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person:"Elpelt, Bärbel"
~person:"Ballotta, Laura"
~person:"Caporin, Massimiliano"
~person:"Croux, Christophe"
~person:"Engle, Robert F."
~person:"Graff, Michael"
~person:"Herwartz, Helmut"
~subject:"Kausalanalyse"
~subject:"Portfolio-Management"
~type:"article"
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Search: subject_exact:"Multivariates Verfahren"
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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
Large dynamic covariance matrices : enhancements based on intraday data
De Nard, Gianluca
;
Engle, Robert F.
;
Ledoit, Olivier
; …
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461761
Saved in:
3
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:
4
Estimation of multivariate asset models with jumps
Ballotta, Laura
;
Fusai, Gianluca
;
Loregian, Angela
; …
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
5
,
pp. 2053-2083
Persistent link: https://www.econbiz.de/10012140059
Saved in:
5
Variance (non) causality in multivariate GARCH
Caporin, Massimiliano
- In:
Econometric reviews
26
(
2007
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10003509003
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6
Flexible dynamic conditional correlation multivariate GARCH models for asset allocation
Billio, Monica
;
Caporin, Massimiliano
;
Gobbo, Michele
- In:
Applied financial economics letters
2
(
2006
)
2
,
pp. 123-130
Persistent link: https://www.econbiz.de/10003302525
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7
Causal links between financial activity and economic growth : empirical evidence from a cross-country analysis, 1970 - 1990
Graff, Michael
- In:
Bulletin of economic research
54
(
2002
)
2
,
pp. 119-133
Persistent link: https://www.econbiz.de/10001659543
Saved in:
8
Causal links between financial activity and economic growth : evidence from two-wave model estimations
Graff, Michael
- In:
Financial structure and stability
,
(pp. 221-231)
.
2000
Persistent link: https://www.econbiz.de/10001520920
Saved in:
9
Zum Zusammenhang zwischen finanzieller und realwirtschaftlicher Entwicklung: ein LISREL-Wellenmodell
Karmann, Alexander
;
Graff, Michael
- In:
Währung und wirtschaftliche Entwicklung : Festschrift …
,
(pp. 237-258)
.
2000
Persistent link: https://www.econbiz.de/10001501983
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