Discrete time option pricing with flexible volatility estimation. - Wolfgang K. Härdle; Christian M. Hafner (Finance Stochastics, 2000)

Simple approximations for option pricing under mean reversion and stochastic volatility. - Christian M. Hafner (Comput. Stat., 2003)

Multivariate mixed normal conditional heteroskedasticity. - Luc Bauwens; Christian M. Hafner; Jeroen V. K. Rombouts (Comput. Stat. Data Anal., 2007)

On asymptotic theory for multivariate GARCH models. - Christian M. Hafner; Arie Preminger (J. Multivar. Anal., 2009)

GARCH Modeling. - Christian M. Hafner (Encyclopedia of Complexity and Systems Science, 2009)

Efficient estimation of a semiparametric dynamic copula model. - Christian M. Hafner; Olga Reznikova (Comput. Stat. Data Anal., 2010)

Econometric analysis of volatile art markets. - Fabian Y. R. P. Bocart; Christian M. Hafner (Comput. Stat. Data Anal., 2012)

On the estimation of dynamic conditional correlation models. - Christian M. Hafner; Olga Reznikova (Comput. Stat. Data Anal., 2012)

On heterogeneous latent class models with applications to the analysis of rating scores. - Aurélie M. E. Bertrand; Christian M. Hafner (Comput. Stat., 2014)

Inference in stochastic frontier analysis with dependent error terms. - Rachida El Mehdi; Christian M. Hafner (Math. Comput. Simul., 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)

BEKKs: An R Package for Estimation of Conditional Volatility of Multivariate Time Series. - Markus J. Fülle; Alexander Lange; Christian M. Hafner; Helmut Herwartz (J. Stat. Softw., 2024)