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~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Journal of econometrics"
~person:"Herwartz, Helmut"
~subject:"Geldpolitik"
~subject:"Multivariate Analyse"
~subject:"Option pricing theory"
~subject:"Schätzung"
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Geldpolitik
Multivariate Analyse
Option pricing theory
Schätzung
Volatility
8
Volatilität
8
Deutschland
6
Estimation
6
Germany
6
Theorie
5
Theory
5
ARCH model
4
ARCH-Modell
4
Börsenkurs
3
Multivariate analysis
3
Share price
3
Exchange rate
2
Stochastic process
2
Stochastischer Prozess
2
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2
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1975-1998
1
1976-1996
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1981-1996
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Automotive industry
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1
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1
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Japan
1
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Herwartz, Helmut
Todorov, Viktor
14
Bollerslev, Tim
9
Härdle, Wolfgang
8
Tauchen, George Eugene
8
Xiu, Dacheng
7
Aït-Sahalia, Yacine
6
Hafner, Christian M.
5
Kim, Donggyu
5
Li, Jia
5
Mertens, Antje
5
Andersen, Torben
4
Fengler, Matthias R.
4
McAleer, Michael
4
Asai, Manabu
3
Francq, Christian
3
Ghysels, Eric
3
Gouriéroux, Christian
3
Patton, Andrew J.
3
Spokojnyj, Vladimir G.
3
Wang, Yazhen
3
Zakoïan, Jean-Michel
3
Amengual, Dante
2
Bandi, Federico M.
2
Barigozzi, Matteo
2
Bibinger, Markus
2
Bondarenko, Oleg
2
Christensen, Kim
2
Creal, Drew
2
Engle, Robert F.
2
Ergemen, Yunus Emre
2
Fan, Jianqing
2
Gallant, A. Ronald
2
Gallo, Giampiero M.
2
Grynkiv, Iaryna
2
Hallin, Marc
2
Harvey, Andrew C.
2
Jasiak, Joann
2
Kong, Xin-Bing
2
Li, Yingying
2
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Journal of econometrics
Discussion papers of interdisciplinary research project 373
5
Applied quantitative finance
2
An analysis of long-term influences on financial markets, uncertainty and the sustainability of fiscal balances
1
Applied quantitative finance : theory and computational tools
1
CORE discussion papers : DP
1
Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
Econometric Institute research papers
1
Econometric reviews
1
Economics working paper
1
Jahrbücher für Nationalökonomie und Statistik
1
Journal of applied economics
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international financial markets, institutions & money
1
Macroeconomic dynamics
1
Oxford bulletin of economics and statistics
1
Review of world economics
1
SFB 373 Discussion Paper
1
Statistica Neerlandica : journal of the Netherlands Society for Statistics and Operations Research
1
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ECONIS (ZBW)
8
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1
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8
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date (oldest first)
1
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:
2
Multivariate
volatility
models
Fengler, Matthias R.
;
Herwartz, Helmut
-
2001
Persistent link: https://www.econbiz.de/10001659915
Saved in:
3
Empirical modeling of the DEM/USD and DEM/JPY foreign exchange rate : structural shifts in GARCH models and their implications
Herwartz, Helmut
;
Reimers, Hans-Eggert
-
2001
Persistent link: https://www.econbiz.de/10001631316
Saved in:
4
Time inhomogeneous multiple
volatility
modelling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
-
2001
Persistent link: https://www.econbiz.de/10001580374
Saved in:
5
Unterschiedliche Volatilitätsregime am deutschen Rentenmarkt
Herwartz, Helmut
;
Reimers, Hans-Eggert
-
1999
Persistent link: https://www.econbiz.de/10001404957
Saved in:
6
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
Hafner, Christian M.
;
Herwartz, Helmut
-
1999
Persistent link: https://www.econbiz.de/10001413478
Saved in:
7
Structural analysis of portfolio risk using beta impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
-
1998
Persistent link: https://www.econbiz.de/10000992252
Saved in:
8
Multivariate
volatility
analysis of VW stock prices
Herwartz, Helmut
;
Lütkepohl, Helmut
-
1998
Persistent link: https://www.econbiz.de/10000992357
Saved in:
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