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 0 318
A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process 0 0 0 7 0 0 0 52
A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process 0 0 0 19 0 0 1 77
A One Line Derivation of EGARCH 0 0 0 0 0 0 1 7
A One Line Derivation of EGARCH 0 0 0 13 0 0 1 60
A One Line Derivation of EGARCH 0 0 0 28 0 0 0 69
A One Line Derivation of EGARCH 0 0 0 25 0 1 4 95
A Simple Model for Now-Casting Volatility Series 0 0 0 50 0 0 1 63
A dynamic conditional score model for the log correlation matrix 0 0 1 47 1 2 4 85
A dynamic conditional score model for the log correlation matrix 0 0 0 0 0 0 4 6
A dynamic conditional score model for the log correlation matrix 0 0 0 0 0 2 3 3
A generalized dynamic conditional correlation model for many asset returns 0 0 0 66 1 1 2 166
A note on the Tobit model in the presence of a duration variable 0 0 0 0 0 0 0 3
A note on the Tobit model in the presence of a duration variable 0 0 0 15 0 0 0 55
A note on the Tobit model in the presence of a duration variable 0 0 0 0 0 0 0 4
A note on the Tobit model in the presence of a duration variable 0 0 0 0 0 0 2 12
A simple model for now-casting volatility series 0 0 0 3 0 0 1 13
A simple model for now-casting volatility series 0 0 0 0 0 0 1 3
A simple model for now-casting volatility series 0 0 0 0 0 1 2 18
A simple model for now-casting volatility series 0 0 1 4 0 3 5 22
A simple model for now-casting volatility series 0 0 0 48 0 0 0 102
A simple model for now-casting volatility series 0 0 0 0 1 1 1 7
A simple solution of the spurious regression problem 0 0 0 0 0 1 6 11
An ARCH Model Without Intercept 0 0 0 0 0 0 0 16
An ARCH model without intercept 0 0 0 0 0 0 0 4
An Almost Closed Form Estimator For The EGARCH Model 0 0 0 0 0 0 2 5
An Almost Closed Form Estimator for the EGARCH 0 0 0 0 0 0 0 9
An Almost Closed Form Estimator for the EGARCH model 0 0 0 0 0 0 1 7
An almost closed form estimator for the EGARCH model 0 0 0 74 0 0 0 108
An almost closed form estimator for the EGARCH model 0 0 0 0 0 0 0 21
An augmented Taylor rule for the Federal Reserve's response to asset prices 0 0 0 0 0 0 1 10
An augmented Taylor rule for the Federal Reserve's response to asset prices 0 0 0 0 0 0 2 44
An augmented Taylor rule for the Federal Reserve’s response to asset prices 0 0 0 0 0 0 1 4
Analysis of cryptocurrency connectedness based on network to transaction volume ratios 0 0 0 0 1 2 5 7
Analytical quasi maximum likelihood inference in multivariate volatility models 0 0 0 43 2 2 4 138
Asymmetries in Business Cycles and the Role of Oil Prices 0 0 0 0 0 0 0 4
Asymmetries in Business Cycles and the Role of Oil Prices 0 0 0 0 0 0 0 5
Asymmetries in Business Cycles and the Role of Oil Production 0 0 0 0 0 0 0 2
Asymptotic theory for a factor GARCH model 0 0 0 57 0 0 0 151
Cross-correlating wavelet coefficients with applications to high-frequency financial time series 0 0 0 0 0 0 1 6
Deciding between GARCH and Stochastic Volatility via Strong Decision Rules 0 0 0 0 0 0 0 36
Deciding between GARCH and stochastic volatility via strong decision rules 0 0 1 102 1 1 4 272
Discrete time option pricing with flexible volatility estimation 0 0 0 11 0 0 0 88
Discrete time option pricing with flexible volatility estimation 0 0 0 1 0 0 0 15
Discrete time option pricing with flexible volatility estimation 0 0 1 10 0 0 2 193
Durations, Volume and the Prediction of Financial Returns in Transaction Time 0 0 0 419 0 0 0 732
Durations, volume and the prediction of financial returns in transaction time 0 0 0 3 0 0 0 20
Dynamic Autoregressive Liquidity (DArLiQ) 0 0 0 18 0 0 4 21
Dynamic Autoregressive Liquidity (DArLiQ) 0 0 0 7 0 1 5 15
Dynamic Autoregressive Liquidity (DArLiQ) 0 0 0 32 0 1 2 14
Dynamic Autoregressive Liquidity (DArLiQ) 0 0 2 11 0 0 7 17
Dynamic portfolio selection with sector-specific regularization 0 0 2 42 0 2 7 149
Dynamic portfolio selection with sector-specific regularization 0 0 0 0 0 0 1 4
Dynamic portfolio selection with sector-specific regularization 0 0 1 1 0 0 2 9
Dynamic score driven independent component analysis 1 2 4 29 2 3 6 84
Dynamic score driven independent component analysis 0 0 0 0 0 0 1 3
Dynamic stochastic copula models: Estimation, inference and applications 0 0 0 0 0 2 3 11
Dynamic stochastic copula models: estimation, inference and applications 0 0 1 289 0 0 1 677
Econometric analysis of volatile art markets 0 0 0 0 0 1 1 21
Econometric analysis of volatile art markets 0 0 0 92 0 0 4 309
Econometric analysis of volatile art markets 0 0 0 0 0 0 0 11
Econometric analysis of volatile art markets 0 0 0 35 0 0 2 175
Efficient Estimation of a Multivariate Multiplicative Volatility Model 0 0 0 0 0 2 4 38
Efficient estimation of a multivariate multiplicative volatility model 0 0 0 5 0 0 2 41
Efficient estimation of a semiparametric dynamic copula model 0 0 0 0 0 0 1 12
Estimating High Frequency Foreign Exchange Rate Volatility with Nonparametric ARCH Models 0 0 0 0 0 0 0 239
Estimating autocorrelations in the presence of deterministic trends 0 0 0 73 0 0 0 192
Estimating autocorrelations in the presence of deterministic trends 0 0 0 0 0 0 1 2
Estimation of a Multiplicative Correlation Structure in the Large Dimensional Case 0 0 0 25 2 2 2 64
Estimation of a Multiplicative Covariance Structure 0 0 0 26 0 1 2 31
Estimation of a Multiplicative Covariance Structure in the Large Dimensional Case 0 0 0 22 0 0 0 35
Estimation of a Multiplicative Covariance Structure in the Large Dimensional Case 0 0 0 11 0 0 5 86
Estimation of a multiplicative correlation structure in the large dimensional case 0 0 0 0 0 0 0 3
Estimation of a multiplicative covariance structure in the large dimensional case 0 0 0 2 0 0 0 19
Estimation of temporally aggregated multivariate GARCH models 0 0 0 21 0 0 0 84
Estimation of temporally aggregated multivariate GARCH models 0 0 0 24 0 0 0 107
Exponential-Type GARCH Models With Linear-in-Variance Risk Premium 0 0 0 0 0 1 1 12
Exponential-type GARCH models with linear-in-variance risk premium 0 0 2 45 0 2 6 67
Fair Revaluation of Wine as an Investment 0 0 0 0 0 1 2 7
Fair re-valuation of wine as an investment 0 0 1 1 0 0 2 10
Fair re-valuation of wine as an investment 0 0 0 15 0 0 0 109
Fair re-valuation of wine as an investment 0 0 0 24 0 0 0 87
Flexible stochastic volatility structures for high frequency financial data 0 0 0 1 0 0 1 160
Foreign Exchange Rates Have Surprising Volatility 0 0 0 93 0 0 2 444
Fourth moments of multivariate GARCH processes 0 0 0 155 0 0 0 449
Fourth moments of multivariate GARCH processes 0 0 0 60 0 0 0 178
Heterogeneous Liquidity Effects in Corporate Bond Spreads 0 0 0 0 0 0 0 3
Heterogeneous Liquidity Effects in Corporate Bond Spreads 0 0 0 0 1 2 2 9
Identification of structural multivariate GARCH models 0 0 0 64 0 0 1 117
Identification of structural multivariate GARCH models 0 0 0 0 0 0 2 15
Inference in stochastic frontier analysis with dependent error terms 0 0 0 0 0 0 0 6
Inference in stochastic frontier analysis with dependent error terms 0 0 0 0 0 0 1 5
Investing in superheroes? Comic art as a new alternative investment 0 0 0 0 0 2 9 10
Investing in superheroes? Comic art as a new alternative investment 1 1 3 34 3 3 9 109
Local Government Efficiency: The Case of Moroccan Municipalities 0 0 0 0 0 1 1 8
Local government efficiency: The case of Moroccan municipalities 0 0 0 0 0 0 0 8
Locally Stationary Factor Models: Identification And Nonparametric Estimation 0 0 0 0 0 0 0 5
Locally Stationary Factor Models: Identification And Nonparametric Estimation 0 0 0 0 0 0 0 5
Looking Backward and Looking Forward 0 0 0 0 0 0 0 8
Looking Backward and Looking Forward 0 0 0 17 0 0 0 55
Looking backward and looking forward 0 0 0 0 0 0 0 8
Macroeconomic news surprises and volatility spillover in foreign exchange markets 0 0 0 0 0 0 1 1
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 0 0 3
Monthly Art Market Returns 0 0 0 0 0 1 3 12
Monthly art market returns 0 0 1 32 0 0 2 57
Multivariate Time Series Models for Asset Prices 0 0 0 0 0 0 0 1
Multivariate Volatility Modeling of Electricity Futures 0 0 1 66 0 0 1 208
Multivariate mixed normal conditional heteroskedasticity 0 0 0 3 0 0 0 16
Multivariate mixed normal conditional heteroskedasticity 0 0 0 149 0 0 0 472
Multivariate mixed normal conditional heteroskedasticity 0 0 0 21 0 0 0 102
Multivariate volatility modeling of electricity futures 0 0 0 0 0 0 0 0
Multivariate volatility modeling of electricity futures 0 0 0 20 0 0 1 110
Multivariate volatility modeling of electricity futures 0 0 0 0 0 0 1 10
Nonparametric multistep-ahead prediction in time series analysis 0 0 0 2 0 0 0 34
On Asymptotic Theory for ARCH (infinity) Models 0 0 0 0 1 1 2 12
On Asymptotic Theory for ARCH(infinite) Models 0 0 0 10 0 0 0 56
On asymptotic theory for ARCH([infinite]) models 0 0 0 0 0 0 0 16
On asymptotic theory for ARCH(infinite) models 0 0 0 2 0 0 2 12
On heterogeneous latent class models with applications to the analysis of rating scores 0 0 0 0 0 0 0 8
On heterogeneous latent class models with applications to the analysis of rating scores 0 0 0 12 0 0 0 93
On heterogeneous latent class models with applications to the analysis of rating scores 0 0 0 0 1 1 1 7
On the estimation of dynamic conditional correlation models 0 0 0 0 0 0 0 7
On the estimation of dynamic conditional correlation models 0 0 0 0 0 0 0 9
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis 0 0 0 127 1 1 1 664
Panel stochastic frontier analysis with dependent error terms 0 0 0 0 0 0 0 3
Reconciling negative return skewness with positive time-varying risk premia 0 0 0 0 0 0 2 2
Ridge regression revisited 0 0 1 56 0 0 4 168
Semi-Parametric Modelling of Correlation Dynamics 0 0 0 57 0 0 0 135
Semiparametric Estimation and Variable Selection for Single-index Copula Models 0 0 0 0 0 0 1 50
Semiparametric Estimation and Variable Selection for Single-index Copula Models 0 0 1 7 1 1 3 19
Semiparametric estimation and variable selection for single-index copula models 0 0 0 0 0 0 0 3
Semiparametric multivariate GARCH models 0 0 1 75 0 0 2 164
Semiparametric multivariate volatility models 0 0 0 33 0 0 0 91
Semiparametric multivariate volatility models 0 0 0 15 1 1 1 95
Sentiment-Induced Bubbles in the Cryptocurrency Market 0 0 0 0 0 2 2 37
Simple approximations for option pricing under mean reversion and stochastic volatility 0 0 1 25 0 0 1 99
Support Vector Machines with Evolutionary Feature Selection for Default Prediction 0 0 2 95 0 0 4 222
Support Vector Machines with Evolutionary Feature Selection for Default Prediction 0 1 1 2 1 3 4 13
Support Vector Machines with Evolutionary Model Selection for Default Prediction 0 0 0 0 1 1 8 16
Teaching statistical inference without normality 0 0 5 127 0 0 7 308
Temporal aggregation of multivariate GARCH processes 0 0 0 17 0 0 1 74
Temporal aggregation of multivariate GARCH processes 0 0 0 269 0 0 1 636
Testing for Bubbles in Cryptocurrencies with Time-Varying Volatility 0 0 0 0 0 1 1 12
Testing for Causality in Variance using Multivariate GARCH Models 0 1 1 608 2 3 7 1,553
Testing for bubbles in cryptocurrencies with time-varying volatility 1 1 2 4 1 2 9 21
Testing for bubbles in cryptocurrencies with time-varying volatility 0 0 0 0 0 0 2 30
Testing for bubbles in cryptocurrencies with time-varying volatility 0 0 3 85 0 0 8 127
Testing for causality in variance using multivariate GARCH models 0 0 1 48 0 0 2 134
Testing for linear autoregressive dynamics under heteroskedasticity 0 0 1 5 0 1 2 145
Testing for vector autoregressive dynamics under heteroskedasticity 0 0 0 6 0 0 0 36
Testing for vector autoregressive dynamics under heteroskedasticity 0 0 0 19 0 0 0 72
The "wrong skewness" problem in stochastic frontier models: A new approach 0 0 0 0 0 1 1 41
The Effect of Additive Outliers on Fractional Unit Root Tests 0 0 0 0 0 0 1 21
The Euro Introduction and Non-Euro Currencies 0 0 0 216 0 0 1 890
The Euro-introduction and non-Euro currencies 0 0 0 0 0 0 0 9
The Impact of Acquisitions on New Technology Stocks: The Google–Motorola Case 0 0 0 0 0 0 0 4
The Spread of the Covid-19 Pandemic in Time and Space 0 0 0 0 0 0 3 37
The effect of additive outliers on a fractional unit root test 0 0 0 0 0 0 0 2
The effect of additive outliers on a fractional unit root test 0 0 0 0 0 0 0 5
The wrong skewness problem in stochastic frontier models: A new approach 0 1 1 47 0 1 4 94
The “wrong skewnessâ€Ω problem in stochastic frontier models: A new approach 0 0 0 1 0 0 0 5
The “wrong skewnessâ€Ω problem in stochastic frontier models: A new approach 0 0 0 0 0 0 0 1
The “wrong skewnessâ€Ω problem in stochastic frontier models: A new approach 0 0 0 0 0 0 0 6
The “wrong skewness” problem in stochastic frontier models: a new approach 0 0 0 9 0 0 0 55
Time-Varying Mixture Copula Models with Copula Selection 0 0 0 0 0 1 16 25
Time-Varying Mixture Copula Models with Copula Selection 1 3 12 53 4 9 27 111
Time-Varying Mixture Copula Models with Copula Selection 0 0 0 0 1 2 10 110
Time-varying market price of risk in the CAPM: Approaches, empirical evidence and implications 0 0 0 26 0 1 2 793
Trending Mixture Copula Models with Copula Selection 0 0 0 0 0 0 1 11
Trending Mixture Copula Models with Copula Selection 0 0 1 59 0 1 5 130
Volatility Models 0 0 0 0 0 2 2 20
Volatility Models 0 0 0 0 0 3 9 40
Volatility impulse response functions for multivariate GARCH models 0 0 0 81 0 0 0 1,267
Volatility impulse response functions for multivariate GARCH models 0 0 0 192 0 1 4 597
Volatility models 0 0 1 307 0 0 2 628
Volatility of Price Indices for Heterogeneous Goods with Applications to the Fine Art Market 0 0 0 0 1 1 3 15
Volatility of price indices for heterogeneous goods 0 0 0 1 0 0 2 6
Volatility of price indices for heterogeneous goods 0 0 0 31 0 0 1 128
Volatility of price indices for heterogenous goods with applications to the fine art market 0 0 0 0 0 0 1 6
Weak Diffusion Limits of Dynamic Conditional Correlation Models 0 0 0 2 0 0 0 33
Weak Diffusion Limits of Dynamic Conditional Correlation Models 0 0 0 0 0 0 0 2
Weak Diffusion Limits of Dynamic Conditional Correlation Models 0 0 0 0 0 0 0 16
Weak Diffusion Limits of Dynamic Conditional Correlation Models 0 0 0 1 0 0 0 4
Weak diffusion limits of dynamic conditional correlation models 0 0 0 65 0 0 1 99
Weak diffusion limits of dynamic conditional correlation models 0 0 0 0 0 0 0 16
Total Working Papers 4 10 57 5,501 31 86 347 18,920
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 0 1 93 0 0 1 236
A Lagrange multiplier test for causality in variance 1 3 4 206 1 3 8 422
A One Line Derivation of EGARCH 0 1 3 33 0 1 7 134
A Starting Note: Panel Stochastic Frontier Analysis with Dependent Error Terms 0 0 0 3 0 0 1 9
A note on the Tobit model in the presence of a duration variable 0 0 0 7 1 1 3 58
A simple model for now-casting volatility series 0 0 0 13 0 0 3 48
A simple solution of the spurious regression problem 1 1 1 30 1 1 3 146
AN ALMOST CLOSED FORM ESTIMATOR FOR THE EGARCH MODEL 0 0 0 3 0 0 1 26
ASYMMETRIES IN BUSINESS CYCLES AND THE ROLE OF OIL PRICES 0 0 0 4 0 0 0 20
ASYMPTOTIC THEORY FOR A FACTOR GARCH MODEL 0 0 0 43 0 0 0 107
Alternative Assets and Cryptocurrencies 1 1 2 20 1 1 5 75
An ARCH model without intercept 0 0 0 19 2 2 4 87
An augmented Taylor rule for the Federal Reserve's response to asset prices 0 0 4 20 1 2 9 87
Analysis of cryptocurrency connectedness based on network to transaction volume ratios 0 1 2 3 1 4 11 13
Analytical quasi maximum likelihood inference in multivariate volatility models 0 0 3 74 0 0 3 151
Causality and forecasting in temporally aggregated multivariate GARCH processes 0 0 0 48 0 0 1 185
Comment 0 0 0 5 0 0 2 36
Cross-correlating wavelet coefficients with applications to high-frequency financial time series 0 0 0 42 0 0 2 104
Discrete time option pricing with flexible volatility estimation 0 0 0 482 0 0 1 1,590
Durations, volume and the prediction of financial returns in transaction time 0 0 0 6 0 0 0 32
Dynamic stochastic copula models: estimation, inference and applications 0 0 0 0 0 1 3 230
Econometric analysis of volatile art markets 0 0 0 19 0 0 2 114
Efficient estimation of a multivariate multiplicative volatility model 0 0 0 86 0 0 2 209
Efficient estimation of a semiparametric dynamic copula model 0 0 3 81 0 0 3 179
Estimating Autocorrelations in the Presence of Deterministic Trends 0 0 0 42 0 0 0 151
Estimation of a multiplicative correlation structure in the large dimensional case 0 0 0 0 0 1 6 26
Exponential-Type GARCH Models With Linear-in-Variance Risk Premium 0 0 0 6 0 1 2 17
Fair Revaluation of Wine as an Investment* 0 0 0 8 0 0 0 36
Fourth Moment Structure of Multivariate GARCH Models 0 0 0 0 0 0 2 288
Identification of structural multivariate GARCH models 0 0 3 8 0 0 11 26
Inference in stochastic frontier analysis with dependent error terms 0 1 1 8 0 1 2 39
Inference in stochastic frontier analysis with dependent error terms 0 0 0 6 0 1 4 36
Information Spillover, Volatility and the Currency Markets for the Binary Choice Model 0 0 0 27 0 0 2 152
LOCALLY STATIONARY FACTOR MODELS: IDENTIFICATION AND NONPARAMETRIC ESTIMATION 0 0 1 17 0 0 7 68
Local Government Efficiency: The Case of Moroccan Municipalities 0 0 0 0 0 2 6 130
Local Government Efficiency: The Case of Moroccan Municipalities 0 0 0 6 0 0 1 56
Looking Backward and Looking Forward 0 0 0 7 0 1 2 39
MULTIVARIATE VOLATILITY MODELING OF ELECTRICITY FUTURES 0 0 0 36 0 1 1 112
Macroeconomic news surprises and volatility spillover in foreign exchange markets 0 0 1 24 0 0 1 90
Monthly Art Market Returns 0 0 5 8 0 1 12 42
Multivariate mixed normal conditional heteroskedasticity 0 0 1 51 0 0 2 138
Nonparametric multistep‐ahead prediction in time series analysis 0 0 0 89 0 0 1 335
On Asymptotic Theory for ARCH (∞) Models 0 0 0 4 1 1 1 22
On asymptotic theory for multivariate GARCH models 0 0 1 59 1 2 10 165
On heterogeneous latent class models with applications to the analysis of rating scores 0 0 0 4 0 0 0 65
On the estimation of dynamic conditional correlation models 0 2 3 54 0 2 7 147
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis 0 0 0 91 1 1 1 269
Reconciling negative return skewness with positive time-varying risk premia 0 0 0 0 1 1 1 1
Ridge regression revisited 0 0 0 35 0 0 0 103
SEMIPARAMETRIC MULTIVARIATE VOLATILITY MODELS 0 0 0 30 0 0 0 112
Semiparametric estimation and variable selection for single‐index copula models 0 0 0 0 0 0 2 11
Sentiment-Induced Bubbles in the Cryptocurrency Market 0 1 2 17 0 5 13 88
Simple approximations for option pricing under mean reversion and stochastic volatility 0 0 0 2 0 0 0 17
Statistics of Financial Markets: An Introduction, 2nd Edition by Jürgen Franke, Wolfgang K. Härdle, Christian M. Hafner 0 0 1 84 0 2 5 229
Structural analysis of portfolio risk using beta impulse response functions 0 1 1 3 0 1 2 10
THE IMPACT OF ACQUISITIONS ON NEW TECHNOLOGY STOCKS: THE GOOGLE–MOTOROLA CASE 0 0 1 13 1 1 4 59
Temporal aggregation of multivariate GARCH processes 0 0 0 71 0 0 0 195
Testing for Bubbles in Cryptocurrencies with Time-Varying Volatility 0 0 2 16 0 3 14 73
Testing for Causality in Variance Usinf Multivariate GARCH Models 0 0 0 8 0 0 1 47
Testing for linear autoregressive dynamics under heteroskedasticity 0 0 0 10 0 2 2 489
Testing for linear vector autoregressive dynamics under multivariate generalized autoregressive heteroskedasticity 0 1 5 71 0 2 10 152
The Spread of the Covid-19 Pandemic in Time and Space 0 0 1 1 0 0 1 1
The effect of additive outliers on a fractional unit root test 0 0 0 2 0 1 3 47
The “wrong skewness” problem in stochastic frontier models: A new approach 0 0 0 8 0 0 1 32
Volatility impulse responses for multivariate GARCH models: An exchange rate illustration 0 3 21 407 0 5 43 908
Volatility of Price Indices for Heterogeneous Goods with Applications to the Fine Art Market 0 0 0 14 0 2 6 68
WEAK DIFFUSION LIMITS OF DYNAMIC CONDITIONAL CORRELATION MODELS 0 0 0 2 0 0 0 22
Total Journal Articles 3 16 73 2,689 13 56 264 9,411
1 registered items for which data could not be found
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Statistics updated 2023-12-04