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~isPartOf:"Journal of econometrics"
~person:"Herwartz, Helmut"
~subject:"Geldpolitik"
~subject:"Multivariate Analyse"
~subject:"Option pricing theory"
~subject:"Schätzung"
~subject:"Theorie"
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Geldpolitik
Multivariate Analyse
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ARCH model
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Identifying assumptions
1
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Herwartz, Helmut
Todorov, Viktor
15
Bollerslev, Tim
13
Tauchen, George Eugene
12
Aït-Sahalia, Yacine
9
Xiu, Dacheng
7
Andersen, Torben
6
Kim, Donggyu
6
Li, Jia
6
McAleer, Michael
6
Ghysels, Eric
5
Patton, Andrew J.
5
Asai, Manabu
4
Barigozzi, Matteo
4
Gallant, A. Ronald
4
Gouriéroux, Christian
4
Hallin, Marc
4
Renault, Eric
4
Boswijk, Herman Peter
3
Cavaliere, Giuseppe
3
Christensen, Kim
3
Fan, Jianqing
3
Francq, Christian
3
Jasiak, Joann
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Kong, Xin-Bing
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Maheu, John M.
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Meddahi, Nour
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Nielsen, Morten Ørregaard
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Paolella, Marc S.
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Park, Joon Y.
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Shephard, Neil G.
3
Taylor, Robert
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Wang, Yazhen
3
Yu, Jun
3
Zakoïan, Jean-Michel
3
Zhou, Hao
3
Amengual, Dante
2
Bandi, Federico M.
2
Banerjee, Anindya
2
Bekaert, Geert
2
Bibinger, Markus
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Journal of econometrics
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
Discussion papers of interdisciplinary research project 373
5
Applied quantitative finance
2
CORE discussion paper : DP
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
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
Cege discussion paper
1
Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Econometric Institute research papers
1
Econometric reviews
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Economics Working Paper
1
Economics letters
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Economics working paper
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Jahrbücher für Nationalökonomie und Statistik
1
Journal of applied economics
1
Journal of empirical finance
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Macroeconomic dynamics
1
Modern econometric analysis : surveys on recent developments ; with 11 tables
1
Review of world economics
1
SFB 373 Discussion Paper
1
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
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