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person:"Herwartz, Helmut"
subject:"Share price"
~person:"Koopman, Siem Jan"
~subject:"Exchange rate"
~subject:"Time series analysis"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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67
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Herwartz, Helmut
Koopman, Siem Jan
Gil-Alaña, Luis A.
94
Gupta, Rangan
85
Bahmani-Oskooee, Mohsen
75
Caporale, Guglielmo Maria
56
Tiwari, Aviral Kumar
44
Wohar, Mark E.
37
McMillan, David G.
33
Narayan, Paresh Kumar
32
Zaremba, Adam
31
Chang, Tsangyao
29
Pierdzioch, Christian
29
Salisu, Afees A.
24
Balcilar, Mehmet
23
Bollerslev, Tim
22
Ma, Feng
21
Moosa, Imad A.
21
Beckmann, Joscha
18
Chiang, Thomas C.
18
Hsing, Yu
18
Lee, Chien-chiang
18
McAleer, Michael
18
Belke, Ansgar
17
Brooks, Robert
17
Jawadi, Fredj
16
MacDonald, Ronald
16
Shahbaz, Muhammad
15
Tauchen, George Eugene
15
Todorov, Viktor
15
Cheung, Yin-Wong
14
Hegerty, Scott W.
14
Rashid, Abdul
14
Xuan Vinh Vo
14
Apergēs, Nikolaos
13
Arize, Augustine Chuck
13
Bohl, Martin T.
13
Bouri, Elie
13
Caporin, Massimiliano
13
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13
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International journal of forecasting
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of econometrics
2
Journal of empirical finance
2
Oxford bulletin of economics and statistics
2
Economics letters
1
European review of agricultural economics
1
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1
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1
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1
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1
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1
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1
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1
Review of world economics
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ECONIS (ZBW)
27
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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
Saved in:
2
Dynamic factor models with clustered loadings : forecasting education flows using unemployment data
Blasques, Francisco
;
Hoogerkamp, Meindert Heres
; …
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1426-1441
Persistent link: https://www.econbiz.de/10013274289
Saved in:
3
Exchange rates, foreign currency exposure and sovereign risk
Bernoth, Kerstin
;
Herwartz, Helmut
- In:
Journal of international money and finance
117
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013284855
Saved in:
4
Measuring price discovery in the European wheat market using the partial cointegration approach
Vollmer, Teresa
;
Herwartz, Helmut
;
Cramon-Taubadel, …
- In:
European review of agricultural economics
47
(
2020
)
3
,
pp. 1173-1200
Persistent link: https://www.econbiz.de/10012257957
Saved in:
5
Accelerating score-driven time series models
Blasques, F.
;
Gorgi, P.
;
Koopman, Siem Jan
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 359-376
Persistent link: https://www.econbiz.de/10012304023
Saved in:
6
Realized Wishart-GARCH : a score-driven multi-asset volatility model
Gorgi, P.
;
Hansen, Peter Reinhard
;
Janus, Paweł
; …
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012054424
Saved in:
7
Testing for parameter instability across different modeling frameworks
Calvori, Francesco
;
Creal, Drew
;
Koopman, Siem Jan
; …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 223-246
Persistent link: https://www.econbiz.de/10011987424
Saved in:
8
Stock return prediction under GARCH : an empirical assessment
Herwartz, Helmut
- In:
International journal of forecasting
33
(
2017
)
3
,
pp. 569-580
Persistent link: https://www.econbiz.de/10011746190
Saved in:
9
Measuring financial cycles in a model-based analysis : empirical evidence for the United States and the euro area
Galati, Gabriele
;
Hindrayanto, Irma
;
Koopman, Siem Jan
; …
- In:
Economics letters
145
(
2016
),
pp. 83-87
Persistent link: https://www.econbiz.de/10011618230
Saved in:
10
In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models
Blasques, Francisco
;
Koopman, Siem Jan
;
Łasak, Katarzyna
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 875-887
Persistent link: https://www.econbiz.de/10011621857
Saved in:
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