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~isPartOf:"Macroeconomic dynamics"
~person:"Herwartz, Helmut"
~person:"Jawadi, Fredj"
~person:"Serletis, Apostolos"
~subject:"ARCH model"
~subject:"Börsenkurs"
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Herwartz, Helmut
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Macroeconomic dynamics
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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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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2
The demand for liquid assets : evidence from the Minflex Laurent demand system with conditionally heteroskedastic errors
Chang, Dongfeng
;
Serletis, Apostolos
- In:
Macroeconomic dynamics
23
(
2019
)
7
,
pp. 2941-2958
Persistent link: https://www.econbiz.de/10012127403
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3
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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