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 20 1 1 7 88
A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process 0 0 0 7 1 2 9 62
A One Line Derivation of EGARCH 0 0 0 28 1 2 6 78
A One Line Derivation of EGARCH 0 0 2 52 0 0 26 123
A One Line Derivation of EGARCH 0 0 0 13 2 3 11 72
A One Line Derivation of EGARCH 0 0 0 25 0 0 6 105
A One Line Derivation of EGARCH 0 0 0 0 0 1 15 26
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 0 0 0 10 22
A dynamic conditional score model for the log correlation matrix 0 0 0 0 0 0 12 19
A dynamic conditional score model for the log correlation matrix 0 0 0 49 0 1 7 96
A generalized dynamic conditional correlation model for many asset returns 0 0 2 69 2 3 29 199
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 1 0 0 9 14
A note on the Tobit model in the presence of a duration variable 0 0 0 16 0 0 10 69
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 5 0 0 8 32
A simple model for now-casting volatility series 0 0 0 0 0 0 6 10
A simple model for now-casting volatility series 0 0 1 51 0 0 6 148
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 0 0 1 6 14
A simple model for now-casting volatility series 0 0 0 0 0 0 8 26
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 0 10 19
An Almost Closed Form Estimator For The EGARCH Model 0 0 0 0 1 1 9 14
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 4 5 17 27
An almost closed form estimator for the EGARCH model 0 0 0 0 0 0 13 34
An almost closed form estimator for the EGARCH model 0 0 0 74 0 1 11 122
An augmented Taylor rule for the Federal Reserve's response to asset prices 0 0 0 0 1 2 7 54
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 0 1 5 10
Analysis of cryptocurrency connectedness based on network to transaction volume ratios 0 0 0 0 0 0 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 0 1 1 4 11
Asymmetries in Business Cycles and the Role of Oil Prices 0 0 0 1 0 1 8 17
Asymmetries in Business Cycles and the Role of Oil Production 0 0 0 0 0 0 5 9
Asymptotic theory for a factor GARCH model 0 0 0 57 1 1 4 157
Cross-correlating wavelet coefficients with applications to high-frequency financial time series 0 0 0 0 1 1 11 19
Deciding between GARCH and Stochastic Volatility via Strong Decision Rules 0 0 0 0 1 3 6 45
Deciding between GARCH and stochastic volatility via strong decision rules 0 0 0 103 1 1 9 286
Discrete time option pricing with flexible volatility estimation 0 0 0 2 0 2 12 30
Discrete time option pricing with flexible volatility estimation 0 0 0 10 1 2 9 202
Discrete time option pricing with flexible volatility estimation 0 0 0 11 1 1 6 96
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 20 0 2 13 38
Dynamic Autoregressive Liquidity (DArLiQ) 0 0 1 33 0 2 24 38
Dynamic Autoregressive Liquidity (DArLiQ) 0 0 0 11 0 0 8 30
Dynamic portfolio selection with sector-specific regularization 0 0 0 42 2 2 9 166
Dynamic portfolio selection with sector-specific regularization 0 0 0 1 0 0 11 23
Dynamic portfolio selection with sector-specific regularization 0 0 0 0 0 0 5 11
Dynamic score driven independent component analysis 0 0 0 30 1 1 10 97
Dynamic score driven independent component analysis 0 0 0 0 1 1 5 10
Dynamic stochastic copula models: Estimation, inference and applications 0 0 0 0 2 2 9 26
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 92 1 2 17 330
Econometric analysis of volatile art markets 0 0 0 0 0 0 18 31
Econometric analysis of volatile art markets 0 0 0 0 0 1 13 36
Econometric analysis of volatile art markets 0 0 0 35 0 0 12 190
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 1 12 30
Estimating High Frequency Foreign Exchange Rate Volatility with Nonparametric ARCH Models 0 0 0 0 0 0 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 0 17 83
Estimation of a Multiplicative Covariance Structure 0 0 0 26 1 1 6 39
Estimation of a Multiplicative Covariance Structure in the Large Dimensional Case 0 0 0 22 2 2 7 42
Estimation of a Multiplicative Covariance Structure in the Large Dimensional Case 0 0 0 11 0 0 4 90
Estimation of a multiplicative correlation structure in the large dimensional case 0 0 0 0 0 3 37 41
Estimation of a multiplicative covariance structure in the large dimensional case 0 0 0 2 0 1 8 30
Estimation of temporally aggregated multivariate GARCH models 0 0 0 24 0 0 12 120
Estimation of temporally aggregated multivariate GARCH models 0 0 0 21 0 1 12 100
Exponential-Type GARCH Models With Linear-in-Variance Risk Premium 0 0 0 1 60 62 65 80
Exponential-type GARCH models with linear-in-variance risk premium 0 0 1 47 0 0 13 86
Fair Revaluation of Wine as an Investment 0 0 0 0 0 0 7 19
Fair re-valuation of wine as an investment 0 0 0 15 0 0 4 115
Fair re-valuation of wine as an investment 0 0 0 24 0 0 12 100
Fair re-valuation of wine as an investment 0 0 0 1 2 2 9 24
Flexible stochastic volatility structures for high frequency financial data 0 0 0 2 1 1 11 174
Foreign Exchange Rates Have Surprising Volatility 0 0 0 93 0 0 3 450
Fourth moments of multivariate GARCH processes 0 1 1 61 0 1 13 195
Fourth moments of multivariate GARCH processes 0 0 0 157 0 0 8 460
Heterogeneous Liquidity Effects in Corporate Bond Spreads 0 1 1 3 1 3 10 24
Heterogeneous Liquidity Effects in Corporate Bond Spreads 0 0 0 0 0 0 4 8
Identification of structural multivariate GARCH models 0 0 0 0 0 0 6 25
Identification of structural multivariate GARCH models 0 0 0 64 0 1 3 123
Inference in stochastic frontier analysis with dependent error terms 0 0 0 0 0 0 4 10
Inference in stochastic frontier analysis with dependent error terms 0 0 0 0 0 0 5 11
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 0 14 135
Local Government Efficiency: The Case of Moroccan Municipalities 0 0 0 0 0 0 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 3 15 26
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 0 11 19
Looking backward and looking forward 0 0 0 0 0 0 8 19
Macroeconomic news surprises and volatility spillover in foreign exchange markets 0 0 0 0 0 0 17 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 4 10
Monthly Art Market Returns 0 0 0 0 0 0 6 19
Monthly art market returns 0 0 1 33 1 1 14 73
Multivariate Time Series Models for Asset Prices 0 0 0 0 0 0 5 8
Multivariate mixed normal conditional heteroskedasticity 0 0 0 149 0 1 14 487
Multivariate mixed normal conditional heteroskedasticity 0 0 0 21 1 1 15 118
Multivariate mixed normal conditional heteroskedasticity 0 0 0 3 1 1 13 30
Multivariate volatility modeling of electricity futures 0 0 0 66 0 0 17 226
Multivariate volatility modeling of electricity futures 0 0 0 0 3 4 18 29
Multivariate volatility modeling of electricity futures 0 0 0 20 0 2 16 127
Multivariate volatility modeling of electricity futures 0 0 0 0 0 0 11 12
Nonparametric multistep-ahead prediction in time series analysis 0 0 0 2 0 0 11 48
On Asymptotic Theory for ARCH (infinity) Models 0 0 0 0 0 1 9 21
On Asymptotic Theory for ARCH(infinite) Models 0 0 0 10 0 0 19 77
On asymptotic theory for ARCH([infinite]) models 0 0 0 0 0 1 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 0 11 20
On heterogeneous latent class models with applications to the analysis of rating scores 0 0 1 13 0 1 22 123
On heterogeneous latent class models with applications to the analysis of rating scores 0 0 0 0 0 0 8 17
On the estimation of dynamic conditional correlation models 0 0 0 0 2 2 8 22
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 0 1 5 8
Ridge regression revisited 0 0 3 64 0 1 15 197
Semi-Parametric Modelling of Correlation Dynamics 0 0 0 58 1 2 15 154
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 8 0 1 12 35
Semiparametric estimation and variable selection for single-index copula models 0 0 0 0 1 1 2 9
Semiparametric multivariate GARCH models 0 0 0 76 0 0 6 173
Semiparametric multivariate volatility models 0 0 0 33 0 0 11 104
Semiparametric multivariate volatility models 0 0 0 15 1 2 7 103
Sentiment-Induced Bubbles in the Cryptocurrency Market 0 0 0 0 0 0 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 0 3 0 0 8 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 1 1 1 98 2 4 10 236
Teaching statistical inference without normality 0 1 3 130 0 2 13 325
Temporal aggregation of multivariate GARCH processes 0 0 0 17 0 1 11 89
Temporal aggregation of multivariate GARCH processes 0 0 0 269 0 0 11 649
Testing for Bubbles in Cryptocurrencies with Time-Varying Volatility 0 0 0 0 1 2 9 23
Testing for Causality in Variance using Multivariate GARCH Models 0 0 1 610 1 1 16 1,579
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 0 1 2 12 44
Testing for bubbles in cryptocurrencies with time-varying volatility 0 0 0 4 0 1 18 43
Testing for causality in variance using multivariate GARCH models 0 0 0 48 1 4 7 144
Testing for linear autoregressive dynamics under heteroskedasticity 0 0 0 5 0 0 5 153
Testing for vector autoregressive dynamics under heteroskedasticity 0 0 0 19 1 1 9 81
Testing for vector autoregressive dynamics under heteroskedasticity 0 0 0 6 0 0 6 46
The "wrong skewness" problem in stochastic frontier models: A new approach 0 0 0 0 0 0 7 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 1 1 7 20
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 0 7 49
The effect of additive outliers on a fractional unit root test 0 0 0 0 0 1 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 0 22 122
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 9 17
The “wrong skewnessâ€Ω problem in stochastic frontier models: A new approach 0 0 0 0 1 1 4 6
The “wrong skewness” problem in stochastic frontier models: a new approach 0 0 0 9 2 3 12 70
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 1 1 7 806
Trending Mixture Copula Models with Copula Selection 0 0 0 61 1 1 12 146
Trending Mixture Copula Models with Copula Selection 0 0 0 0 0 2 9 21
Volatility Models 0 0 0 0 2 2 17 64
Volatility Models 0 0 0 0 0 0 14 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 1 19 620
Volatility models 0 0 0 313 1 1 23 667
Volatility of Price Indices for Heterogeneous Goods with Applications to the Fine Art Market 0 0 0 0 1 1 9 26
Volatility of price indices for heterogeneous goods 0 0 0 1 0 0 17 26
Volatility of price indices for heterogeneous goods 0 0 0 32 1 2 12 146
Volatility of price indices for heterogenous goods with applications to the fine art market 0 0 0 0 0 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 2 0 0 11 45
Weak Diffusion Limits of Dynamic Conditional Correlation Models 0 0 0 0 0 0 5 9
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 65 0 2 14 116
Weak diffusion limits of dynamic conditional correlation models 0 0 0 0 0 1 16 33
Total Working Papers 1 4 27 5,614 124 198 2,019 21,627
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 2 96 0 0 23 267
A Lagrange multiplier test for causality in variance 0 0 1 211 0 1 11 443
A One Line Derivation of EGARCH 0 0 0 34 1 1 16 162
A note on the Tobit model in the presence of a duration variable 0 0 0 7 0 2 10 72
A simple model for now-casting volatility series 0 0 0 15 2 2 13 65
A simple solution of the spurious regression problem 0 0 1 32 1 3 16 170
AN ALMOST CLOSED FORM ESTIMATOR FOR THE EGARCH MODEL 0 0 0 3 0 2 21 51
ASYMMETRIES IN BUSINESS CYCLES AND THE ROLE OF OIL PRICES 0 0 1 5 1 2 10 31
ASYMPTOTIC THEORY FOR A FACTOR GARCH MODEL 0 0 0 45 0 0 33 147
Alternative Assets and Cryptocurrencies 0 0 0 22 2 4 19 104
An ARCH model without intercept 0 0 2 21 0 0 11 106
An augmented Taylor rule for the Federal Reserve's response to asset prices 0 1 1 23 0 1 11 106
Analysis of cryptocurrency connectedness based on network to transaction volume ratios 1 1 3 13 4 10 81 127
Analytical quasi maximum likelihood inference in multivariate volatility models 0 0 1 77 0 0 15 177
Causality and forecasting in temporally aggregated multivariate GARCH processes 0 0 0 48 0 0 5 192
Comment 0 0 0 5 1 2 8 46
Cross-correlating wavelet coefficients with applications to high-frequency financial time series 0 0 0 43 0 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 2 2 20 52
Dynamic stochastic copula models: estimation, inference and applications 0 0 0 0 1 3 15 265
Econometric analysis of volatile art markets 0 0 0 20 0 3 16 136
Efficient estimation of a multivariate multiplicative volatility model 0 0 1 88 0 0 19 233
Efficient estimation of a semiparametric dynamic copula model 0 0 1 87 1 3 13 206
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 0 13 45
Exponential-Type GARCH Models With Linear-in-Variance Risk Premium 0 0 1 9 0 1 17 38
Fair Revaluation of Wine as an Investment* 0 0 0 8 0 0 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 0 2 16 61
Inference in stochastic frontier analysis with dependent error terms 0 0 0 8 0 1 9 49
Inference in stochastic frontier analysis with dependent error terms 0 0 0 7 0 1 9 51
Information Spillover, Volatility and the Currency Markets 0 0 0 27 0 0 6 161
LOCALLY STATIONARY FACTOR MODELS: IDENTIFICATION AND NONPARAMETRIC ESTIMATION 0 0 1 21 1 1 9 88
Local Government Efficiency: The Case of Moroccan Municipalities 0 0 0 0 3 4 26 166
Local Government Efficiency: The Case of Moroccan Municipalities 0 0 0 9 0 0 6 70
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 0 9 55
Multivariate mixed normal conditional heteroskedasticity 1 1 1 52 4 6 20 159
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 0 1 10 190
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 0 1 60 0 1 32 195
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis 0 0 0 91 0 1 15 287
Panel Stochastic Frontier Analysis with Dependent Error Terms 0 0 1 6 0 2 8 25
Reconciling negative return skewness with positive time-varying risk premia 0 0 0 1 1 2 11 16
Ridge regression revisited 0 0 0 37 0 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 2 12 25
Sentiment-Induced Bubbles in the Cryptocurrency Market 0 1 1 26 1 3 27 142
Simple approximations for option pricing under mean reversion and stochastic volatility 0 0 0 2 0 1 7 30
Statistics of Financial Markets: An Introduction, 2nd Edition by Jürgen Franke, Wolfgang K. Härdle, Christian M. Hafner 0 0 0 85 0 2 4 236
Structural analysis of portfolio risk using beta impulse response functions 0 0 0 3 0 0 6 18
THE IMPACT OF ACQUISITIONS ON NEW TECHNOLOGY STOCKS: THE GOOGLE–MOTOROLA CASE 1 1 5 18 2 3 19 83
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 0 23 0 2 19 117
Testing for Causality in Variance Usinf Multivariate GARCH Models 0 1 3 12 1 2 18 73
Testing for linear autoregressive dynamics under heteroskedasticity 0 0 0 10 0 1 11 502
Testing for linear vector autoregressive dynamics under multivariate generalized autoregressive heteroskedasticity 0 0 0 71 0 1 16 173
The Spread of the Covid-19 Pandemic in Time and Space 0 0 0 1 0 0 3 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 1 1 10 46
Volatility impulse responses for multivariate GARCH models: An exchange rate illustration 0 2 9 445 0 2 34 998
Volatility of Price Indices for Heterogeneous Goods with Applications to the Fine Art Market 0 1 1 17 1 3 16 91
WEAK DIFFUSION LIMITS OF DYNAMIC CONDITIONAL CORRELATION MODELS 0 0 0 2 0 0 8 31
Total Journal Articles 3 9 42 2,879 32 89 971 11,078

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Statistics updated 2026-09-10