# Christian M. Hafner

According to our database

Collaborative distances:

^{1}, Christian M. Hafner authored at least 8 papers between 2000 and 2014.Collaborative distances:

## Timeline

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## Bibliography

2014

Erratum to "Inference in stochastic frontier analysis with dependent error terms" [Mathematics and Computers in Simulation 102C (2014) 131-143].

Mathematics and Computers in Simulation, 2014

Inference in stochastic frontier analysis with dependent error terms.

Mathematics and Computers in Simulation, 2014

2012

On the estimation of dynamic conditional correlation models.

Comput. Stat. Data Anal., 2012

Econometric analysis of volatile art markets.

Comput. Stat. Data Anal., 2012

2010

Efficient estimation of a semiparametric dynamic copula model.

Comput. Stat. Data Anal., 2010

2009

GARCH Modeling.

Proceedings of the Encyclopedia of Complexity and Systems Science, 2009

On asymptotic theory for multivariate GARCH models.

J. Multivariate Analysis, 2009

2000

Discrete time option pricing with flexible volatility estimation.

Finance and Stochastics, 2000