Christian M. Hafner

According to our database, Christian M. Hafner authored at least 11 papers between 2000 and 2014.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2014

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

Rachida El Mehdi, Christian M. Hafner

Math. Comput. Simul., 2014

Inference in stochastic frontier analysis with dependent error terms.

Rachida El Mehdi, Christian M. Hafner

Math. Comput. Simul., 2014

On heterogeneous latent class models with applications to the analysis of rating scores.

Aurélie M. E. Bertrand, Christian M. Hafner

Comput. Stat., 2014

2012

On the estimation of dynamic conditional correlation models.

Christian M. Hafner, Olga Reznikova

Comput. Stat. Data Anal., 2012

Econometric analysis of volatile art markets.

Fabian Y. R. P. Bocart, Christian M. Hafner

Comput. Stat. Data Anal., 2012

2010

Efficient estimation of a semiparametric dynamic copula model.

Christian M. Hafner, Olga Reznikova

Comput. Stat. Data Anal., 2010

2009

GARCH Modeling.

Christian M. Hafner

Proceedings of the Encyclopedia of Complexity and Systems Science, 2009

On asymptotic theory for multivariate GARCH models.

Christian M. Hafner, Arie Preminger

J. Multivar. Anal., 2009

2007

Multivariate mixed normal conditional heteroskedasticity.

Luc Bauwens, Christian M. Hafner, Jeroen V. K. Rombouts

Comput. Stat. Data Anal., 2007

2003

Simple approximations for option pricing under mean reversion and stochastic volatility.

Christian M. Hafner

Comput. Stat., 2003

2000

Discrete time option pricing with flexible volatility estimation.

Wolfgang K. Härdle, Christian M. Hafner

Finance Stochastics, 2000