation Models 0 0 0 0 0 0 1 4
Weak Diffusion Limits of Dynamic Conditional Correlation Models 0 0 0 2 0 0 1 34
Weak diffusion limits of dynamic conditional correlation models 0 0 0 0 0 0 1 17
Weak diffusion limits of dynamic conditional correlation models 0 0 0 65 0 0 2 102
Total Working Papers 3 8 28 5,597 93 165 521 19,743
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Generalized Dynamic Conditional Correlation Model: Simulation and Application to Many Assets 1 1 1 95 5 5 10 249
A Lagrange multiplier test for causality in variance 0 0 2 210 2 2 6 434
A One Line Derivation of EGARCH 0 0 1 34 0 0 4 146
A Starting Note: Panel Stochastic Frontier Analysis with Dependent Error Terms 0 0 2 5 0 0 8 17
A note on the Tobit model in the presence of a duration variable 0 0 0 7 0 1 3 62
A simple model for now-casting volatility series 0 0 2 15 0 0 4 52
A simple solution of the spurious regression problem 0 0 0 31 0 0 4 154
AN ALMOST CLOSED FORM ESTIMATOR FOR THE EGARCH MODEL 0 0 0 3 1 3 4 31
ASYMMETRIES IN BUSINESS CYCLES AND THE ROLE OF OIL PRICES 0 1 1 5 0 1 2 22
ASYMPTOTIC THEORY FOR A FACTOR GARCH MODEL 0 1 2 45 0 1 6 114
Alternative Assets and Cryptocurrencies 0 0 1 22 4 11 16 92
An ARCH model without intercept 0 0 0 19 2 2 6 97
An augmented Taylor rule for the Federal Reserve's response to asset prices 0 1 1 22 0 1 4 95
Analysis of cryptocurrency connectedness based on network to transaction volume ratios 0 3 6 11 7 20 43 59
Analytical quasi maximum likelihood inference in multivariate volatility models 0 0 0 76 3 3 7 165
Causality and forecasting in temporally aggregated multivariate GARCH processes 0 0 0 48 0 0 1 187
Comment 0 0 0 5 0 0 2 38
Cross-correlating wavelet coefficients with applications to high-frequency financial time series 0 0 1 43 0 0 5 112
Discrete time option pricing with flexible volatility estimation 0 0 0 483 0 0 1 1,593
Durations, volume and the prediction of financial returns in transaction time 0 0 0 6 1 1 1 33
Dynamic stochastic copula models: estimation, inference and applications 0 0 0 0 3 4 10 253
Econometric analysis of volatile art markets 0 0 0 20 1 1 3 121
Efficient estimation of a multivariate multiplicative volatility model 0 0 1 87 2 2 5 216
Efficient estimation of a semiparametric dynamic copula model 0 0 0 86 2 4 7 195
Estimating Autocorrelations in the Presence of Deterministic Trends 0 0 0 43 0 0 3 155
Estimation of a multiplicative correlation structure in the large dimensional case 0 0 0 1 0 0 3 32
Exponential-Type GARCH Models With Linear-in-Variance Risk Premium 0 0 1 8 2 3 4 23
Fair Revaluation of Wine as an Investment* 0 0 0 8 0 1 2 38
Fourth Moment Structure of Multivariate GARCH Models 0 0 0 0 0 0 3 295
Identification of structural multivariate GARCH models 0 0 2 12 1 2 11 46
Inference in stochastic frontier analysis with dependent error terms 0 0 0 8 0 0 0 40
Inference in stochastic frontier analysis with dependent error terms 0 0 1 7 0 2 4 42
Information Spillover, Volatility and the Currency Markets for the Binary Choice Model 0 0 0 27 0 1 3 155
LOCALLY STATIONARY FACTOR MODELS: IDENTIFICATION AND NONPARAMETRIC ESTIMATION 0 0 1 20 2 2 10 81
Local Government Efficiency: The Case of Moroccan Municipalities 0 0 0 0 2 5 9 143
Local Government Efficiency: The Case of Moroccan Municipalities 0 0 1 9 0 1 5 64
Looking Backward and Looking Forward 0 0 0 7 0 0 0 40
MULTIVARIATE VOLATILITY MODELING OF ELECTRICITY FUTURES 0 0 0 36 1 1 2 115
Macroeconomic news surprises and volatility spillover in foreign exchange markets 0 0 1 25 2 2 4 95
Monthly Art Market Returns 0 0 0 8 1 3 5 48
Multivariate mixed normal conditional heteroskedasticity 0 0 0 51 2 2 3 141
Nonparametric multistep‐ahead prediction in time series analysis 0 0 0 89 1 1 2 339
On Asymptotic Theory for ARCH (∞) Models 0 0 0 4 0 0 1 23
On asymptotic theory for multivariate GARCH models 1 1 1 61 1 2 8 181
On heterogeneous latent class models with applications to the analysis of rating scores 0 0 0 4 2 2 4 69
On the estimation of dynamic conditional correlation models 0 0 2 59 1 1 5 164
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis 0 0 0 91 3 3 4 275
Reconciling negative return skewness with positive time-varying risk premia 0 0 0 1 0 0 3 5
Ridge regression revisited 0 0 0 37 1 1 3 108
SEMIPARAMETRIC MULTIVARIATE VOLATILITY MODELS 0 0 0 30 0 0 1 113
Semiparametric estimation and variable selection for single‐index copula models 0 0 0 0 1 1 1 14
Sentiment-Induced Bubbles in the Cryptocurrency Market 0 0 5 25 2 4 19 118
Simple approximations for option pricing under mean reversion and stochastic volatility 0 0 0 2 0 0 3 23
Statistics of Financial Markets: An Introduction, 2nd Edition by Jürgen Franke, Wolfgang K. Härdle, Christian M. Hafner 0 0 1 85 2 2 4 234
Structural analysis of portfolio risk using beta impulse response functions 0 0 0 3 0 0 2 12
THE IMPACT OF ACQUISITIONS ON NEW TECHNOLOGY STOCKS: THE GOOGLE–MOTOROLA CASE 0 1 1 14 2 3 7 67
Temporal aggregation of multivariate GARCH processes 0 0 0 71 0 0 2 197
Testing for Bubbles in Cryptocurrencies with Time-Varying Volatility 0 1 4 23 0 2 13 99
Testing for Causality in Variance Usinf Multivariate GARCH Models 0 1 2 10 0 1 6 56
Testing for linear autoregressive dynamics under heteroskedasticity 0 0 0 10 0 1 2 491
Testing for linear vector autoregressive dynamics under multivariate generalized autoregressive heteroskedasticity 0 0 0 71 4 4 6 161
The Spread of the Covid-19 Pandemic in Time and Space 0 0 0 1 1 2 4 6
The effect of additive outliers on a fractional unit root test 0 0 0 2 0 0 1 49
The euro introduction and noneuro currencies 0 0 0 39 1 1 2 200
The “wrong skewness” problem in stochastic frontier models: A new approach 0 0 0 9 1 1 3 37
Volatility impulse responses for multivariate GARCH models: An exchange rate illustration 0 1 7 436 10 12 30 975
Volatility of Price Indices for Heterogeneous Goods with Applications to the Fine Art Market 0 1 1 16 2 3 5 77
WEAK DIFFUSION LIMITS OF DYNAMIC CONDITIONAL CORRELATION MODELS 0 0 0 2 1 2 3 25
Total Journal Articles 2 13 52 2,843 82 136 377 10,208

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Statistics updated 2025-11-08