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subject:"EU-Staaten"
subject:"Volatility"
~person:"Döpke, Jörg"
~person:"Herwartz, Helmut"
~subject:"Italy"
~subject:"Share price"
~subject:"Theory"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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EU-Staaten
Volatility
Italy
Share price
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Zeitreihenanalyse
Estimation
70
Schätzung
70
Deutschland
24
Germany
24
Business cycle
15
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15
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14
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14
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Döpke, Jörg
Herwartz, Helmut
Gupta, Rangan
111
Gil-Alaña, Luis A.
102
Caporale, Guglielmo Maria
73
Bahmani-Oskooee, Mohsen
62
Tiwari, Aviral Kumar
54
Wohar, Mark E.
51
McMillan, David G.
40
Narayan, Paresh Kumar
40
Chang, Tsangyao
37
Pierdzioch, Christian
37
Belke, Ansgar
36
Zaremba, Adam
35
Ma, Feng
33
Apergēs, Nikolaos
31
Lee, Chien-chiang
31
Serletis, Apostolos
31
Moosa, Imad A.
30
Balcilar, Mehmet
29
Bollerslev, Tim
29
McAleer, Michael
29
Xuan Vinh Vo
29
Bouri, Elie
28
Todorov, Viktor
26
Kumbhakar, Subal
25
MacDonald, Ronald
25
Brooks, Robert
24
Salisu, Afees A.
22
Wang, Yudong
22
Chiang, Thomas C.
21
Jawadi, Fredj
21
Kumar, Dilip
21
Sosvilla-Rivero, Simón
21
Tsionas, Efthymios G.
21
Rashid, Abdul
20
Zhang, Yaojie
20
Kang, Sang Hoon
19
Sehgal, Sanjay
19
Westerlund, Joakim
19
Hammoudeh, Shawkat
18
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
European journal of political economy
2
International journal of forecasting
2
Jahrbücher für Nationalökonomie und Statistik
2
Journal of international money and finance
2
Journal of money, credit and banking : JMCB
2
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Vierteljahrshefte zur Wirtschaftsforschung
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CESifo economic studies : CESifo, a joint initiative of the University of Munich's Center for Economic Studies and the Ifo Institute
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European review of agricultural economics
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Finance research letters
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German economic review
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International journal of theoretical and applied finance
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International regional science review
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International review of applied economics
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International review of financial analysis
1
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1
Journal of applied economics
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Konjunkturpolitik : applied economics quarterly ; Zeitschrift für angewandte Wirtschaftsforschung
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Kredit und Kapital
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Review of world economics
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Schmollers Jahrbuch : journal of contextual economics
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Statistica Neerlandica : journal of the Netherlands Society for Statistics and Operations Research
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Swiss journal of economics and statistics
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The world economy : the leading journal on international economic relations
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ECONIS (ZBW)
43
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1
Moments of cross-sectional stock market returns and the German business cycle
Döpke, Jörg
;
Müller, Karsten
;
Tegtmeier, Lars
- In:
Economic notes
52
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014289695
Saved in:
2
Statistical identification in panel structural vector autoregressive models based on independence criteria
Herwartz, Helmut
;
Wang, Shu
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 620-639
Persistent link: https://www.econbiz.de/10014562838
Saved in:
3
Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles
Herwartz, Helmut
;
Wang, Shu
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014478708
Saved in:
4
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:
5
Inflation targeting under inflation uncertainty : multi-economy evidence from a stochastic volatility model
Hartmann, Matthias
;
Herwartz, Helmut
;
Ulm, Maren
- In:
Macroeconomic dynamics
26
(
2022
)
5
,
pp. 1302-1337
Persistent link: https://www.econbiz.de/10013270236
Saved in:
6
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:
7
The impact of local financial development on firm growth in Vietnam : does the level of corruption matter?
Tran, Viet T.
;
Yabibal Mulualem Walle
;
Herwartz, Helmut
- In:
European journal of political economy
62
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012312074
Saved in:
8
Modelling regional patterns of inefficiency : a Bayesian approach to geoadditive panel stochastic frontier analysis with an application to cereal production in England and Wales
Klein, Nadja
;
Herwartz, Helmut
;
Kneib, Thomas
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 513-539
Persistent link: https://www.econbiz.de/10012439076
Saved in:
9
Regional labor market performance in Europe : error correction dynamics and the role of national institutions and local structure
Herwartz, Helmut
;
Niebuhr, Annekatrin
- In:
International regional science review
40
(
2017
)
3
,
pp. 270-296
Persistent link: https://www.econbiz.de/10011704060
Saved in:
10
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:
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