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person:"Elpelt, Bärbel"
~person:"Aielli, Gian Piero"
~person:"Herwartz, Helmut"
~subject:"Korrelation"
~subject:"Schätztheorie"
~type_genre:"Aufsatz in Zeitschrift"
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Elpelt, Bärbel
Aielli, Gian Piero
Herwartz, Helmut
Asai, Manabu
4
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Correlation impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Finance research letters
57
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014513333
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2
Dynamic conditional correlation : on properties and estimation
Aielli, Gian Piero
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
3
,
pp. 282-299
Persistent link: https://www.econbiz.de/10009786001
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3
Time inhomogenous multiple volatility modeling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
,
pp. 55-95
Persistent link: https://www.econbiz.de/10002220931
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