Christian M. Hafner

According to our database1, Christian M. Hafner authored at least 10 papers between 2000 and 2014.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

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

Inference in stochastic frontier analysis with dependent error terms.
Math. Comput. Simul., 2014

On heterogeneous latent class models with applications to the analysis of rating scores.
Comput. Stat., 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. Multivar. Anal., 2009

2003
Simple approximations for option pricing under mean reversion and stochastic volatility.
Comput. Stat., 2003

2000
Discrete time option pricing with flexible volatility estimation.
Finance Stochastics, 2000


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