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~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~type:"book"
~type_genre:"Arbeitspapier"
~type_genre:"Bibliography included"
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Search: subject:"GARCH"
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Herwartz, Helmut
4
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3
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Discussion paper / Tinbergen Institute
101
Working paper
71
Econometric Institute research papers
69
CESifo working papers
43
CREATES research paper
43
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SFB 649 discussion paper
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Discussion papers of interdisciplinary research project 373
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Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
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9
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1
Nonparametric estimators of
GARCH
processes
Franke, Jürgen
;
Holzberger, Harriet
;
Müller, Marlene
-
2002
Persistent link: https://www.econbiz.de/10001684953
Saved in:
2
Nonlinear
GARCH
models for highly persistent volatility
Lanne, Markku
;
Saikkonen, Pentti
-
2002
Persistent link: https://www.econbiz.de/10001668610
Saved in:
3
Multivariate volatility models
Fengler, Matthias R.
;
Herwartz, Helmut
-
2001
Persistent link: https://www.econbiz.de/10001659915
Saved in:
4
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:
5
Flexible times series analysis
Härdle, Wolfgang
;
Tschernig, Rolf
-
2000
Persistent link: https://www.econbiz.de/10001509214
Saved in:
6
Modelling the US short-term interest rate by mixture autoregressive processes
Lanne, Markku
;
Saikkonen, Pentti
-
2000
Persistent link: https://www.econbiz.de/10001528164
Saved in:
7
Fourth moments of multivariate
GARCH
processes
Hafner, Christian M.
-
2000
Persistent link: https://www.econbiz.de/10001528180
Saved in:
8
A local instrumental estimation method for generalized additive volatility models
Kim, Woocheol
;
Linton, Oliver
-
2000
Persistent link: https://www.econbiz.de/10001531783
Saved in:
9
Estimation in an additive model when the components are linked parametrically
Carroll, Raymond J.
;
Härdle, Wolfgang
;
Mammen, Enno
-
1999
Persistent link: https://www.econbiz.de/10001424759
Saved in:
10
Empirical process of the squared residuals of an ARCH sequence
Horvath, Lajos
;
Kokoszka, Piotr
;
Teyssière, Gilles
-
1999
Persistent link: https://www.econbiz.de/10001424868
Saved in:
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