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 0 0 6 325
A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process 0 0 1 40 0 1 13 131
A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process 0 0 0 7 0 2 9 61
A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process 0 0 0 20 0 0 6 87
A One Line Derivation of EGARCH 0 0 0 13 0 2 9 70
A One Line Derivation of EGARCH 0 0 2 52 0 1 26 123
A One Line Derivation of EGARCH 0 0 0 28 1 1 5 77
A One Line Derivation of EGARCH 0 0 0 0 1 2 16 26
A One Line Derivation of EGARCH 0 0 0 25 0 0 6 105
A Simple Model for Now-Casting Volatility Series 0 0 0 50 0 0 11 75
A dynamic conditional score model for the log correlation matrix 0 0 0 49 0 1 7 96
A dynamic conditional score model for the log correlation matrix 0 0 0 0 0 0 10 22
A dynamic conditional score model for the log correlation matrix 0 0 0 0 0 0 12 19
A generalized dynamic conditional correlation model for many asset returns 0 0 2 69 0 3 27 197
A note on the Tobit model in the presence of a duration variable 0 0 0 0 0 0 34 39
A note on the Tobit model in the presence of a duration variable 0 0 0 16 0 1 11 69
A note on the Tobit model in the presence of a duration variable 0 0 0 1 0 1 9 14
A note on the Tobit model in the presence of a duration variable 0 0 0 0 0 0 5 17
A simple model for now-casting volatility series 0 0 0 0 0 1 8 26
A simple model for now-casting volatility series 0 0 0 0 0 2 6 14
A simple model for now-casting volatility series 0 0 0 3 0 0 6 20
A simple model for now-casting volatility series 0 0 0 5 0 0 8 32
A simple model for now-casting volatility series 0 1 1 51 0 1 6 148
A simple model for now-casting volatility series 0 0 0 0 0 0 6 10
A simple solution of the spurious regression problem 0 0 0 0 0 0 7 21
An ARCH Model Without Intercept 0 0 0 0 0 0 7 25
An ARCH model without intercept 0 0 0 0 0 1 11 19
An Almost Closed Form Estimator For The EGARCH Model 0 0 0 0 0 1 8 13
An Almost Closed Form Estimator for the EGARCH 0 0 0 0 0 0 4 14
An Almost Closed Form Estimator for the EGARCH model 0 0 0 1 0 4 13 23
An almost closed form estimator for the EGARCH model 0 0 0 74 0 1 11 122
An almost closed form estimator for the EGARCH model 0 0 0 0 0 1 13 34
An augmented Taylor rule for the Federal Reserve's response to asset prices 0 0 0 0 0 0 4 15
An augmented Taylor rule for the Federal Reserve's response to asset prices 0 0 0 0 1 1 6 53
An augmented Taylor rule for the Federal Reserve’s response to asset prices 0 0 0 0 0 2 5 10
Analysis of cryptocurrency connectedness based on network to transaction volume ratios 0 0 0 0 0 5 29 37
Analytical quasi maximum likelihood inference in multivariate volatility models 0 0 0 45 0 0 10 154
Asymmetries in Business Cycles and the Role of Oil Prices 0 0 0 1 1 1 9 17
Asymmetries in Business Cycles and the Role of Oil Prices 0 0 0 0 0 2 3 10
Asymmetries in Business Cycles and the Role of Oil Production 0 0 0 0 0 0 6 9
Asymptotic theory for a factor GARCH model 0 0 0 57 0 0 3 156
Cross-correlating wavelet coefficients with applications to high-frequency financial time series 0 0 0 0 0 1 11 18
Deciding between GARCH and Stochastic Volatility via Strong Decision Rules 0 0 0 0 0 3 5 44
Deciding between GARCH and stochastic volatility via strong decision rules 0 0 0 103 0 0 8 285
Discrete time option pricing with flexible volatility estimation 0 0 0 10 0 1 8 201
Discrete time option pricing with flexible volatility estimation 0 0 0 2 1 2 12 30
Discrete time option pricing with flexible volatility estimation 0 0 0 11 0 0 5 95
Durations, Volume and the Prediction of Financial Returns in Transaction Time 0 0 0 419 0 0 9 742
Durations, volume and the prediction of financial returns in transaction time 0 0 0 3 0 0 7 28
Dynamic Autoregressive Liquidity (DArLiQ) 0 0 0 11 0 1 8 30
Dynamic Autoregressive Liquidity (DArLiQ) 0 0 0 20 1 2 13 38
Dynamic Autoregressive Liquidity (DArLiQ) 0 0 1 33 1 2 24 38
Dynamic portfolio selection with sector-specific regularization 0 0 0 1 0 0 12 23
Dynamic portfolio selection with sector-specific regularization 0 0 0 0 0 0 6 11
Dynamic portfolio selection with sector-specific regularization 0 0 0 42 0 0 8 164
Dynamic score driven independent component analysis 0 0 0 0 0 0 4 9
Dynamic score driven independent component analysis 0 0 0 30 0 1 9 96
Dynamic stochastic copula models: Estimation, inference and applications 0 0 0 0 0 1 7 24
Dynamic stochastic copula models: estimation, inference and applications 0 0 1 293 0 0 23 707
Econometric analysis of volatile art markets 0 0 0 0 0 2 13 36
Econometric analysis of volatile art markets 0 0 0 0 0 1 18 31
Econometric analysis of volatile art markets 0 0 0 92 0 3 17 329
Econometric analysis of volatile art markets 0 0 0 35 0 2 13 190
Efficient Estimation of a Multivariate Multiplicative Volatility Model 0 0 0 0 0 0 11 50
Efficient estimation of a multivariate multiplicative volatility model 0 0 0 5 0 0 6 53
Efficient estimation of a semiparametric dynamic copula model 0 0 0 0 0 2 12 30
Estimating High Frequency Foreign Exchange Rate Volatility with Nonparametric ARCH Models 0 0 0 0 0 1 6 247
Estimating autocorrelations in the presence of deterministic trends 0 0 0 73 0 0 12 205
Estimating autocorrelations in the presence of deterministic trends 0 0 0 0 0 0 5 8
Estimation of a Multiplicative Correlation Structure in the Large Dimensional Case 0 0 1 26 0 1 17 83
Estimation of a Multiplicative Covariance Structure 0 0 0 26 0 0 6 38
Estimation of a Multiplicative Covariance Structure in the Large Dimensional Case 0 0 0 11 0 0 4 90
Estimation of a Multiplicative Covariance Structure in the Large Dimensional Case 0 0 0 22 0 0 5 40
Estimation of a multiplicative correlation structure in the large dimensional case 0 0 0 0 1 4 37 41
Estimation of a multiplicative covariance structure in the large dimensional case 0 0 0 2 0 1 11 30
Estimation of temporally aggregated multivariate GARCH models 0 0 0 24 0 1 12 120
Estimation of temporally aggregated multivariate GARCH models 0 0 0 21 0 2 12 100
Exponential-Type GARCH Models With Linear-in-Variance Risk Premium 0 0 0 1 2 2 5 20
Exponential-type GARCH models with linear-in-variance risk premium 0 1 1 47 0 3 14 86
Fair Revaluation of Wine as an Investment 0 0 0 0 0 2 7 19
Fair re-valuation of wine as an investment 0 0 0 24 0 1 12 100
Fair re-valuation of wine as an investment 0 0 0 15 0 0 6 115
Fair re-valuation of wine as an investment 0 0 0 1 0 1 8 22
Flexible stochastic volatility structures for high frequency financial data 0 0 0 2 0 0 10 173
Foreign Exchange Rates Have Surprising Volatility 0 0 0 93 0 0 3 450
Fourth moments of multivariate GARCH processes 0 0 1 157 0 0 9 460
Fourth moments of multivariate GARCH processes 1 1 1 61 1 1 14 195
Heterogeneous Liquidity Effects in Corporate Bond Spreads 0 1 2 3 0 2 11 23
Heterogeneous Liquidity Effects in Corporate Bond Spreads 0 0 0 0 0 0 4 8
Identification of structural multivariate GARCH models 0 0 0 64 1 1 3 123
Identification of structural multivariate GARCH models 0 0 0 0 0 0 6 25
Inference in stochastic frontier analysis with dependent error terms 0 0 0 0 0 1 5 11
Inference in stochastic frontier analysis with dependent error terms 0 0 0 0 0 0 4 10
Investing in superheroes? Comic art as a new alternative investment 0 0 0 0 0 0 54 75
Investing in superheroes? Comic art as a new alternative investment 0 0 2 37 0 1 14 135
Local Government Efficiency: The Case of Moroccan Municipalities 0 0 0 0 0 1 10 20
Local government efficiency: The case of Moroccan municipalities 0 0 0 3 0 0 11 28
Locally Stationary Factor Models: Identification And Nonparametric Estimation 0 0 0 0 1 2 14 25
Locally Stationary Factor Models: Identification And Nonparametric Estimation 0 0 0 0 0 0 5 12
Looking Backward and Looking Forward 0 0 0 17 0 0 7 65
Looking Backward and Looking Forward 0 0 0 0 0 2 11 19
Looking backward and looking forward 0 0 0 0 0 0 9 19
Macroeconomic news surprises and volatility spillover in foreign exchange markets 0 0 0 0 0 1 18 19
Macroeconomic news surprises and volatility spillover in foreign exchange markets 0 0 0 1 0 0 4 7
Modelling multivariate volatility of electricity futures 0 0 0 0 0 0 5 10
Monthly Art Market Returns 0 0 0 0 0 1 6 19
Monthly art market returns 0 0 1 33 0 0 13 72
Multivariate Time Series Models for Asset Prices 0 0 0 0 0 0 5 8
Multivariate mixed normal conditional heteroskedasticity 0 0 0 21 0 0 14 117
Multivariate mixed normal conditional heteroskedasticity 0 0 0 149 0 1 14 487
Multivariate mixed normal conditional heteroskedasticity 0 0 0 3 0 1 12 29
Multivariate volatility modeling of electricity futures 0 0 0 66 0 0 17 226
Multivariate volatility modeling of electricity futures 0 0 0 0 0 1 11 12
Multivariate volatility modeling of electricity futures 0 0 0 0 1 1 15 26
Multivariate volatility modeling of electricity futures 0 0 0 20 0 5 16 127
Nonparametric multistep-ahead prediction in time series analysis 0 0 0 2 0 1 12 48
On Asymptotic Theory for ARCH (infinity) Models 0 0 0 0 0 2 9 21
On Asymptotic Theory for ARCH(infinite) Models 0 0 0 10 0 1 19 77
On asymptotic theory for ARCH([infinite]) models 0 0 0 0 0 3 13 32
On asymptotic theory for ARCH(infinite) models 0 0 0 2 0 1 3 17
On heterogeneous latent class models with applications to the analysis of rating scores 0 0 0 0 0 1 9 17
On heterogeneous latent class models with applications to the analysis of rating scores 0 0 0 0 0 0 11 20
On heterogeneous latent class models with applications to the analysis of rating scores 0 0 1 13 0 1 24 123
On the estimation of dynamic conditional correlation models 0 0 0 0 0 0 7 20
On the estimation of dynamic conditional correlation models 0 0 0 0 0 0 3 13
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis 0 0 0 127 0 0 9 674
Panel stochastic frontier analysis with dependent error terms 0 0 0 0 0 0 0 4
Reconciling negative return skewness with positive time-varying risk premia 0 0 0 0 1 1 5 8
Ridge regression revisited 0 0 4 64 0 2 16 197
Semi-Parametric Modelling of Correlation Dynamics 0 0 0 58 0 1 14 153
Semiparametric Estimation and Variable Selection for Single-index Copula Models 0 0 0 8 1 2 13 35
Semiparametric Estimation and Variable Selection for Single-index Copula Models 0 0 0 0 0 0 16 72
Semiparametric estimation and variable selection for single-index copula models 0 0 0 0 0 0 1 8
Semiparametric multivariate GARCH models 0 0 1 76 0 0 7 173
Semiparametric multivariate volatility models 0 0 0 33 0 1 11 104
Semiparametric multivariate volatility models 0 0 0 15 0 1 6 102
Sentiment-Induced Bubbles in the Cryptocurrency Market 0 0 0 0 0 1 15 57
Simple approximations for option pricing under mean reversion and stochastic volatility 0 0 0 25 0 0 8 112
Support Vector Machines with Evolutionary Feature Selection for Default Prediction 0 0 1 3 0 0 10 27
Support Vector Machines with Evolutionary Model Selection for Default Prediction 0 0 0 0 0 0 7 37
Support vector machines with evolutionary feature selection for default prediction 0 0 0 97 0 2 8 234
Teaching statistical inference without normality 0 1 3 130 0 2 16 325
Temporal aggregation of multivariate GARCH processes 0 0 0 17 1 2 11 89
Temporal aggregation of multivariate GARCH processes 0 0 0 269 0 0 12 649
Testing for Bubbles in Cryptocurrencies with Time-Varying Volatility 0 0 0 0 0 1 8 22
Testing for Causality in Variance using Multivariate GARCH Models 0 0 1 610 0 0 15 1,578
Testing for bubbles in cryptocurrencies with time-varying volatility 0 0 1 86 0 0 11 139
Testing for bubbles in cryptocurrencies with time-varying volatility 0 0 0 4 0 2 18 43
Testing for bubbles in cryptocurrencies with time-varying volatility 0 0 0 0 0 2 11 43
Testing for causality in variance using multivariate GARCH models 0 0 0 48 1 3 6 143
Testing for linear autoregressive dynamics under heteroskedasticity 0 0 0 5 0 0 6 153
Testing for vector autoregressive dynamics under heteroskedasticity 0 0 0 6 0 0 6 46
Testing for vector autoregressive dynamics under heteroskedasticity 0 0 0 19 0 0 8 80
The "wrong skewness" problem in stochastic frontier models: A new approach 0 0 0 0 0 1 8 53
The Effect of Additive Outliers on Fractional Unit Root Tests 0 0 0 0 0 0 8 31
The Euro Introduction and Non-Euro Currencies 0 0 1 217 0 0 9 903
The Euro-introduction and non-Euro currencies 0 0 0 0 0 1 6 19
The Impact of Acquisitions on New Technology Stocks: The Google–Motorola Case 0 0 0 0 0 1 2 8
The Spread of the Covid-19 Pandemic in Time and Space 0 0 0 0 0 1 7 49
The effect of additive outliers on a fractional unit root test 0 0 0 0 0 2 9 17
The effect of additive outliers on a fractional unit root test 0 0 0 0 0 0 9 13
The wrong skewness problem in stochastic frontier models: A new approach 0 0 0 48 0 1 23 122
The “wrong skewnessâ€Ω problem in stochastic frontier models: A new approach 0 0 0 0 0 0 9 17
The “wrong skewnessâ€Ω problem in stochastic frontier models: A new approach 0 0 0 1 0 0 7 13
The “wrong skewnessâ€Ω problem in stochastic frontier models: A new approach 0 0 0 0 0 0 3 5
The “wrong skewness” problem in stochastic frontier models: a new approach 0 0 0 9 0 2 10 68
Time-Varying Mixture Copula Models with Copula Selection 0 0 0 0 0 0 13 43
Time-Varying Mixture Copula Models with Copula Selection 0 0 0 0 0 1 15 134
Time-varying market price of risk in the CAPM: Approaches, empirical evidence and implications 0 0 1 30 0 1 6 805
Trending Mixture Copula Models with Copula Selection 0 0 0 0 0 2 9 21
Trending Mixture Copula Models with Copula Selection 0 0 0 61 0 1 11 145
Volatility Models 0 0 0 0 0 0 16 62
Volatility Models 0 0 0 0 0 1 15 37
Volatility impulse response functions for multivariate GARCH models 0 0 0 81 0 0 8 1,277
Volatility impulse response functions for multivariate GARCH models 0 0 0 192 0 2 19 620
Volatility models 0 0 0 313 0 2 23 666
Volatility of Price Indices for Heterogeneous Goods with Applications to the Fine Art Market 0 0 0 0 0 0 9 25
Volatility of price indices for heterogeneous goods 0 0 0 32 0 2 11 145
Volatility of price indices for heterogeneous goods 0 0 0 1 0 0 17 26
Volatility of price indices for heterogenous goods with applications to the fine art market 0 0 0 0 1 1 3 10
Weak Diffusion Limits of Dynamic Conditional Correlation Models 0 0 0 0 0 0 7 23
Weak Diffusion Limits of Dynamic Conditional Correlation Models 0 0 0 1 0 0 8 12
Weak Diffusion Limits of Dynamic Conditional Correlation Models 0 0 0 0 0 2 5 9
Weak Diffusion Limits of Dynamic Conditional Correlation Models 0 0 0 2 0 0 11 45
Weak diffusion limits of dynamic conditional correlation models 0 0 0 0 0 2 16 33
Weak diffusion limits of dynamic conditional correlation models 0 0 0 65 2 2 14 116
Total Working Papers 1 5 31 5,613 21 164 1,943 21,503
2 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 0 1 2 96 0 3 23 267
A Lagrange multiplier test for causality in variance 0 0 1 211 1 2 11 443
A One Line Derivation of EGARCH 0 0 0 34 0 1 15 161
A note on the Tobit model in the presence of a duration variable 0 0 0 7 2 3 11 72
A simple model for now-casting volatility series 0 0 0 15 0 1 11 63
A simple solution of the spurious regression problem 0 1 1 32 2 5 15 169
AN ALMOST CLOSED FORM ESTIMATOR FOR THE EGARCH MODEL 0 0 0 3 1 2 23 51
ASYMMETRIES IN BUSINESS CYCLES AND THE ROLE OF OIL PRICES 0 0 1 5 1 1 9 30
ASYMPTOTIC THEORY FOR A FACTOR GARCH MODEL 0 0 1 45 0 0 34 147
Alternative Assets and Cryptocurrencies 0 0 0 22 2 2 21 102
An ARCH model without intercept 0 0 2 21 0 1 11 106
An augmented Taylor rule for the Federal Reserve's response to asset prices 0 1 2 23 0 2 12 106
Analysis of cryptocurrency connectedness based on network to transaction volume ratios 0 0 4 12 1 8 84 123
Analytical quasi maximum likelihood inference in multivariate volatility models 0 1 1 77 0 3 15 177
Causality and forecasting in temporally aggregated multivariate GARCH processes 0 0 0 48 0 0 5 192
Comment 0 0 0 5 0 2 7 45
Cross-correlating wavelet coefficients with applications to high-frequency financial time series 0 0 0 43 1 1 5 117
Discrete time option pricing with flexible volatility estimation 0 0 0 483 0 0 15 1,608
Durations, volume and the prediction of financial returns in transaction time 0 0 0 6 0 0 18 50
Dynamic stochastic copula models: estimation, inference and applications 0 0 0 0 2 2 15 264
Econometric analysis of volatile art markets 0 0 0 20 1 3 16 136
Efficient estimation of a multivariate multiplicative volatility model 0 0 1 88 0 1 19 233
Efficient estimation of a semiparametric dynamic copula model 0 0 1 87 2 4 14 205
Estimating Autocorrelations in the Presence of Deterministic Trends 0 0 0 43 0 0 6 161
Estimation of a multiplicative correlation structure in the large dimensional case 0 0 0 1 0 2 13 45
Exponential-Type GARCH Models With Linear-in-Variance Risk Premium 0 1 1 9 1 5 18 38
Fair Revaluation of Wine as an Investment* 0 0 0 8 0 1 15 52
Fourth Moment Structure of Multivariate GARCH Models 0 0 0 0 0 0 13 308
Identification of structural multivariate GARCH models 0 0 0 12 2 2 17 61
Inference in stochastic frontier analysis with dependent error terms 0 0 0 7 1 2 11 51
Inference in stochastic frontier analysis with dependent error terms 0 0 0 8 1 2 9 49
Information Spillover, Volatility and the Currency Markets 0 0 0 27 0 0 7 161
LOCALLY STATIONARY FACTOR MODELS: IDENTIFICATION AND NONPARAMETRIC ESTIMATION 0 0 1 21 0 0 8 87
Local Government Efficiency: The Case of Moroccan Municipalities 0 0 0 9 0 1 7 70
Local Government Efficiency: The Case of Moroccan Municipalities 0 0 0 0 1 1 25 163
Looking Backward and Looking Forward 0 0 0 7 0 0 7 47
MULTIVARIATE VOLATILITY MODELING OF ELECTRICITY FUTURES 0 0 0 36 0 0 23 137
Macroeconomic news surprises and volatility spillover in foreign exchange markets 0 0 0 25 0 0 12 105
Monthly Art Market Returns 0 0 0 8 0 1 10 55
Multivariate mixed normal conditional heteroskedasticity 0 0 0 51 2 3 16 155
Nonparametric multistep‐ahead prediction in time series analysis 0 0 0 89 0 0 10 348
On Asymptotic Theory for ARCH (∞) Models 0 0 0 4 0 0 5 28
On asymptotic theory for multivariate GARCH models 0 0 2 62 1 1 11 190
On heterogeneous latent class models with applications to the analysis of rating scores 0 0 0 4 0 0 14 81
On the estimation of dynamic conditional correlation models 0 1 1 60 0 4 32 195
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis 0 0 0 91 0 2 15 287
Panel Stochastic Frontier Analysis with Dependent Error Terms 0 1 1 6 1 4 8 25
Reconciling negative return skewness with positive time-varying risk premia 0 0 0 1 1 3 10 15
Ridge regression revisited 0 0 0 37 1 1 12 119
SEMIPARAMETRIC MULTIVARIATE VOLATILITY MODELS 0 0 0 30 0 0 5 118
Semiparametric estimation and variable selection for single‐index copula models 0 0 0 0 1 1 11 24
Sentiment-Induced Bubbles in the Cryptocurrency Market 0 1 1 26 0 4 27 141
Simple approximations for option pricing under mean reversion and stochastic volatility 0 0 0 2 1 1 7 30
Statistics of Financial Markets: An Introduction, 2nd Edition by Jürgen Franke, Wolfgang K. Härdle, Christian M. Hafner 0 0 0 85 1 2 4 236
Structural analysis of portfolio risk using beta impulse response functions 0 0 0 3 0 2 6 18
THE IMPACT OF ACQUISITIONS ON NEW TECHNOLOGY STOCKS: THE GOOGLE–MOTOROLA CASE 0 1 4 17 1 2 17 81
Temporal aggregation of multivariate GARCH processes 0 0 1 72 0 0 3 200
Testing for Bubbles in Cryptocurrencies with Time-Varying Volatility 0 0 1 23 1 2 20 117
Testing for Causality in Variance Usinf Multivariate GARCH Models 0 1 3 12 0 1 17 72
Testing for linear autoregressive dynamics under heteroskedasticity 0 0 0 10 1 2 12 502
Testing for linear vector autoregressive dynamics under multivariate generalized autoregressive heteroskedasticity 0 0 0 71 0 2 16 173
The Spread of the Covid-19 Pandemic in Time and Space 0 0 0 1 0 0 4 8
The effect of additive outliers on a fractional unit root test 0 0 0 2 0 0 4 53
The euro introduction and noneuro currencies 0 0 0 39 0 0 10 209
The “wrong skewness” problem in stochastic frontier models: A new approach 0 0 1 10 0 0 9 45
Volatility impulse responses for multivariate GARCH models: An exchange rate illustration 1 2 10 445 1 2 35 998
Volatility of Price Indices for Heterogeneous Goods with Applications to the Fine Art Market 0 1 2 17 1 2 16 90
WEAK DIFFUSION LIMITS OF DYNAMIC CONDITIONAL CORRELATION MODELS 0 0 0 2 0 0 8 31
Total Journal Articles 1 13 46 2,876 36 105 974 11,046

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Statistics updated 2026-08-07