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subject:"General equilibrium"
type:"article"
~person:"Herwartz, Helmut"
~subject:"Risiko"
~subject:"Volatilität"
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General equilibrium
Risiko
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48
Theory
48
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14
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14
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14
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14
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Herwartz, Helmut
Eeckhoudt, Louis R.
38
Gollier, Christian
35
Gupta, Rangan
30
Viscusi, W. Kip
26
Bollerslev, Tim
24
McAleer, Michael
23
Pi, Jiancai
22
Wang, Ruodu
22
Böhringer, Christoph
21
Epstein, Larry G.
21
Beladi, Hamid
20
Chaudhuri, Sarbajit
19
Chavas, Jean-Paul
19
Chichilnisky, Graciela
19
Fabozzi, Frank J.
19
Kubler, Felix
19
Wong, Wing Keung
19
Andersen, Torben
18
Drèze, Jacques H.
18
Kit, Pong Wong
18
Robinson, Sherman
18
Rutherford, Thomas F.
18
Whalley, John
18
Conrad, Klaus
16
Denuit, Michel
16
Gale, Douglas
16
Righi, Marcelo Brutti
16
Asai, Manabu
15
Chiarella, Carl
15
Fehr, Hans
15
Gersbach, Hans
15
Madan, Dilip B.
15
Quiggin, John C.
15
Rosazza Gianin, Emanuela
15
Schmedders, Karl
15
Townsend, Robert M.
15
Wang, Yudong
15
Broll, Udo
14
Chateauneuf, Alain
14
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Applied quantitative finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Oxford bulletin of economics and statistics
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Applied quantitative finance : theory and computational tools
1
Economic inquiry
1
Economics letters
1
International journal of forecasting
1
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Journal of international money and finance
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Modern econometric analysis : surveys on recent developments ; with 11 tables
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ECONIS (ZBW)
16
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1
How certain are we about the role of uncertainty in the economy?
Herwartz, Helmut
;
Lange, Alexander
- In:
Economic inquiry
62
(
2024
)
1
,
pp. 126-149
Persistent link: https://www.econbiz.de/10014483714
Saved in:
2
Asymmetric volatility impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Economics letters
222
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014232851
Saved in:
3
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:
4
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:
5
Measuring spot variance spillovers when (co)variances are time-varying : the case of multivariate GARCH models
Fengler, Matthias
;
Herwartz, Helmut
- In:
Oxford bulletin of economics and statistics
80
(
2018
)
1
,
pp. 135-159
Persistent link: https://www.econbiz.de/10011969544
Saved in:
6
Multivariate volatility models
Fengler, Matthias
;
Herwartz, Helmut
;
Raters, F. H. C.
- In:
Applied quantitative finance
,
(pp. 25-37)
.
2017
Persistent link: https://www.econbiz.de/10011794951
Saved in:
7
A comparative assessment of alternative ex ante measures of inflation uncertainty
Hartmann, Matthias
;
Herwartz, Helmut
;
Ulm, Maren
- In:
International journal of forecasting
33
(
2017
)
1
,
pp. 75-89
Persistent link: https://www.econbiz.de/10011754686
Saved in:
8
Simulation evidence on theory-based and statistical identification under volatility breaks
Herwartz, Helmut
;
Plödt, Martin
- In:
Oxford bulletin of economics and statistics
78
(
2016
)
1
,
pp. 94-112
Persistent link: https://www.econbiz.de/10011494636
Saved in:
9
A dynamic copula approach to recovering the index implied volatility skew
Fengler, Matthias R.
;
Herwartz, Helmut
;
Werner, Christian
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
3
,
pp. 457-493
Persistent link: https://www.econbiz.de/10009571516
Saved in:
10
Multivariate volatility models
Fengler, Matthias R.
;
Herwartz, Helmut
- In:
Applied quantitative finance
,
(pp. 313-326)
.
2009
Persistent link: https://www.econbiz.de/10003746416
Saved in:
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