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~isPartOf:"Econometric Institute research papers"
~isPartOf:"Journal of econometrics"
~language:"eng"
~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
ARCH model
2
ARCH-Modell
2
Multivariate analysis
2
Theorie
2
Theory
2
Volatility
2
Volatilität
2
Identifying assumptions
1
Innovation
1
MGARCH
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Modellierung
1
Portfolio risk
1
Portfolio selection
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Portfolio-Management
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Herwartz, Helmut
McAleer, Michael
28
Todorov, Viktor
14
Asai, Manabu
9
Bollerslev, Tim
9
Chang, Chia-Lin
9
Tauchen, George Eugene
8
Xiu, Dacheng
7
Aït-Sahalia, Yacine
6
Hafner, Christian M.
5
Kim, Donggyu
5
Li, Jia
5
Medeiros, Marcelo C.
5
Andersen, Torben
4
Tansuchat, Roengchai
4
Francq, Christian
3
Ghysels, Eric
3
Gouriéroux, Christian
3
Patton, Andrew J.
3
Wang, Yazhen
3
Zakoïan, Jean-Michel
3
Allen, David E.
2
Amengual, Dante
2
Bandi, Federico M.
2
Barigozzi, Matteo
2
Bibinger, Markus
2
Bondarenko, Oleg
2
Caporin, Massimiliano
2
Chen, Chi-chung
2
Christensen, Kim
2
Creal, Drew
2
Dijk, Dick van
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
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Econometric Institute research papers
Journal of econometrics
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
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
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1
Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
Econometric reviews
1
Economics working paper
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
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Oxford bulletin of economics and statistics
1
Review of world economics
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SFB 373 Discussion Paper
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Statistica Neerlandica : journal of the Netherlands Society for Statistics and Operations Research
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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
Analytical quasi maximum likelihood inference in multivariate
volatility
models
Hafner, Christian M.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784026
Saved in:
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