Journal Articles
1. Bauwens, Luc; Otranto, Edoardo.
Modeling Realized Covariance Matrices: A Class of Hadamard Exponential Models. In:
Journal of Financial Econometrics, , p. nbac007 (2022). doi:10.1093/jjfinec/nbac007.
http://hdl.handle.net/2078.1/259693
2. Hafner, Christian.
Testing for Bubbles in Cryptocurrencies with Time-Varying Volatility. In:
Journal of Financial Econometrics, Vol. 18, no. 2, p. 233–249 (2020). doi:10.1093/jjfinec/nby023.
http://hdl.handle.net/2078.1/218031
3. Hafner, Christian.
The Spread of the Covid-19 Pandemic in Time and Space. In:
International Journal of Environmental Research and Public Health, Vol. 17, no.11, p. 3827 (2020). doi:10.3390/ijerph17113827.
http://hdl.handle.net/2078.1/238815
4. Bocart, Fabian; Ghysels, Eric; Hafner, Christian.
Monthly Art Market Returns. In:
Journal of Risk and Financial Management, Vol. 13, no.5, p. 100 (2020). doi:10.3390/jrfm13050100.
http://hdl.handle.net/2078.1/238816
5. Herings, P.Jean-Jacques; Mauleon, Ana; Vannetelbosch, Vincent.
Matching with myopic and farsighted players. In:
Journal of Economic Theory, , no.190 , p. 27 (2020). doi:10.1016/j.jet.2020.105125 (Soumis).
http://hdl.handle.net/2078.1/237811
6. Daouia, Abdelaati; Florens, Jean-Pierre; Simar, Léopold.
Robustified expected maximum production frontiers. In:
Econometric Theory, Vol. 37, no. 2, p. 346-387 (2021). doi:10.1017/S0266466620000171.
http://hdl.handle.net/2078.1/229043
7. Hafner, Christian; Linton, Oliver; Tang, Haihan.
Estimation of a multiplicative correlation structure in the large dimensional case. In:
Journal of Econometrics, Vol. 217, no.2, p. 431-470 (2020). doi:10.1016/j.jeconom.2019.12.012.
http://hdl.handle.net/2078.1/238812
8. Hafner, Christian; Herwartz, Helmut; Maxand, Simone.
Identification of structural multivariate GARCH models. In:
Journal of Econometrics, (2020). doi:10.1016/j.jeconom.2020.07.019 (Accepté/Sous presse).
http://hdl.handle.net/2078.1/238805
9. Brigo, Damiano; Jeanblanc, Monique; Vrins, Frédéric.
SDES with uniform distributions: Peacocks, conic martingales and mean reverting uniform diffusions. In:
Stochastic Processes and Their Applications, Vol. 130, no. 7, p. 3895-3919 (2020). doi:10.1016/j.spa.2019.11.003.
http://hdl.handle.net/2078.1/223398
10. Bauwens, Luc; Otranto, Edoardo.
Nonlinearities and regimes in conditional correlations with different dynamics. In:
Journal of Econometrics, Vol. 217, no.2, p. 496-522 (2020). doi:10.1016/j.jeconom.2019.12.014.
http://hdl.handle.net/2078.1/230903
