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Lassoing the HAR model : a model selection perspective on realized volatility dynamics
Audrino, Francesco, (2012)
Econometric analysis of high frequency data
Herwartz, Helmut, (2006)
Time Series Econometrics
Neusser, Klaus, (2025)
Dependence in macroeconomic variables: Assessing instantaneous and persistent relations between and within time series
Maxand, Simone, (2017)
Structural analysis with independent innovations
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Analyse saisonaler Zeitreihen mit Hilfe periodischer Zeitreihenmodelle
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