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person:"Elpelt, Bärbel"
~person:"Aielli, Gian Piero"
~person:"Herwartz, Helmut"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Multivariates Verfahren"
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Elpelt, Bärbel
Aielli, Gian Piero
Herwartz, Helmut
McAleer, Michael
9
Hafner, Christian M.
8
Landsman, Zinoviy
7
Asai, Manabu
6
Furman, Edward
6
Gil-Alaña, Luis A.
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Hruschka, Harald
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Lucas, André
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Rombouts, Jeroen V. K.
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Semeraro, Patrizia
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Shi, Peng
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Alai, Daniel H.
4
Asimit, Alexandru V.
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Caporin, Massimiliano
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DeSarbo, Wayne
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Epprecht, Eugenio K.
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Galichon, Alfred
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Guillaume, Florence
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Henry, Marc
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Kapetanios, George
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Oja, Hannu
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Shephard, Neil G.
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Stentoft, Lars
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Su, Jianxi
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Teräsvirta, Timo
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Vernic, Raluca
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Avanzi, Benjamin
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Bianchi, Michele Leonardo
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De Nard, Gianluca
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Finance research letters
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1
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
Identification of structural multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
;
Maxand, Simone
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 212-227
Persistent link: https://www.econbiz.de/10013441647
Saved in:
3
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
Saved in:
4
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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