Christian M Hafner

Christian M Hafner

Université Catholique de Louvain - Louvain-la-Neuve / Belgium
Economics & Econometrics / Economics
AD Scientific Index ID: 1399876
Catholic University of Louvain
person_outline Christian M Hafner's MOST POPULAR ARTICLES
1-) Quantile autoregressionR Koenker, Z XiaoJournal of the American statistical association 101 (475), 980-990, 20066942006
2-) Statistics of financial marketsJ Franke, WK Härdle, CM HafnerSpringer, 20044742004
3-) Volatility impulse responses for multivariate GARCH models: An exchange rate illustrationCM Hafner, H HerwartzJournal of International Money and Finance 25 (5), 719-740, 2006262*2006
4-) Dynamic stochastic copula models: Estimation, inference and applicationsCM Hafner, H MannerJournal of applied econometrics 27 (2), 269-295, 20122442012
5-) Handbook of volatility models and their applicationsL Bauwens, CM Hafner, S LaurentJohn Wiley & Sons, 20122422012