| Dynamic stochastic copula models: Estimation, inference and applications CM Hafner, H Manner Journal of applied econometrics 27 (2), 269-295, 2012 | 225 | 2012 |
| A survey on time-varying copulas: specification, simulations, and application H Manner, O Reznikova Econometric reviews 31 (6), 654-687, 2012 | 218 | 2012 |
| Analyzing the severity of accidents on the German Autobahn H Manner, L Wünsch-Ziegler Accident Analysis & Prevention 57, 40-48, 2013 | 75 | 2013 |
| Estimation and model selection of copulas with an application to exchange rates H Manner METEOR, Maastricht research school of Economics of Technology and Organizations, 2007 | 75 | 2007 |
| On factors related to car accidents on German Autobahn connectors M Garnowski, H Manner Accident Analysis & Prevention 43 (5), 1864-1871, 2011 | 70 | 2011 |
| Detecting contagion in a multivariate time series system: An application to sovereign bond markets in Europe D Blatt, B Candelon, H Manner Journal of Banking & Finance 59, 1-13, 2015 | 66 | 2015 |
| Modeling and forecasting the outcomes of NBA basketball games H Manner Journal of Quantitative Analysis in Sports 12 (1), 31-41, 2016 | 60 | 2016 |
| Modeling high‐dimensional time‐varying dependence using dynamic D‐vine models C Almeida, C Czado, H Manner Applied Stochastic Models in Business and Industry 32 (5), 621-638, 2016 | 57 | 2016 |
| Modeling and forecasting multivariate electricity price spikes H Manner, D Türk, M Eichler Energy Economics 60, 255-265, 2016 | 54 | 2016 |
| Tails of correlation mixtures of elliptical copulas H Manner, J Segers Insurance: Mathematics and Economics 48 (1), 153-160, 2011 | 54 | 2011 |
| The “wrong skewness” problem in stochastic frontier models: A new approach CM Hafner, H Manner, L Simar Econometric Reviews 37 (4), 380-400, 2018 | 49 | 2018 |
| Modeling multivariate extreme events using self-exciting point processes O Grothe, V Korniichuk, H Manner Journal of Econometrics 182 (2), 269-289, 2014 | 42 | 2014 |
| Forecasting the joint distribution of Australian electricity prices using dynamic vine copulae H Manner, FA Fard, A Pourkhanali, L Tafakori Energy Economics 78, 143-164, 2019 | 39 | 2019 |
| Testing for asset market linkages: A new approach based on time‐varying copulas H Manner, B Candelon Pacific Economic Review 15 (3), 364-384, 2010 | 36 | 2010 |
| Stock market returns and oil price shocks: A CoVaR analysis based on dynamic vine copula models J Kielmann, H Manner, A Min Empirical Economics 62 (4), 1543-1574, 2022 | 34 | 2022 |
| Forecasting realized variance measures using time-varying coefficient models J Bekierman, H Manner International Journal of Forecasting 34 (2), 276-287, 2018 | 34 | 2018 |
| Models for short-term forecasting of spike occurrences in Australian electricity markets: a comparative study M Eichler, O Grothe, H Manner, D Tuerk Journal of Energy Markets 7 (1), 2014 | 28 | 2014 |
| Testing for structural breaks in factor copula models H Manner, F Stark, D Wied Journal of Econometrics 208 (2), 324-345, 2019 | 22 | 2019 |
| Modeling high dimensional time-varying dependence using D-vine scar models C Almeida, C Czado, H Manner arXiv preprint arXiv:1202.2008, 2012 | 18 | 2012 |
| Testing for asymmetric dependence H Manner Studies in Nonlinear Dynamics & Econometrics 14 (2), 2010 | 18 | 2010 |
Christian M. HafnerProfessor of econometrics, UCL Louvain-la-NeuveGeverifieerd e-mailadres voor uclouvain.be
