| A dynamic conditional score model for the log correlation matrix CM Hafner, L Wang Journal of Econometrics 237 (2), 105176, 2023 | 7 | 2023 |
| Dynamic autoregressive liquidity (DArLiQ) CM Hafner, OB Linton, L Wang Journal of Business & Economic Statistics 42 (2), 774-785, 2024 | 4 | 2024 |
| Dynamic portfolio selection with sector-specific regularization CM Hafner, L Wang Econometrics and Statistics, 2022 | 4 | 2022 |
| Supplementary Material for “Dynamic Autoregressive Liquidity (DArLiQ)” CM Hafner, OB Linton, L Wang | 1 | 2023 |
| Asymmetric short-rate model without lower bound F Vrins, L Wang Quantitative Finance 23 (2), 279-295, 2023 | 1 | 2023 |
| The effect of stock splits on liquidity in a dynamic model CM Hafner, OB Linton, L Wang Available at SSRN 4744376, 2024 | | 2024 |
| Essays on Financial Econometrics and Quantitative Finance L Wang UCL-Université Catholique de Louvain, 2022 | | 2022 |
Christian M. HafnerProfessor of econometrics, UCL Louvain-la-NeuveVerifierad e-postadress på uclouvain.be
