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~person:"Herwartz, Helmut"
~subject:"Commodity derivative"
~subject:"Estimation"
~subject:"Multivariate GARCH models"
~subject:"multivariate GARCH model"
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Commodity derivative
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Herwartz, Helmut
Manera, Matteo
11
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7
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Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
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1
Correlation impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Finance research letters
57
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014513333
Saved in:
2
Measuring spot variance spillovers when (co)variances are time-varying : the case of
multivariate
GARCH
models
Fengler, Matthias
;
Herwartz, Helmut
-
2015
Persistent link: https://www.econbiz.de/10011717132
Saved in:
3
Analytical quasi maximum likelihood inference in multivariate volatility models
Hafner, Christian
;
Herwartz, Helmut
- In:
Metrika
67
(
2008
)
2
,
pp. 219-239
Persistent link: https://www.econbiz.de/10005375986
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