- Multivariate volatility modelling of electricity futures (with Luc Bauwens and Diane Pierret), Journal of Applied Econometrics, forthcoming.
BauwensHafnerPierret.pdf
- On heterogeneous latent class models with applications to the analysis of rating scores (with Aurélie Bertrand)
BertrandHafner.pdf
R Package CovLCA: CovLCA.zip
- Volatility of price indices for heterogenous goods (with Fabian Bocart), SFB Discussion paper, Humboldt University Berlin,
BocartHafner.pdf
|
