User profiles for C. M. Hafner

Christian M. Hafner

Professor of econometrics, UCL Louvain-la-Neuve
Verified email at uclouvain.be
Cited by 5559

European resuscitation council guidelines for resuscitation 2015: section 1. Executive summary

…, W De Vries, TR Evans, C Eich, JT Gräsner, CM Hafner… - Resuscitation, 2015 - Elsevier
This executive summary provides the essential treatment algorithms for the resuscitation of
children and adults and highlights the main guideline changes since 2010. Detailed …

[BOOK][B] Statistics of financial markets

J Franke, WK Härdle, CM Hafner - 2004 - Springer
Universitext is a series of textbooks that presents material from a wide variety of mathematical
disciplines at master’s level and beyond. The books, often well classtested by their author, …

Volatility impulse responses for multivariate GARCH models: An exchange rate illustration

CM Hafner, H Herwartz - Journal of International Money and Finance, 2006 - Elsevier
We introduce a new concept of impulse response functions tracing the effects of independent
shocks on volatility through time while avoiding typical orthogonalization and ordering …

Dynamic stochastic copula models: Estimation, inference and applications

CM Hafner, H Manner - Journal of applied econometrics, 2012 - Wiley Online Library
We propose a new dynamic copula model in which the parameter characterizing dependence
follows an autoregressive process. As this model class includes the Gaussian copula with …

[BOOK][B] Handbook of volatility models and their applications

L Bauwens, CM Hafner, S Laurent - 2012 - books.google.com
… Bauwens, Luc, 1952–Handbook ofvolatility models and their applications / Luc Bauwens,
Christian Hafner, Sebastien Laurent. p. cm. – (Wiley handbooks in financial engineering and …

A Lagrange multiplier test for causality in variance

CM Hafner, H Herwartz - Economics letters, 2006 - Elsevier
We adapt the Lagrange multiplier (LM) principle to test for noncausality in variance of financial
returns. The new test is compared with a Portmanteau statistic [Cheung, YW, Ng, LK, 1996…

European resuscitation council guidelines for resuscitation 2015 section 9. first aid

…, P Cassan, AF Chalkias, TR Evans, CM Hafner… - Resuscitation, 2015 - Elsevier
In 2005, the American Heart Association (AHA) together with the American Red Cross (ARC)
formed the National First Aid Science Advisory Board to evaluate the science associated …

Testing for bubbles in cryptocurrencies with time-varying volatility

CM Hafner - Journal of Financial Econometrics, 2020 - academic.oup.com
The recent evolution of cryptocurrencies has been characterized by bubble-like behavior and
extreme volatility. While it is difficult to assess an intrinsic value to a specific cryptocurrency…

Part 9: first aid: 2015 international consensus on first aid science with treatment recommendations

…, TR Evans, JD Ferguson, RC Fringer, CM Hafner… - Resuscitation, 2015 - Elsevier
The International Liaison Committee on Resuscitation (ILCOR) First Aid Task Force first met
in June 2013. Comprising nominated members from around the globe appointed by each …

[HTML][HTML] On asymptotic theory for multivariate GARCH models

CM Hafner, A Preminger - Journal of Multivariate Analysis, 2009 - Elsevier
… Recently, Hafner and Preminger [16] proved asymptotic properties of the QMLE for an …
Hafner acknowledges financial support by the Fonds Spéciaux de Recherche (FSR 05) of …