Christian M. Hafner

Publication Activity (10 Years)

Years Active: 2000-2014
Publications (10 Years): 0

Top Topics

Stochastic Simulation

Statistical Analysis

Artificial Neural Networks

Top Venues

Math. Comput. Simul.

Comput. Stat. Data Anal.

Publications

Rachida El Mehdi, Christian M. Hafner
Inference in stochastic frontier analysis with dependent error terms. Math. Comput. Simul. 102 (2014)
Rachida El Mehdi, Christian M. Hafner
Inference in stochastic frontier analysis with dependent error terms. Math. Comput. Simul. 102 (2014)
Rachida El Mehdi, Christian M. Hafner
Erratum to "Inference in stochastic frontier analysis with dependent error terms" [Mathematics and Computers in Simulation 102C (2014) 131-143]. Math. Comput. Simul. 105 (2014)
Aurélie M. E. Bertrand, Christian M. Hafner
On heterogeneous latent class models with applications to the analysis of rating scores. Comput. Stat. 29 (1) (2014)
Christian M. Hafner, Olga Reznikova
On the estimation of dynamic conditional correlation models. Comput. Stat. Data Anal. 56 (11) (2012)
Fabian Y. R. P. Bocart, Christian M. Hafner
Econometric analysis of volatile art markets. Comput. Stat. Data Anal. 56 (11) (2012)
Christian M. Hafner, Olga Reznikova
Efficient estimation of a semiparametric dynamic copula model. Comput. Stat. Data Anal. 54 (11) (2010)
Christian M. Hafner, Arie Preminger
On asymptotic theory for multivariate GARCH models. J. Multivar. Anal. 100 (9) (2009)
Christian M. Hafner
Simple approximations for option pricing under mean reversion and stochastic volatility. Comput. Stat. 18 (3) (2003)
Wolfgang K. Härdle, Christian M. Hafner
Discrete time option pricing with flexible volatility estimation. Finance Stochastics 4 (2) (2000)