Access Statistics for Christian Matthias Hafner

Author contact details at EconPapers.

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 4 323
A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process 0 0 0 7 0 3 5 57
A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process 0 1 1 40 0 9 11 129
A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process 0 0 0 20 0 2 6 87
A One Line Derivation of EGARCH 0 0 0 25 0 1 6 104
A One Line Derivation of EGARCH 0 0 0 28 0 4 5 76
A One Line Derivation of EGARCH 2 2 2 52 3 9 21 117
A One Line Derivation of EGARCH 0 0 0 0 0 7 11 21
A One Line Derivation of EGARCH 0 0 0 13 0 5 7 68
A Simple Model for Now-Casting Volatility Series 0 0 0 50 0 5 9 73
A dynamic conditional score model for the log correlation matrix 0 0 0 0 3 4 9 16
A dynamic conditional score model for the log correlation matrix 0 0 0 49 2 3 5 93
A dynamic conditional score model for the log correlation matrix 0 0 0 0 3 4 6 18
A generalized dynamic conditional correlation model for many asset returns 1 2 3 69 7 16 24 192
A note on the Tobit model in the presence of a duration variable 0 0 1 1 0 4 7 11
A note on the Tobit model in the presence of a duration variable 0 0 0 0 0 3 4 16
A note on the Tobit model in the presence of a duration variable 0 0 0 16 0 3 7 65
A note on the Tobit model in the presence of a duration variable 0 0 0 0 0 21 31 36
A simple model for now-casting volatility series 0 0 0 0 1 3 5 12
A simple model for now-casting volatility series 0 0 0 50 0 1 4 146
A simple model for now-casting volatility series 0 0 0 3 0 3 6 20
A simple model for now-casting volatility series 0 0 0 5 0 5 9 32
A simple model for now-casting volatility series 0 0 0 0 0 2 6 9
A simple model for now-casting volatility series 0 0 0 0 1 4 6 24
A simple solution of the spurious regression problem 0 0 0 0 2 5 6 20
An ARCH Model Without Intercept 0 0 0 0 0 2 4 22
An ARCH model without intercept 0 0 0 0 1 4 7 15
An Almost Closed Form Estimator For The EGARCH Model 0 0 0 0 1 4 7 12
An Almost Closed Form Estimator for the EGARCH 0 0 0 0 0 3 3 13
An Almost Closed Form Estimator for the EGARCH model 0 0 1 1 2 3 8 16
An almost closed form estimator for the EGARCH model 0 0 0 0 3 7 7 28
An almost closed form estimator for the EGARCH model 0 0 0 74 1 5 8 118
An augmented Taylor rule for the Federal Reserve's response to asset prices 0 0 0 0 0 1 2 13
An augmented Taylor rule for the Federal Reserve's response to asset prices 0 0 0 0 0 2 5 51
An augmented Taylor rule for the Federal Reserve’s response to asset prices 0 0 0 0 1 1 1 6
Analysis of cryptocurrency connectedness based on network to transaction volume ratios 0 0 0 0 4 6 19 27
Analytical quasi maximum likelihood inference in multivariate volatility models 0 0 0 45 1 6 7 151
Asymmetries in Business Cycles and the Role of Oil Prices 0 0 0 0 0 0 0 7
Asymmetries in Business Cycles and the Role of Oil Prices 0 0 0 1 0 1 5 13
Asymmetries in Business Cycles and the Role of Oil Production 0 0 0 0 0 2 4 7
Asymptotic theory for a factor GARCH model 0 0 0 57 0 1 2 154
Cross-correlating wavelet coefficients with applications to high-frequency financial time series 0 0 0 0 0 4 9 16
Deciding between GARCH and Stochastic Volatility via Strong Decision Rules 0 0 0 0 1 2 2 41
Deciding between GARCH and stochastic volatility via strong decision rules 0 0 0 103 2 4 6 283
Discrete time option pricing with flexible volatility estimation 0 0 0 11 1 2 4 93
Discrete time option pricing with flexible volatility estimation 0 0 0 2 1 6 7 25
Discrete time option pricing with flexible volatility estimation 0 0 0 10 0 3 6 199
Durations, Volume and the Prediction of Financial Returns in Transaction Time 0 0 0 419 1 2 7 740
Durations, volume and the prediction of financial returns in transaction time 0 0 0 3 0 1 5 26
Dynamic Autoregressive Liquidity (DArLiQ) 0 0 1 33 3 16 19 33
Dynamic Autoregressive Liquidity (DArLiQ) 0 0 0 11 2 6 6 28
Dynamic Autoregressive Liquidity (DArLiQ) 0 0 0 20 1 3 7 32
Dynamic portfolio selection with sector-specific regularization 0 0 0 0 0 1 4 9
Dynamic portfolio selection with sector-specific regularization 0 0 0 42 1 2 10 164
Dynamic portfolio selection with sector-specific regularization 0 0 0 1 1 6 11 22
Dynamic score driven independent component analysis 0 0 0 30 0 2 5 91
Dynamic score driven independent component analysis 0 0 0 0 0 1 2 7
Dynamic stochastic copula models: Estimation, inference and applications 0 0 0 0 0 1 6 22
Dynamic stochastic copula models: estimation, inference and applications 1 1 1 293 1 7 23 707
Econometric analysis of volatile art markets 0 0 0 35 0 3 8 185
Econometric analysis of volatile art markets 0 0 0 0 0 3 11 34
Econometric analysis of volatile art markets 0 0 0 92 2 4 13 324
Econometric analysis of volatile art markets 0 0 0 0 0 12 16 29
Efficient Estimation of a Multivariate Multiplicative Volatility Model 0 0 0 0 1 5 7 46
Efficient estimation of a multivariate multiplicative volatility model 0 0 0 5 0 1 4 51
Efficient estimation of a semiparametric dynamic copula model 0 0 0 0 0 7 10 27
Estimating High Frequency Foreign Exchange Rate Volatility with Nonparametric ARCH Models 0 0 0 0 1 3 3 244
Estimating autocorrelations in the presence of deterministic trends 0 0 0 73 0 7 11 204
Estimating autocorrelations in the presence of deterministic trends 0 0 0 0 0 4 5 8
Estimation of a Multiplicative Correlation Structure in the Large Dimensional Case 0 0 1 26 2 14 16 82
Estimation of a Multiplicative Covariance Structure 0 0 0 26 0 2 5 37
Estimation of a Multiplicative Covariance Structure in the Large Dimensional Case 0 0 0 11 1 2 2 88
Estimation of a Multiplicative Covariance Structure in the Large Dimensional Case 0 0 0 22 0 1 4 39
Estimation of a multiplicative correlation structure in the large dimensional case 0 0 0 0 0 24 30 34
Estimation of a multiplicative covariance structure in the large dimensional case 0 0 0 2 0 3 8 27
Estimation of temporally aggregated multivariate GARCH models 0 0 0 21 0 6 11 97
Estimation of temporally aggregated multivariate GARCH models 0 0 0 24 0 4 10 118
Exponential-Type GARCH Models With Linear-in-Variance Risk Premium 0 0 0 1 0 1 3 18
Exponential-type GARCH models with linear-in-variance risk premium 0 0 0 46 2 4 8 80
Fair Revaluation of Wine as an Investment 0 0 0 0 0 1 3 14
Fair re-valuation of wine as an investment 0 0 0 1 0 2 6 20
Fair re-valuation of wine as an investment 0 0 0 24 1 11 11 99
Fair re-valuation of wine as an investment 0 0 0 15 0 1 4 113
Flexible stochastic volatility structures for high frequency financial data 0 0 0 2 0 2 7 170
Foreign Exchange Rates Have Surprising Volatility 0 0 0 93 0 1 3 450
Fourth moments of multivariate GARCH processes 0 0 0 60 2 8 12 192
Fourth moments of multivariate GARCH processes 0 0 2 157 0 3 9 459
Heterogeneous Liquidity Effects in Corporate Bond Spreads 0 0 0 0 0 1 2 5
Heterogeneous Liquidity Effects in Corporate Bond Spreads 0 0 2 2 0 1 6 17
Identification of structural multivariate GARCH models 0 0 0 0 0 6 8 25
Identification of structural multivariate GARCH models 0 0 0 64 0 0 2 122
Inference in stochastic frontier analysis with dependent error terms 0 0 0 0 0 2 2 8
Inference in stochastic frontier analysis with dependent error terms 0 0 0 0 0 1 3 9
Investing in superheroes? Comic art as a new alternative investment 0 1 3 37 0 7 15 133
Investing in superheroes? Comic art as a new alternative investment 0 0 0 0 2 12 52 71
Local Government Efficiency: The Case of Moroccan Municipalities 0 0 0 0 1 2 7 16
Local government efficiency: The case of Moroccan municipalities 0 0 0 3 1 7 12 26
Locally Stationary Factor Models: Identification And Nonparametric Estimation 0 0 0 0 0 6 13 22
Locally Stationary Factor Models: Identification And Nonparametric Estimation 0 0 0 0 0 5 5 12
Looking Backward and Looking Forward 0 0 0 0 1 4 6 14
Looking Backward and Looking Forward 0 0 0 17 0 1 4 62
Looking backward and looking forward 0 0 0 0 0 2 7 17
Macroeconomic news surprises and volatility spillover in foreign exchange markets 0 0 0 0 1 10 12 13
Macroeconomic news surprises and volatility spillover in foreign exchange markets 0 0 0 1 0 1 3 6
Modelling multivariate volatility of electricity futures 0 0 0 0 0 2 4 9
Monthly Art Market Returns 0 0 0 0 0 2 5 18
Monthly art market returns 0 0 1 33 0 7 12 71
Multivariate Time Series Models for Asset Prices 0 0 0 0 1 3 5 8
Multivariate mixed normal conditional heteroskedasticity 0 0 0 21 2 3 9 112
Multivariate mixed normal conditional heteroskedasticity 0 0 0 3 0 2 4 21
Multivariate mixed normal conditional heteroskedasticity 0 0 0 149 0 6 11 484
Multivariate volatility modeling of electricity futures 0 0 0 20 0 3 7 118
Multivariate volatility modeling of electricity futures 0 0 0 66 5 10 14 223
Multivariate volatility modeling of electricity futures 0 0 0 0 0 7 10 10
Multivariate volatility modeling of electricity futures 0 0 0 0 2 8 12 23
Nonparametric multistep-ahead prediction in time series analysis 0 0 0 2 1 4 8 44
On Asymptotic Theory for ARCH (infinity) Models 0 0 0 0 2 3 3 15
On Asymptotic Theory for ARCH(infinite) Models 0 0 0 10 1 8 15 73
On asymptotic theory for ARCH([infinite]) models 0 0 0 0 0 8 9 28
On asymptotic theory for ARCH(infinite) models 0 0 0 2 0 1 2 15
On heterogeneous latent class models with applications to the analysis of rating scores 0 0 1 13 3 13 23 121
On heterogeneous latent class models with applications to the analysis of rating scores 0 0 0 0 0 6 9 18
On heterogeneous latent class models with applications to the analysis of rating scores 0 0 0 0 0 0 5 13
On the estimation of dynamic conditional correlation models 0 0 0 0 1 3 9 20
On the estimation of dynamic conditional correlation models 0 0 0 0 2 2 4 13
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis 0 0 0 127 1 3 7 672
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 0 1 4 7
Ridge regression revisited 0 1 4 63 0 4 10 188
Semi-Parametric Modelling of Correlation Dynamics 0 0 0 58 2 6 9 148
Semiparametric Estimation and Variable Selection for Single-index Copula Models 0 0 0 0 1 12 15 71
Semiparametric Estimation and Variable Selection for Single-index Copula Models 0 0 0 8 0 6 10 32
Semiparametric estimation and variable selection for single-index copula models 0 0 0 0 0 1 1 8
Semiparametric multivariate GARCH models 0 0 1 76 0 2 5 171
Semiparametric multivariate volatility models 0 0 0 33 1 5 10 102
Semiparametric multivariate volatility models 0 0 0 15 1 2 5 101
Sentiment-Induced Bubbles in the Cryptocurrency Market 0 0 0 0 0 3 11 51
Simple approximations for option pricing under mean reversion and stochastic volatility 0 0 0 25 1 4 6 110
Support Vector Machines with Evolutionary Feature Selection for Default Prediction 0 0 1 3 1 4 9 26
Support Vector Machines with Evolutionary Model Selection for Default Prediction 0 0 0 0 1 1 5 33
Support vector machines with evolutionary feature selection for default prediction 0 0 0 97 1 5 6 231
Teaching statistical inference without normality 0 1 2 129 1 5 14 323
Temporal aggregation of multivariate GARCH processes 0 0 0 17 0 2 11 86
Temporal aggregation of multivariate GARCH processes 0 0 0 269 0 6 10 647
Testing for Bubbles in Cryptocurrencies with Time-Varying Volatility 0 0 0 0 3 4 7 20
Testing for Causality in Variance using Multivariate GARCH Models 0 0 1 610 1 7 14 1,574
Testing for bubbles in cryptocurrencies with time-varying volatility 1 1 1 86 2 7 10 138
Testing for bubbles in cryptocurrencies with time-varying volatility 0 0 0 0 0 2 4 35
Testing for bubbles in cryptocurrencies with time-varying volatility 0 0 0 4 1 12 14 39
Testing for causality in variance using multivariate GARCH models 0 0 0 48 0 3 3 140
Testing for linear autoregressive dynamics under heteroskedasticity 0 0 0 5 0 1 6 152
Testing for vector autoregressive dynamics under heteroskedasticity 0 0 0 19 0 4 6 78
Testing for vector autoregressive dynamics under heteroskedasticity 0 0 0 6 1 3 5 44
The "wrong skewness" problem in stochastic frontier models: A new approach 0 0 0 0 0 4 7 52
The Effect of Additive Outliers on Fractional Unit Root Tests 0 0 0 0 0 3 6 28
The Euro Introduction and Non-Euro Currencies 0 0 1 217 0 4 9 902
The Euro-introduction and non-Euro currencies 0 0 0 0 0 2 4 17
The Impact of Acquisitions on New Technology Stocks: The Google–Motorola Case 0 0 0 0 0 0 2 7
The Spread of the Covid-19 Pandemic in Time and Space 0 0 0 0 0 3 5 47
The effect of additive outliers on a fractional unit root test 0 0 0 0 1 3 5 9
The effect of additive outliers on a fractional unit root test 0 0 0 0 0 2 3 10
The wrong skewness problem in stochastic frontier models: A new approach 0 0 1 48 1 15 22 120
The “wrong skewnessâ€Ω problem in stochastic frontier models: A new approach 0 0 0 0 0 1 3 5
The “wrong skewnessâ€Ω problem in stochastic frontier models: A new approach 0 0 0 1 0 2 7 13
The “wrong skewnessâ€Ω problem in stochastic frontier models: A new approach 0 0 0 0 1 7 8 16
The “wrong skewness” problem in stochastic frontier models: a new approach 0 0 0 9 0 3 6 63
Time-Varying Mixture Copula Models with Copula Selection 0 0 0 0 1 7 14 132
Time-Varying Mixture Copula Models with Copula Selection 0 0 0 0 0 1 12 41
Time-varying market price of risk in the CAPM: Approaches, empirical evidence and implications 0 1 1 30 0 4 4 803
Trending Mixture Copula Models with Copula Selection 0 0 0 61 1 2 8 141
Trending Mixture Copula Models with Copula Selection 0 0 0 0 0 1 4 16
Volatility Models 0 0 0 0 1 7 11 33
Volatility Models 0 0 0 0 1 9 14 58
Volatility impulse response functions for multivariate GARCH models 0 0 0 81 2 4 6 1,274
Volatility impulse response functions for multivariate GARCH models 0 0 0 192 1 9 17 618
Volatility models 0 0 2 313 0 4 23 662
Volatility of Price Indices for Heterogeneous Goods with Applications to the Fine Art Market 0 0 0 0 0 2 7 23
Volatility of price indices for heterogeneous goods 0 0 0 1 0 11 15 23
Volatility of price indices for heterogeneous goods 0 0 0 32 0 3 9 142
Volatility of price indices for heterogenous goods with applications to the fine art market 0 0 0 0 0 1 2 9
Weak Diffusion Limits of Dynamic Conditional Correlation Models 0 0 0 0 0 0 3 19
Weak Diffusion Limits of Dynamic Conditional Correlation Models 0 0 0 2 2 6 9 42
Weak Diffusion Limits of Dynamic Conditional Correlation Models 0 0 0 1 0 0 4 8
Weak Diffusion Limits of Dynamic Conditional Correlation Models 0 0 0 0 0 2 2 6
Weak diffusion limits of dynamic conditional correlation models 0 0 0 0 2 12 13 30
Weak diffusion limits of dynamic conditional correlation models 0 0 0 65 1 7 12 113
Total Working Papers 5 11 35 5,607 123 807 1,520 20,993
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 95 0 11 21 263
A Lagrange multiplier test for causality in variance 0 0 2 211 0 3 9 439
A One Line Derivation of EGARCH 0 0 0 34 0 10 13 157
A Starting Note: Panel Stochastic Frontier Analysis with Dependent Error Terms 0 0 0 5 0 1 6 21
A note on the Tobit model in the presence of a duration variable 0 0 0 7 0 4 5 66
A simple model for now-casting volatility series 0 0 1 15 1 4 10 60
A simple solution of the spurious regression problem 0 0 0 31 0 1 3 157
AN ALMOST CLOSED FORM ESTIMATOR FOR THE EGARCH MODEL 0 0 0 3 6 15 21 48
ASYMMETRIES IN BUSINESS CYCLES AND THE ROLE OF OIL PRICES 0 0 1 5 1 2 4 25
ASYMPTOTIC THEORY FOR A FACTOR GARCH MODEL 0 0 2 45 2 13 35 144
Alternative Assets and Cryptocurrencies 0 0 1 22 0 5 20 98
An ARCH model without intercept 0 0 1 20 0 2 6 100
An augmented Taylor rule for the Federal Reserve's response to asset prices 0 0 1 22 1 6 11 103
Analysis of cryptocurrency connectedness based on network to transaction volume ratios 1 1 6 12 2 15 81 108
Analytical quasi maximum likelihood inference in multivariate volatility models 0 0 0 76 1 4 13 173
Causality and forecasting in temporally aggregated multivariate GARCH processes 0 0 0 48 0 3 5 192
Comment 0 0 0 5 1 3 4 42
Cross-correlating wavelet coefficients with applications to high-frequency financial time series 0 0 0 43 2 3 4 115
Discrete time option pricing with flexible volatility estimation 0 0 0 483 5 8 13 1,606
Durations, volume and the prediction of financial returns in transaction time 0 0 0 6 1 8 14 46
Dynamic stochastic copula models: estimation, inference and applications 0 0 0 0 2 5 15 261
Econometric analysis of volatile art markets 0 0 0 20 1 5 11 130
Efficient estimation of a multivariate multiplicative volatility model 0 1 2 88 0 8 16 227
Efficient estimation of a semiparametric dynamic copula model 0 1 1 87 1 3 11 200
Estimating Autocorrelations in the Presence of Deterministic Trends 0 0 0 43 0 4 8 161
Estimation of a multiplicative correlation structure in the large dimensional case 0 0 0 1 1 5 7 38
Exponential-Type GARCH Models With Linear-in-Variance Risk Premium 0 0 1 8 1 7 12 31
Fair Revaluation of Wine as an Investment* 0 0 0 8 3 10 13 50
Fourth Moment Structure of Multivariate GARCH Models 0 0 0 0 0 10 16 308
Identification of structural multivariate GARCH models 0 0 1 12 2 7 17 57
Inference in stochastic frontier analysis with dependent error terms 0 0 0 8 3 5 6 46
Inference in stochastic frontier analysis with dependent error terms 0 0 1 7 0 5 9 47
Information Spillover, Volatility and the Currency Markets for the Binary Choice Model 0 0 0 27 0 2 7 161
LOCALLY STATIONARY FACTOR MODELS: IDENTIFICATION AND NONPARAMETRIC ESTIMATION 0 1 1 21 0 2 11 85
Local Government Efficiency: The Case of Moroccan Municipalities 0 0 0 9 0 0 2 65
Local Government Efficiency: The Case of Moroccan Municipalities 0 0 0 0 2 11 21 158
Looking Backward and Looking Forward 0 0 0 7 0 2 3 43
MULTIVARIATE VOLATILITY MODELING OF ELECTRICITY FUTURES 0 0 0 36 3 15 21 135
Macroeconomic news surprises and volatility spillover in foreign exchange markets 0 0 0 25 0 6 11 104
Monthly Art Market Returns 0 0 0 8 0 5 10 54
Multivariate mixed normal conditional heteroskedasticity 0 0 0 51 0 7 10 149
Nonparametric multistep‐ahead prediction in time series analysis 0 0 0 89 1 4 6 344
On Asymptotic Theory for ARCH (∞) Models 0 0 0 4 0 2 4 27
On asymptotic theory for multivariate GARCH models 0 0 1 61 0 1 6 185
On heterogeneous latent class models with applications to the analysis of rating scores 0 0 0 4 1 8 11 78
On the estimation of dynamic conditional correlation models 0 0 1 59 4 21 28 189
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis 0 0 0 91 2 6 13 285
Reconciling negative return skewness with positive time-varying risk premia 0 0 0 1 0 5 7 12
Ridge regression revisited 0 0 0 37 1 3 7 112
SEMIPARAMETRIC MULTIVARIATE VOLATILITY MODELS 0 0 0 30 0 3 3 116
Semiparametric estimation and variable selection for single‐index copula models 0 0 0 0 3 8 10 23
Sentiment-Induced Bubbles in the Cryptocurrency Market 0 0 3 25 3 9 27 132
Simple approximations for option pricing under mean reversion and stochastic volatility 0 0 0 2 0 3 4 27
Statistics of Financial Markets: An Introduction, 2nd Edition by Jürgen Franke, Wolfgang K. Härdle, Christian M. Hafner 0 0 0 85 0 0 2 234
Structural analysis of portfolio risk using beta impulse response functions 0 0 0 3 0 1 4 16
THE IMPACT OF ACQUISITIONS ON NEW TECHNOLOGY STOCKS: THE GOOGLE–MOTOROLA CASE 0 1 3 16 1 4 16 79
Temporal aggregation of multivariate GARCH processes 0 1 1 72 0 3 5 200
Testing for Bubbles in Cryptocurrencies with Time-Varying Volatility 0 0 2 23 2 8 16 110
Testing for Causality in Variance Usinf Multivariate GARCH Models 1 1 3 11 1 4 14 67
Testing for linear autoregressive dynamics under heteroskedasticity 0 0 0 10 1 3 8 498
Testing for linear vector autoregressive dynamics under multivariate generalized autoregressive heteroskedasticity 0 0 0 71 1 5 12 168
The Spread of the Covid-19 Pandemic in Time and Space 0 0 0 1 0 2 4 8
The effect of additive outliers on a fractional unit root test 0 0 0 2 2 2 4 52
The euro introduction and noneuro currencies 0 0 0 39 0 6 7 206
The “wrong skewness” problem in stochastic frontier models: A new approach 1 1 1 10 2 5 7 42
Volatility impulse responses for multivariate GARCH models: An exchange rate illustration 2 3 9 443 4 9 35 993
Volatility of Price Indices for Heterogeneous Goods with Applications to the Fine Art Market 0 0 1 16 0 8 12 86
WEAK DIFFUSION LIMITS OF DYNAMIC CONDITIONAL CORRELATION MODELS 0 0 0 2 0 3 6 29
Total Journal Articles 5 11 48 2,861 71 381 813 10,791

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Statistics updated 2026-04-09