Optical Control of Field-Emission Sites by Femtosecond Laser Pulses (2009)
Yanagisawa, Hirofumi, Hafner, Christian, Doná, Patrick, Klöckner, Martin, Leuenberger, Dominik, Greber, Thomas, ...
We have investigated field emission patterns from a clean tungsten tip apex induced by femtosecond laser pulses. Strongly asymmetric modulations of the field emission intensity distributions are...
Comparison of electromagnetic field solvers for the 3D analysis of plasmonic nano antennas (2009)
Hoffmann, Johannes, Hafner, Christian, Leidenberger, Patrick, Hesselbarth, Jan, Burger, Sven
Plasmonic nano antennas are highly attractive at optical frequencies due to their strong resonances - even when their size is smaller than the wavelength - and because of their potential of extreme...
Hurst, Carolyn D, Zuiverloon, Tahlita CM, Hafner, Christian, Zwarthoff, Ellen C, Knowles, Margaret A
Abstract Background Activating mutations in the PIK3CA gene have been identified in a variety of human malignancies and are commonly detected in hotspot codons located in the helical and kinase...
A CENSORED-GARCH MODEL OF ASSET RETURNS WITH PRICE LIMITS (2007)
Steven X. Wei, Jel Classification C, Jin-chuan Duan, Philip H. Dybvig, Christian Hafner, ...
As one important form of market circuit breakers, price limits have been often imposed in stock and futures markets. This paper considers modeling the return process of such assets, focusing on the...
Stroma-targeted palliative tumor therapy with biomodulators (2006)
Hafner, Christian, Landthaler, Michael, Vogt, Thomas
In search of new strategies for the therapy of advanced tumors stroma-targeted approaches have been discussed recently, especially antiangiogenic therapies. It has turned out that some biomodulating...
Esteban Moreno, Daniel Erni, Christian Hafner, Rüdiger Vahldieck
this paper is classical. Hence macroscopic Maxwell equations and boundary conditions have been applied, as well as bulk permittivity functions to model surface plasmons in nanoscopic systems
Discrete Time Option Pricing with Flexible Volatility Estimation (2000)
Wolfgang Härdle, Christian Hafner
By extending the GARCH option pricing model of Duan (1995) to more flexible volatility estimation it is shown that the prices of out-of-the-money options strongly depend on volatility features such...
Rong Chen, Lijian Yang, Christian Hafner
Nonparametric multistep-ahead prediction in
Estimating High Frequency Foreign Exchange Rate Volatility with Nonparametric ARCH Models (1996)
High frequency foreign exchange rate (HFFX) series are analyzed on an operational time scale using models of the ARCH class. Comparison of the estimated conditional variances focuses on the asymmetry...
Elmar Wolfstetter, Comments Anne Bussmann, Uwe Dulleck, Christian Hafner, Okonomischer Prozesse
This is the first chapter of a graduate text entitled Topics in Microeconomics. It covers the basics of monopoly theory. Most of the material is kept at an intermediate level to serve as a bridge...
Foreign Exchange Rates Have Surprising Volatility (1996)
Peter Bossaerts, Christian Hafner, Wolfgang Härdle
Local Polynomial Estimation (LPE) is implemented on a dataset of high-frequency foreign exchange (FX) quotes. This nonparametric technique is meant to provide a flexible background against which to...
A New Method for Volatility Estimation with Applications in Foreign Exchange Rate Series (1995)
Peter Bossaerts, Wolfgang Härdle, Christian Hafner
The statistical properties of three foreign exchange rate series are analyzed using a redefinition of the time scale to cope with the inherent seasonal heteroskedasticity. A conditional...
Mosaicism of activatingFGFR3 mutations in human skin causes epidermal nevi
Hafner, Christian, Vogt, Thomas, Landthaler, Michael, Stoehr, Robert, Blaszyk, Hagen, ...
Epidermal nevi are common congenital skin lesions with an incidence of 1 in 1,000 people; however, their genetic basis remains elusive. Germline mutations of the FGF receptor 3 (FGFR3) cause...
Nonparametric multistep-ahead prediction in time series analysis
Rong Chen, Lijian Yang, Christian Hafner
We consider the problem of multistep-ahead prediction in time series analysis by using nonparametric smoothing techniques. Forecasting is always one of the main objectives in time series analysis....
Hafner, Christian, López-Knowles, Elena, Luis, Nuno M., Toll, Agustí, Baselga, Eulàlia, Fernández-Casado, Alex, ...
Activating mutations of the p110 α subunit of PI3K (PIK3CA) oncogene have been identified in a broad spectrum of malignant tumors. However, their role in benign or preneoplastic conditions is...
Analytical quasi maximum likelihood inference in multivariate volatility models
Christian Hafner, Helmut Herwartz
Multivariate GARCH models, Quasi maximum likelihood,
Multivariate mixed normal conditional heteroskedasticity
BAUWENS, Luc, HAFNER, Christian, ROMBOUTS, Jeroen
We propose a new multivariate volatility model where the conditional distribution of a vector time series is given by a mixture of multivariate normal distributions. Each of these distributions is...
Semiparametric multivariate GARCH models
HAFNER, Christian, ROMBOUTS, Jeroen
Estimation of multivariate GARCH models is usually carried out by quasi maximum likelihood (QMLE), for which recently consistency and asymptotic normality have been proven under quite general...
Estimation of temporally aggregated multivariate GARCH models
HAFNER, Christian, ROMBOUTS, Jeroen
This paper investigates the performance of quasi maximum likelihood (QML) and nonlinear least squares (NLS) estimation applied to temporally aggregated GARCH models. Since these are known to be only...
Volatility impulse response functions for multivariate GARCH models
HAFNER, Christian, HERWARTZ, Helmut
In the empirical analysis of financial time series, multivariate GARCH models have been used in various forms. As it is typical for nonlinear models there is yet no unique framework available to...
Fourth moments of multivariate GARCH processes
This paper derives conditions for the existence of fourth moments of multivariate GARCH processes in the general vector specification and gives explicit results for the fourth moments and...
Hurst, Carolyn D, Zuiverloon, Tahlita CM, Hafner, Christian, Zwarthoff, Ellen C, Knowles, Margaret A
Estimating autocorrelations in the presence of deterministic trends
Wang, Shin-Huei, Hafner, Christian
This paper considers the impact of ordinary least squares (OLS) detrending and the first difference (FD) detrending on autocorrelation estimation in the presence of long memory and deterministic...
A Generalized Dynamic Conditional Correlation Model: Simulation and Application to Many Assets
Christian Hafner, Philip Hans Franses
In this article, we put forward a generalization of the Dynamic Conditional Correlation (DCC) Model of Engle (2002). Our model allows for asset-specific correlation sensitivities, which is useful in...