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 0 319
A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process 0 0 1 20 0 1 3 81
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 39 1 1 6 118
A One Line Derivation of EGARCH 0 0 0 25 0 1 3 98
A One Line Derivation of EGARCH 0 0 0 28 0 1 1 71
A One Line Derivation of EGARCH 0 0 1 50 0 1 2 95
A One Line Derivation of EGARCH 0 0 0 0 0 1 2 10
A One Line Derivation of EGARCH 0 0 0 13 0 1 1 61
A Simple Model for Now-Casting Volatility Series 0 0 0 50 0 1 1 64
A dynamic conditional score model for the log correlation matrix 0 0 0 0 0 1 6 12
A dynamic conditional score model for the log correlation matrix 0 0 2 49 1 1 3 88
A dynamic conditional score model for the log correlation matrix 0 0 0 0 1 2 4 7
A generalized dynamic conditional correlation model for many asset returns 0 0 0 66 0 0 2 168
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 0 0 1 1 4
A note on the Tobit model in the presence of a duration variable 0 0 1 16 0 1 3 58
A note on the Tobit model in the presence of a duration variable 0 0 0 0 0 1 1 5
A simple model for now-casting volatility series 0 0 1 49 35 37 38 140
A simple model for now-casting volatility series 0 0 0 0 0 0 0 7
A simple model for now-casting volatility series 0 0 1 5 0 0 1 23
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 0 3 0 1 1 14
A simple model for now-casting volatility series 0 0 0 0 0 0 0 3
A simple solution of the spurious regression problem 0 0 0 0 0 0 0 14
An ARCH Model Without Intercept 0 0 0 0 0 1 1 18
An ARCH model without intercept 0 0 0 0 0 2 4 8
An Almost Closed Form Estimator For The EGARCH Model 0 0 0 0 0 0 0 5
An Almost Closed Form Estimator for the EGARCH 0 0 0 0 0 1 1 10
An Almost Closed Form Estimator for the EGARCH model 0 0 0 0 1 1 1 8
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 1 1 1 109
An augmented Taylor rule for the Federal Reserve's response to asset prices 0 0 0 0 0 1 2 46
An augmented Taylor rule for the Federal Reserve's response to asset prices 0 0 0 0 0 1 1 11
An augmented Taylor rule for the Federal Reserve’s response to asset prices 0 0 0 0 0 1 1 5
Analysis of cryptocurrency connectedness based on network to transaction volume ratios 0 0 0 0 0 1 1 8
Analytical quasi maximum likelihood inference in multivariate volatility models 0 1 2 45 1 4 6 144
Asymmetries in Business Cycles and the Role of Oil Prices 0 0 0 0 0 2 2 7
Asymmetries in Business Cycles and the Role of Oil Prices 0 0 1 1 0 0 2 6
Asymmetries in Business Cycles and the Role of Oil Production 0 0 0 0 0 1 1 3
Asymptotic theory for a factor GARCH model 0 0 0 57 0 1 1 152
Cross-correlating wavelet coefficients with applications to high-frequency financial time series 0 0 0 0 1 1 1 7
Deciding between GARCH and Stochastic Volatility via Strong Decision Rules 0 0 0 0 1 3 3 39
Deciding between GARCH and stochastic volatility via strong decision rules 0 1 1 103 0 3 4 276
Discrete time option pricing with flexible volatility estimation 0 0 0 11 0 1 1 89
Discrete time option pricing with flexible volatility estimation 0 0 1 2 0 1 3 18
Discrete time option pricing with flexible volatility estimation 0 0 0 10 0 0 0 193
Durations, Volume and the Prediction of Financial Returns in Transaction Time 0 0 0 419 0 1 1 733
Durations, volume and the prediction of financial returns in transaction time 0 0 0 3 0 1 1 21
Dynamic Autoregressive Liquidity (DArLiQ) 0 0 0 11 0 1 5 22
Dynamic Autoregressive Liquidity (DArLiQ) 0 1 1 20 0 2 2 25
Dynamic Autoregressive Liquidity (DArLiQ) 0 0 0 7 0 2 2 17
Dynamic Autoregressive Liquidity (DArLiQ) 0 0 0 32 0 0 0 14
Dynamic portfolio selection with sector-specific regularization 0 0 0 42 0 1 5 154
Dynamic portfolio selection with sector-specific regularization 0 0 0 1 0 0 2 11
Dynamic portfolio selection with sector-specific regularization 0 0 0 0 0 1 1 5
Dynamic score driven independent component analysis 0 0 0 30 0 0 1 86
Dynamic score driven independent component analysis 0 0 0 0 0 2 2 5
Dynamic stochastic copula models: Estimation, inference and applications 0 0 0 0 0 1 3 16
Dynamic stochastic copula models: estimation, inference and applications 0 0 1 292 0 0 5 684
Econometric analysis of volatile art markets 0 0 0 92 1 1 1 311
Econometric analysis of volatile art markets 0 0 0 0 0 1 1 12
Econometric analysis of volatile art markets 0 0 0 35 0 0 1 176
Econometric analysis of volatile art markets 0 0 0 0 0 1 2 23
Efficient Estimation of a Multivariate Multiplicative Volatility Model 0 0 0 0 0 0 1 39
Efficient estimation of a multivariate multiplicative volatility model 0 0 0 5 0 0 5 47
Efficient estimation of a semiparametric dynamic copula model 0 0 0 0 0 0 3 16
Estimating High Frequency Foreign Exchange Rate Volatility with Nonparametric ARCH Models 0 0 0 0 0 0 2 241
Estimating autocorrelations in the presence of deterministic trends 0 0 0 0 0 1 1 3
Estimating autocorrelations in the presence of deterministic trends 0 0 0 73 0 0 0 192
Estimation of a Multiplicative Correlation Structure in the Large Dimensional Case 0 0 0 25 0 1 2 66
Estimation of a Multiplicative Covariance Structure 0 0 0 26 0 0 0 32
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 1 1 4
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 2 2 86
Estimation of temporally aggregated multivariate GARCH models 0 0 0 24 0 1 1 108
Exponential-Type GARCH Models With Linear-in-Variance Risk Premium 0 0 1 1 1 2 3 15
Exponential-type GARCH models with linear-in-variance risk premium 0 0 1 46 0 0 5 72
Fair Revaluation of Wine as an Investment 0 0 0 0 0 1 3 11
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 1 0 2 3 14
Fair re-valuation of wine as an investment 0 0 0 24 0 1 1 88
Flexible stochastic volatility structures for high frequency financial data 0 0 0 2 0 1 2 163
Foreign Exchange Rates Have Surprising Volatility 0 0 0 93 0 2 3 447
Fourth moments of multivariate GARCH processes 0 0 0 60 1 2 2 180
Fourth moments of multivariate GARCH processes 0 0 0 155 0 1 1 450
Heterogeneous Liquidity Effects in Corporate Bond Spreads 0 0 0 0 0 1 2 11
Heterogeneous Liquidity Effects in Corporate Bond Spreads 0 0 0 0 0 0 0 3
Identification of structural multivariate GARCH models 0 0 0 0 0 0 1 17
Identification of structural multivariate GARCH models 0 0 0 64 0 0 0 120
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 0 6
Investing in superheroes? Comic art as a new alternative investment 0 0 0 0 2 5 8 19
Investing in superheroes? Comic art as a new alternative investment 0 0 0 34 2 3 8 118
Local Government Efficiency: The Case of Moroccan Municipalities 0 0 0 0 0 1 1 9
Local government efficiency: The case of Moroccan municipalities 0 0 3 3 0 2 6 14
Locally Stationary Factor Models: Identification And Nonparametric Estimation 0 0 0 0 1 1 3 8
Locally Stationary Factor Models: Identification And Nonparametric Estimation 0 0 0 0 0 1 1 6
Looking Backward and Looking Forward 0 0 0 0 0 0 0 8
Looking Backward and Looking Forward 0 0 0 17 0 2 3 58
Looking backward and looking forward 0 0 0 0 0 1 2 10
Macroeconomic news surprises and volatility spillover in foreign exchange markets 0 0 0 0 0 0 0 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 1 5
Monthly Art Market Returns 0 0 0 0 0 1 1 13
Monthly art market returns 0 0 0 32 1 1 2 59
Multivariate Time Series Models for Asset Prices 0 0 0 0 0 1 1 2
Multivariate mixed normal conditional heteroskedasticity 0 0 0 149 0 1 1 473
Multivariate mixed normal conditional heteroskedasticity 0 0 0 21 0 0 1 103
Multivariate mixed normal conditional heteroskedasticity 0 0 0 3 0 1 1 17
Multivariate volatility modeling of electricity futures 0 0 0 0 0 0 0 0
Multivariate volatility modeling of electricity futures 0 0 0 0 0 0 0 11
Multivariate volatility modeling of electricity futures 0 0 0 66 0 1 1 209
Multivariate volatility modeling of electricity futures 0 0 0 20 0 0 0 110
Nonparametric multistep-ahead prediction in time series analysis 0 0 0 2 0 1 1 35
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 0 1 2 58
On asymptotic theory for ARCH([infinite]) models 0 0 0 0 0 1 2 18
On asymptotic theory for ARCH(infinite) models 0 0 0 2 0 1 1 13
On heterogeneous latent class models with applications to the analysis of rating scores 0 0 0 12 0 1 3 98
On heterogeneous latent class models with applications to the analysis of rating scores 0 0 0 0 0 1 1 8
On heterogeneous latent class models with applications to the analysis of rating scores 0 0 0 0 0 1 1 9
On the estimation of dynamic conditional correlation models 0 0 0 0 0 1 2 11
On the estimation of dynamic conditional correlation models 0 0 0 0 1 1 2 9
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis 0 0 0 127 0 1 1 665
Panel stochastic frontier analysis with dependent error terms 0 0 0 0 0 1 1 4
Reconciling negative return skewness with positive time-varying risk premia 0 0 0 0 0 1 1 3
Ridge regression revisited 0 0 2 58 2 5 9 177
Semi-Parametric Modelling of Correlation Dynamics 0 0 1 58 0 0 2 139
Semiparametric Estimation and Variable Selection for Single-index Copula Models 0 0 0 0 1 3 6 56
Semiparametric Estimation and Variable Selection for Single-index Copula Models 0 0 0 8 0 1 2 22
Semiparametric estimation and variable selection for single-index copula models 0 0 0 0 0 1 3 6
Semiparametric multivariate GARCH models 0 0 0 75 1 2 2 166
Semiparametric multivariate volatility models 0 0 0 15 0 0 1 96
Semiparametric multivariate volatility models 0 0 0 33 1 1 1 92
Sentiment-Induced Bubbles in the Cryptocurrency Market 0 0 0 0 1 2 3 40
Simple approximations for option pricing under mean reversion and stochastic volatility 0 0 0 25 1 3 4 104
Support Vector Machines with Evolutionary Feature Selection for Default Prediction 0 0 0 2 1 1 3 17
Support Vector Machines with Evolutionary Model Selection for Default Prediction 0 0 0 0 0 3 9 28
Support vector machines with evolutionary feature selection for default prediction 1 1 2 97 1 1 3 225
Teaching statistical inference without normality 0 0 0 127 0 0 0 309
Temporal aggregation of multivariate GARCH processes 0 0 0 17 0 1 1 75
Temporal aggregation of multivariate GARCH processes 0 0 0 269 0 1 1 637
Testing for Bubbles in Cryptocurrencies with Time-Varying Volatility 0 0 0 0 0 0 1 13
Testing for Causality in Variance using Multivariate GARCH Models 0 0 1 609 1 2 4 1,558
Testing for bubbles in cryptocurrencies with time-varying volatility 0 0 0 0 1 1 1 31
Testing for bubbles in cryptocurrencies with time-varying volatility 0 0 0 4 0 0 2 25
Testing for bubbles in cryptocurrencies with time-varying volatility 0 0 0 85 0 1 1 128
Testing for causality in variance using multivariate GARCH models 0 0 0 48 0 1 2 137
Testing for linear autoregressive dynamics under heteroskedasticity 0 0 0 5 0 1 1 146
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 1 2 3 39
The "wrong skewness" problem in stochastic frontier models: A new approach 0 0 0 0 2 3 4 45
The Effect of Additive Outliers on Fractional Unit Root Tests 0 0 0 0 1 1 1 22
The Euro Introduction and Non-Euro Currencies 0 0 0 216 1 2 3 893
The Euro-introduction and non-Euro currencies 0 0 0 0 2 2 4 13
The Impact of Acquisitions on New Technology Stocks: The Google–Motorola Case 0 0 0 0 0 1 1 5
The Spread of the Covid-19 Pandemic in Time and Space 0 0 0 0 0 2 4 42
The effect of additive outliers on a fractional unit root test 0 0 0 0 0 2 2 4
The effect of additive outliers on a fractional unit root test 0 0 0 0 0 1 2 7
The wrong skewness problem in stochastic frontier models: A new approach 0 0 0 47 0 2 4 98
The “wrong skewnessâ€Ω problem in stochastic frontier models: A new approach 0 0 0 0 0 1 1 2
The “wrong skewnessâ€Ω problem in stochastic frontier models: A new approach 0 0 0 1 0 1 1 6
The “wrong skewnessâ€Ω problem in stochastic frontier models: A new approach 0 0 0 0 0 2 2 8
The “wrong skewness” problem in stochastic frontier models: a new approach 0 0 0 9 0 1 1 57
Time-Varying Mixture Copula Models with Copula Selection 0 0 0 0 0 1 2 28
Time-Varying Mixture Copula Models with Copula Selection 0 0 0 0 0 1 7 117
Time-varying market price of risk in the CAPM: Approaches, empirical evidence and implications 1 1 3 29 2 3 6 799
Trending Mixture Copula Models with Copula Selection 0 0 1 61 1 1 2 133
Trending Mixture Copula Models with Copula Selection 0 0 0 0 0 1 1 12
Volatility Models 0 0 0 0 0 1 2 44
Volatility Models 0 0 0 0 0 1 2 22
Volatility impulse response functions for multivariate GARCH models 0 0 0 192 2 3 4 601
Volatility impulse response functions for multivariate GARCH models 0 0 0 81 0 0 1 1,268
Volatility models 0 0 4 311 1 1 9 639
Volatility of Price Indices for Heterogeneous Goods with Applications to the Fine Art Market 0 0 0 0 0 1 1 16
Volatility of price indices for heterogeneous goods 0 0 0 1 0 1 2 8
Volatility of price indices for heterogeneous goods 0 0 1 32 1 1 5 133
Volatility of price indices for heterogenous goods with applications to the fine art market 0 0 0 0 1 1 1 7
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 1 2 4
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 1 1 2 101
Weak diffusion limits of dynamic conditional correlation models 0 0 0 0 0 1 1 17
Total Working Papers 2 5 34 5,577 80 222 399 19,467
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 0 0 1 94 1 2 6 242
A Lagrange multiplier test for causality in variance 0 0 3 209 0 1 6 430
A One Line Derivation of EGARCH 0 0 1 34 0 1 9 144
A Starting Note: Panel Stochastic Frontier Analysis with Dependent Error Terms 1 2 2 5 2 6 6 15
A note on the Tobit model in the presence of a duration variable 0 0 0 7 0 2 3 61
A simple model for now-casting volatility series 0 0 0 13 0 1 1 49
A simple solution of the spurious regression problem 0 0 1 31 3 4 8 154
AN ALMOST CLOSED FORM ESTIMATOR FOR THE EGARCH MODEL 0 0 0 3 0 0 1 27
ASYMMETRIES IN BUSINESS CYCLES AND THE ROLE OF OIL PRICES 0 0 0 4 0 1 1 21
ASYMPTOTIC THEORY FOR A FACTOR GARCH MODEL 0 0 0 43 0 1 2 109
Alternative Assets and Cryptocurrencies 0 0 0 21 0 2 2 78
An ARCH model without intercept 0 0 0 19 2 2 4 93
An augmented Taylor rule for the Federal Reserve's response to asset prices 0 0 1 21 1 1 5 92
Analysis of cryptocurrency connectedness based on network to transaction volume ratios 0 1 3 6 2 8 13 26
Analytical quasi maximum likelihood inference in multivariate volatility models 0 0 2 76 0 2 8 160
Causality and forecasting in temporally aggregated multivariate GARCH processes 0 0 0 48 0 0 2 187
Comment 0 0 0 5 1 2 2 38
Cross-correlating wavelet coefficients with applications to high-frequency financial time series 0 0 1 43 1 2 5 110
Discrete time option pricing with flexible volatility estimation 0 0 1 483 0 1 3 1,593
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 1 2 10 245
Econometric analysis of volatile art markets 0 0 1 20 0 1 4 119
Efficient estimation of a multivariate multiplicative volatility model 0 0 0 86 0 0 2 211
Efficient estimation of a semiparametric dynamic copula model 0 0 4 86 0 1 7 189
Estimating Autocorrelations in the Presence of Deterministic Trends 0 0 1 43 0 0 1 152
Estimation of a multiplicative correlation structure in the large dimensional case 0 0 0 1 0 2 4 31
Exponential-Type GARCH Models With Linear-in-Variance Risk Premium 0 0 1 7 0 0 2 19
Fair Revaluation of Wine as an Investment* 0 0 0 8 0 1 1 37
Fourth Moment Structure of Multivariate GARCH Models 0 0 0 0 0 0 3 292
Identification of structural multivariate GARCH models 1 1 2 11 1 4 8 40
Inference in stochastic frontier analysis with dependent error terms 0 0 0 8 0 0 1 40
Inference in stochastic frontier analysis with dependent error terms 0 0 0 6 0 0 1 38
Information Spillover, Volatility and the Currency Markets for the Binary Choice Model 0 0 0 27 0 0 0 152
LOCALLY STATIONARY FACTOR MODELS: IDENTIFICATION AND NONPARAMETRIC ESTIMATION 1 1 3 20 2 3 6 74
Local Government Efficiency: The Case of Moroccan Municipalities 0 0 3 9 0 2 7 63
Local Government Efficiency: The Case of Moroccan Municipalities 0 0 0 0 0 1 6 137
Looking Backward and Looking Forward 0 0 0 7 0 0 1 40
MULTIVARIATE VOLATILITY MODELING OF ELECTRICITY FUTURES 0 0 0 36 0 1 2 114
Macroeconomic news surprises and volatility spillover in foreign exchange markets 0 1 1 25 0 2 3 93
Monthly Art Market Returns 0 0 0 8 1 1 2 44
Multivariate mixed normal conditional heteroskedasticity 0 0 0 51 0 1 1 139
Nonparametric multistep‐ahead prediction in time series analysis 0 0 0 89 1 1 3 338
On Asymptotic Theory for ARCH (∞) Models 0 0 0 4 0 1 1 23
On asymptotic theory for multivariate GARCH models 0 0 0 60 4 6 12 179
On heterogeneous latent class models with applications to the analysis of rating scores 0 0 0 4 1 2 2 67
On the estimation of dynamic conditional correlation models 0 0 3 58 0 1 12 161
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis 0 0 0 91 0 1 2 272
Reconciling negative return skewness with positive time-varying risk premia 0 0 1 1 1 2 4 5
Ridge regression revisited 0 0 2 37 0 0 2 105
SEMIPARAMETRIC MULTIVARIATE VOLATILITY MODELS 0 0 0 30 0 1 1 113
Semiparametric estimation and variable selection for single‐index copula models 0 0 0 0 0 0 1 13
Sentiment-Induced Bubbles in the Cryptocurrency Market 0 1 5 22 0 3 13 104
Simple approximations for option pricing under mean reversion and stochastic volatility 0 0 0 2 0 3 6 23
Statistics of Financial Markets: An Introduction, 2nd Edition by Jürgen Franke, Wolfgang K. Härdle, Christian M. Hafner 1 1 1 85 1 2 3 232
Structural analysis of portfolio risk using beta impulse response functions 0 0 0 3 1 2 2 12
THE IMPACT OF ACQUISITIONS ON NEW TECHNOLOGY STOCKS: THE GOOGLE–MOTOROLA CASE 0 0 0 13 1 3 3 63
Temporal aggregation of multivariate GARCH processes 0 0 0 71 0 0 0 195
Testing for Bubbles in Cryptocurrencies with Time-Varying Volatility 0 2 3 21 1 5 14 93
Testing for Causality in Variance Usinf Multivariate GARCH Models 0 0 0 8 1 1 3 51
Testing for linear autoregressive dynamics under heteroskedasticity 0 0 0 10 0 1 1 490
Testing for linear vector autoregressive dynamics under multivariate generalized autoregressive heteroskedasticity 0 0 0 71 0 1 3 156
The Spread of the Covid-19 Pandemic in Time and Space 0 0 0 1 0 2 2 4
The effect of additive outliers on a fractional unit root test 0 0 0 2 0 0 1 48
The euro introduction and noneuro currencies 0 0 0 39 0 0 0 198
The “wrong skewness” problem in stochastic frontier models: A new approach 0 0 1 9 0 1 2 35
Volatility impulse responses for multivariate GARCH models: An exchange rate illustration 1 1 21 434 2 6 39 957
Volatility of Price Indices for Heterogeneous Goods with Applications to the Fine Art Market 0 0 1 15 1 2 5 74
WEAK DIFFUSION LIMITS OF DYNAMIC CONDITIONAL CORRELATION MODELS 0 0 0 2 0 1 1 23
Total Journal Articles 5 11 70 2,812 33 109 297 9,964

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Statistics updated 2025-03-03