Biblio

3 resultats trouvés
Filtres: Auteur est Christian M. Hafner  [Clear All Filters]
2017
Weak Diffusion Limits of Dynamic Conditional Correlation ModelsJournal articleChristian M. Hafner, Sébastien Laurent et Francesco Violante, Econometric Theory, Volume 33, Issue 03, pp. 691-716, 2017
2012
Handbook of Volatility Models and Their ApplicationsBookLuc Bauwens, Christian M. Hafner et Sébastien Laurent (Eds.), 2012-04, 566 pages, John Wiley & Sons, 2012
Nonparametric Tests for Intraday Jumps: Impact of Periodicity and Microstructure NoiseBook chapterKris Boudt, Jonathan Cornelissen, Christophe Croux et Sébastien Laurent, In: Handbook of Volatility Models and Their Applications, Luc Bauwens, Christian M. Hafner et Sébastien Laurent (Eds.), 2012-04, Volume 18, pp. 447-463, John Wiley & Sons, Inc., 2012