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Multivariate volatility models
Fengler, Matthias R.; Herwartz, Helmut - 2001
Persistent link: https://www.econbiz.de/10001659915
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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 linear autoregressive dynamics under heteroskedasticity
Hafner, Christian M.; Herwartz, Helmut - 1999
Persistent link: https://www.econbiz.de/10001377688
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Exact inference in diagnosing Value-at-Risk estimates : a Monte Carlo device
Herwartz, Helmut - In: Economics letters 103 (2009) 3, pp. 160-162
Persistent link: https://www.econbiz.de/10003854913
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A Lagrange multiplier test for causality in variance
Hafner, Christian M.; Herwartz, Helmut - In: Economics letters 93 (2006) 1, pp. 137-141
Persistent link: https://www.econbiz.de/10003380170
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Forecasting performance of market share attraction models : a comparison of different models assuming that competitors' actions are forecasts
Klapper, Daniel; Herwartz, Helmut - 1998
Persistent link: https://www.econbiz.de/10000168630
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Unterschiedliche Volatilitätsregime am deutschen Rentenmarkt
Herwartz, Helmut; Reimers, Hans-Eggert - 1999
Persistent link: https://www.econbiz.de/10001404957
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Weekday dependence of German stock market returns
Herwartz, Helmut - 1999
Persistent link: https://www.econbiz.de/10001404961
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Modeling international stock price comovements with high-frequency data
Ben Ameur, Hachmi; Jawadi, Fredj; Louhichi, Wael; … - In: Macroeconomic dynamics 22 (2018) 7, pp. 1875-1903
Persistent link: https://www.econbiz.de/10011918211
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Structural analysis of portfolio risk using beta impulse response functions
Hafner, Christian M.; Herwartz, Helmut - 1998
Persistent link: https://www.econbiz.de/10000992252