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~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
SFB 373 Discussion Papers
29
Sonderforschungsbereich 373
26
CORE discussion papers : DP
21
Discussion papers of interdisciplinary research project 373
18
SFB 373 Discussion Paper
18
CORE Discussion Papers
17
Economics working paper
17
Economics Working Paper
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SFB 649 Discussion Paper
16
Economics Working Papers / Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
15
Journal of econometrics
14
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13
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13
SFB 649 discussion paper
13
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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cege Discussion Papers
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8
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7
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6
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6
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5
Discussion papers / Deutsches Institut für Wirtschaftsforschung
5
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5
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International Journal of Forecasting
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Sonderforschungsbereich 649: Ökonomisches Risiko - Diskussionspapiere
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Statistica Neerlandica : journal of the Netherlands Society for Statistics and Operations Research
5
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ECONIS (ZBW)
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Time varying market price of risk in the CAPM approaches, empirical evidence and implications
Hafner, Christian M.
;
Herwartz, Helmut
-
1999
Persistent link: https://www.econbiz.de/10001377689
Saved in:
2
Structural analysis of portfolio risk using beta impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
-
1998
Persistent link: https://www.econbiz.de/10000992252
Saved in:
3
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
Hafner, Christian M.
;
Herwartz, Helmut
-
1999
Persistent link: https://www.econbiz.de/10001413478
Saved in:
4
Fourth moments of multivariate GARCH processes
Hafner, Christian M.
-
2000
Persistent link: https://www.econbiz.de/10001528180
Saved in:
5
Flexible stochastic volatility structures for high frequency financial data
Feldmann, David
;
Härdle, Wolfgang
;
Hafner, Christian M.
; …
-
1998
Persistent link: https://www.econbiz.de/10000992362
Saved in:
6
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
Saved in:
7
Unterschiedliche Volatilitätsregime am deutschen Rentenmarkt
Herwartz, Helmut
;
Reimers, Hans-Eggert
-
1999
Persistent link: https://www.econbiz.de/10001404957
Saved in:
8
Weekday dependence of German stock market returns
Herwartz, Helmut
-
1999
Persistent link: https://www.econbiz.de/10001404961
Saved in:
9
Multivariate volatility analysis of VW stock prices
Herwartz, Helmut
;
Lütkepohl, Helmut
-
1998
Persistent link: https://www.econbiz.de/10000992357
Saved in:
10
Multivariate volatility models
Fengler, Matthias R.
;
Herwartz, Helmut
-
2001
Persistent link: https://www.econbiz.de/10001659915
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