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Did the introduction of the euro have an impact on inflation uncertainty? : an empirical assessment
Hartmann, Matthias; Herwartz, Helmut - In: Macroeconomic dynamics 18 (2014) 6, pp. 1313-1325
Persistent link: https://www.econbiz.de/10010467980
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Testing for causality in variance using multivariate GARCH models
Hafner, Christian M.; Herwartz, Helmut - In: Annales d'économie et de statistique 89 (2008), pp. 215-241
Persistent link: https://www.econbiz.de/10003875586
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Testing the value of directional forecasts in the presence of serial correlation
Blaskowitz, Oliver Jim; Herwartz, Helmut - In: International journal of forecasting 30 (2013) 1, pp. 30-42
Persistent link: https://www.econbiz.de/10010243646
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A note on investor happiness and the predictability of realized volatility of gold
Bonato, Matteo; Gillas, Konstantinos Gkillas; Gupta, Rangan - In: Finance research letters 39 (2021), pp. 1-6
Persistent link: https://www.econbiz.de/10012805333
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Inflation targeting under inflation uncertainty : multi-economy evidence from a stochastic volatility model
Hartmann, Matthias; Herwartz, Helmut; Ulm, Maren - In: Macroeconomic dynamics 26 (2022) 5, pp. 1302-1337
Persistent link: https://www.econbiz.de/10013270236
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On economic evaluation of directional forecasts
Blaskowitz, Oliver Jim; Herwartz, Helmut - In: International journal of forecasting 27 (2011) 4, pp. 1058-1065
Persistent link: https://www.econbiz.de/10009316915
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The predictive value of inequality measures for stock returns : an analysis of long-span UK data using quantile random forests
Gupta, Rangan; Pierdzioch, Christian; Vivian, Andrew J.; … - In: Finance research letters 29 (2019), pp. 315-322
Persistent link: https://www.econbiz.de/10012419133
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On REIT returns and (un-)expected inflation : empirical evidence based on Bayesian additive regression trees
Pierdzioch, Christian; Risse, Marian; Gupta, Rangan; … - In: Finance research letters 30 (2019), pp. 160-169
Persistent link: https://www.econbiz.de/10012420355
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On the short-term predictability of stock returns : a quantile boosting approach
Demirer, Rıza; Pierdzioch, Christian; Zhang, Huacheng - In: Finance research letters 22 (2017), pp. 35-41
Persistent link: https://www.econbiz.de/10011807952
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Stock return prediction under GARCH : an empirical assessment
Herwartz, Helmut - In: International journal of forecasting 33 (2017) 3, pp. 569-580
Persistent link: https://www.econbiz.de/10011746190