Concepedia

Reinhold Hafner

RH

5

Publications

205

Citations

5

H-Index

2000

Active since

Affiliations

University of Fribourg(Current)

Reinhold Hafner is an author at University of Fribourg specializing in asset pricing, business, and volatility modeling.

Top concepts

BusinessAsset PricingFinanceVolatility ModelingEconomicsStatisticsEngineeringOption PricingEmpirical FinanceEstimation Theory

Publications per year

2000–2008

5

Publications

5

The Dynamics of DAX Implied Volatilities

Reinhold Hafner, Martin Wallmeier · SSRN Electronic Journal · 2000 · 72 citations · Full text

Volatility Modeling, Dax Implied Volatilities, Asset Pricing +1

Arbitrage-free estimation of the risk-neutral density from the implied volatility smile

Bernhard Brunner, Reinhold Hafner · The Journal of Computational Finance · 2003 · 60 citations

Volatility Modeling, Parameter Estimation, Risk-neutral Density +17

Optimal investments in volatility

Reinhold Hafner, Martin Wallmeier · Financial markets and portfolio management · 2008 · 31 citations

Economics, Portfolio Optimization, Asset Pricing +5

Volatility as an Asset Class: European Evidence

Reinhold Hafner, Martin Wallmeier · European Journal of Finance · 2007 · 31 citations

Empirical Finance, Economics, Volatility Modeling +10

Volatility as an Asset Class: European Evidence

Martin Wallmeier, Reinhold Hafner · SSRN Electronic Journal · 2006 · 11 citations · Full text

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