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subject:"Schock"
subject:"Volatilität"
~person:"Feng, Yuanhua"
~person:"Herwartz, Helmut"
~person:"Rose, Andrew"
~type_genre:"Amtsdruckschrift"
~type_genre:"Aufsatz im Buch"
~type_genre:"Fallstudie"
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Feng, Yuanhua
Herwartz, Helmut
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Applied quantitative finance
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An analysis of long-term influences on financial markets, uncertainty and the sustainability of fiscal balances
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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
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Inflation in an era of relative price shocks : proceedings of a conference held at the H. C. Coombs Centre for Financial Studies, Kirribilli on 17 - 18 August 2009
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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:
2
One money, one market : the effect of common currencies on trade
Rose, Andrew
- In:
Thirty years of economic policy : inspiration for debate
,
(pp. 361-392)
.
2015
Persistent link: https://www.econbiz.de/10011447035
Saved in:
3
A slowly evolving mean of the price-to-dividend ratio, its economic influences and predictive power for stock returns
Herwartz, Helmut
;
Rengel, Malte
;
Fang, Xu
- In:
An analysis of long-term influences on financial …
,
(pp. 7-41)
.
2014
Persistent link: https://www.econbiz.de/10010480408
Saved in:
4
Determinants of agricultural and mineral commodity prices
Frankel, Jeffrey A.
;
Rose, Andrew
- In:
Inflation in an era of relative price shocks : …
,
(pp. 9-59)
.
2010
Persistent link: https://www.econbiz.de/10008732091
Saved in:
5
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:
6
Locally weighted autoregression
Feng, Yuanhua
;
Heiler, Siegfried
- In:
Institutional arrangements for global economic integration
,
(pp. 371-388)
.
2000
Persistent link: https://www.econbiz.de/10001533889
Saved in:
7
Locally weighted autoregression
Feng, Yuanhua
- In:
Econometrics in theory and practice : Festschrift for …
,
(pp. 101-117)
.
1998
Persistent link: https://www.econbiz.de/10001301452
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