//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of econometrics"
~person:"Herwartz, Helmut"
~subject:"Geldpolitik"
~subject:"Multivariate Analyse"
~subject:"Option pricing theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"volatility"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Geldpolitik
Multivariate Analyse
Option pricing theory
ARCH model
1
ARCH-Modell
1
Identifying assumptions
1
Innovation
1
MGARCH
1
Modellierung
1
Multivariate analysis
1
Portfolio risk
1
Portfolio selection
1
Portfolio-Management
1
Scientific modelling
1
Structural innovations
1
Theorie
1
Theory
1
Volatility
1
Volatility transmission
1
Volatilität
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Herwartz, Helmut
Todorov, Viktor
5
Xiu, Dacheng
4
Gouriéroux, Christian
3
Tauchen, George Eugene
3
Aït-Sahalia, Yacine
2
Bollerslev, Tim
2
Bondarenko, Oleg
2
Gallant, A. Ronald
2
Hafner, Christian M.
2
Jasiak, Joann
2
Park, Yang-Ho
2
Wang, Bin
2
Zheng, Xu
2
Amengual, Dante
1
Andersen, Torben
1
Asai, Manabu
1
Augustyniak, Maciej
1
Badescu, Alexandru
1
Bakshi, Gurdip S.
1
Baldovin, Fulvio
1
Bandi, Federico M.
1
Barone-Adesi, Giovanni
1
Bates, David S.
1
Bauer, Gregory H.
1
Broadie, Mark
1
Busch, Marie
1
Bégin, Jean-François
1
Calvet, Laurent E.
1
Cao, Charles Q.
1
Caporin, Massimiliano
1
Caraglio, Michele
1
Chan, Thomas W. C.
1
Chen, Qiang
1
Chen, Song Xi
1
Chen, Zhiwu
1
Cheng, Ai-ru Meg
1
Chernov, Mikhail
1
Chu, Amanda M. Y.
1
Corradi, Valentina
1
Dalderop, Jeroen
1
more ...
less ...
Published in...
All
Journal of econometrics
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion papers of interdisciplinary research project 373
3
Applied quantitative finance
2
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
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
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->