Hafner, Christian
Hafner, Christian M., 1967-....
Hafner, Christian M.
Hafner, Christian M., econometrie
Christian Matthias Hafner Dr. rer. pol. Humboldt-Universität zu Berlin 1996
VIAF ID: 17305495 ( Personal )
Permalink: http://viaf.org/viaf/17305495
Preferred Forms
- 100 0 _ ‡a Christian Matthias Hafner ‡c Dr. rer. pol. Humboldt-Universität zu Berlin 1996
- 200 _ | ‡a Hafner ‡b Christian
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- 100 1 _ ‡a Hafner, Christian
- 100 1 _ ‡a Hafner, Christian
- 100 1 _ ‡a Hafner, Christian
- 100 1 _ ‡a Hafner, Christian
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- 100 1 _ ‡a Hafner, Christian M. ‡d 1967-
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- 100 1 _ ‡a Hafner, Christian M., ‡d 1967-....
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4xx's: Alternate Name Forms (11)
5xx's: Related Names (13)
- 510 2 _ ‡a Berlin, Humboldt-Univ
- 510 2 _ ‡a Center for Operations Research and Econometrics
- 510 2 _ ‡a Center for Operations Research and Econometrics ‡g Louvain-la-Neuve ‡e Affiliation
- 510 2 _ ‡a Econometrisch Instituut
- 510 2 _ ‡a Econometrisch Instituut ‡g Rotterdam ‡e Affiliation
- 510 2 _ ‡a Freie Universität Berlin ‡b Fachbereich Mathematik ‡e Affiliation
- 510 2 _ ‡a Humboldt-Universität zu Berlin ‡b Institut für Statistik und Ökonometrie ‡e Affiliation
- 510 2 _ ‡a Institut de statistique, Université catholique de Louvain
- 510 2 _ ‡a Institut für Statistik und Ökonometrie
- 510 2 _ ‡a Université catholique de Louvain ‡e Affiliation
- 510 2 _ ‡a Universität Berlin ‡b Fachbereich Mathematik
- 510 2 _ ‡a Université Catholique de Louvain
- 510 2 _ ‡a Université Catholique de Louvain / École des Sciences Économiques de Louvain / Center for Operations Research and Econometrics (CORE)
Works
Title | Sources |
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2D MMP : two-dimensional multiple multipole : software and user's manual | |
The 3D electrodynamic wave simulator : 3D MMP software and user's guide | |
Alternative assets and cryptocurrencies | |
Discrete Time Option Pricing with Flexible Volatility Estimation | |
Einführung in die Statistik der Finanzmärkte | |
The euro introduction and non-euro currencies | |
Flexible Stochastic Volatility Structures for High Frequency Financial Data | |
Fourth moments of multivariate GARCH processes | |
The generalized multipole technique for computational electromagnetics | |
Handbook of volatility models and their applications | |
Local government efficiency : the case of Moroccan municipalities | |
MaX-1 a visual electromagnetics platform for PCs | |
Multivariate mixed normal conditional heteroskedasticity | |
Nonlinear time series analysis with applications to foreign exchange rate volatility | |
Numerische Berechnung elektromagnetischer Felder : Grundlagen, Methoden, Anwendungen | |
Post-modern electromagnetics : using intelligent Maxwell solvers | |
Semiparametric multivariate volatility models | |
Statistics of financial markets : an introduction | |
Stuctural analysis of portfolio risk using beta impulse response functionsComputer assisted statistics teaching in network environments | |
Testing for causality in variance using multivariate GARCH models empirical evidence for Germany | |
Testing for vector autoregressive dynamics under heteroskedasticity | |
Testing linearity in an AR errors-in-variables model with application to stochastic volatility | |
Time varying market price of risk in the CAPM approaches, empirical evidence and implications |