//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
~language:"fin"
~person:"Herwartz, Helmut"
~subject:"Kapitaleinkommen"
~subject:"Share price"
~subject:"United Kingdom"
~subject:"Unternehmenserfolg"
~subject:"World"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
The effects of knowledge manag...
Similar by subject
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Kapitaleinkommen
Share price
United Kingdom
Unternehmenserfolg
World
Schätzung
128
Estimation
114
Theorie
47
Theory
43
Deutschland
39
Germany
36
Volatilität
26
ARCH-Modell
25
Prognoseverfahren
25
Volatility
25
Welt
24
ARCH model
22
Forecasting model
21
Börsenkurs
19
Kointegration
17
EU-Staaten
16
OECD-Staaten
16
Cointegration
15
Panel
15
Zeitreihenanalyse
15
OECD countries
14
Panel study
14
EU countries
13
Time series analysis
13
Schätztheorie
12
Wechselkurs
12
Exchange rate
11
Risiko
11
Risk
11
Aktienmarkt
10
Capital mobility
10
Estimation theory
10
Geldpolitik
10
Inflation
10
Kapitalmobilität
10
Monetary policy
10
Multivariate Analyse
10
Multivariate analysis
10
more ...
less ...
Online availability
All
Free
18
Undetermined
5
Type of publication
All
Book / Working Paper
28
Article
18
Type of publication (narrower categories)
All
Graue Literatur
23
Non-commercial literature
23
Arbeitspapier
20
Working Paper
20
Article in journal
14
Aufsatz in Zeitschrift
14
Aufsatz im Buch
3
Book section
3
Collection of articles written by one author
3
Hochschulschrift
3
Sammlung
3
Thesis
3
more ...
less ...
Language
All
English
Finnish
German
2
Author
All
Herwartz, Helmut
Caporale, Guglielmo Maria
155
Gupta, Rangan
148
Wagner, Joachim
132
Van Reenen, John
120
Gil-Alaña, Luis A.
115
Schneider, Friedrich
110
Bloom, Nicholas
85
Addison, John T.
80
McAleer, Michael
80
Pesaran, M. Hashem
80
Görg, Holger
77
Buch, Claudia M.
75
Dreher, Axel
75
Pierdzioch, Christian
74
Zaremba, Adam
72
MacDonald, Ronald
70
Woessmann, Ludger
70
Blundell, Richard W.
64
Narayan, Paresh Kumar
64
Rose, Andrew
61
Schnabel, Claus
61
Aghion, Philippe
60
Cheung, Yin-Wong
60
Voigt, Stefan
59
Wohar, Mark E.
59
Bollerslev, Tim
56
McMillan, David G.
56
Acemoglu, Daron
52
Bohl, Martin T.
52
Levine, Ross
52
Nunnenkamp, Peter
52
Girma, Sourafel
51
Jenkins, Stephen
49
Bekaert, Geert
47
Hayo, Bernd
46
Audretsch, David B.
45
Nijkamp, Peter
45
Döpke, Jörg
44
Theissen, Erik
44
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
Published in...
All
Economics working paper
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Discussion papers of interdisciplinary research project 373
4
Applied quantitative finance
2
Discussion papers / Deutsches Institut für Wirtschaftsforschung
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of international money and finance
2
An analysis of long-term influences on financial markets, uncertainty and the sustainability of fiscal balances
1
Applied quantitative finance : theory and computational tools
1
Bundesbank Series 1 Discussion Paper
1
Cege discussion paper
1
DIW Berlin Discussion Paper
1
Discussion paper / Deutsche Bundesbank
1
Discussion paper / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank
1
Economic modelling
1
European journal of political economy
1
German economic review
1
International journal of forecasting
1
Journal of applied economics
1
Journal of banking & finance
1
Journal of empirical finance
1
Journal of forecasting
1
Journal of money, credit and banking : JMCB
1
Statistica Neerlandica : journal of the Netherlands Society for Statistics and Operations Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
46
Showing
1
-
10
of
46
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Semiparametric approaches to the prediction of conditional correlation matrices in finance
Golosnoy, Vasyl
(
contributor
);
Herwartz, Helmut
(
contributor
)
-
2006
We consider the problem of ex-ante forecasting conditional correlation patterns using ultra high frequency data. Flexible semiparametric predictors referring to the class of dynamic panel and dynamic factor models are adopted for daily forecasts. The parsimonious set up of our approach allows to...
Persistent link: https://www.econbiz.de/10003516408
Saved in:
2
Empirical modeling of the DEM/USD and DEM/JPY foreign exchange rate: Structural shifts in GARCH-models and their implications
Herwartz, Helmut
;
Reimers, Hans-Eggert
-
2001
We analyze daily changes of two log foreign exchange (FX) rates involving the Deutsche Mark (DEM) for the period 1975 - 1998, namely FX-rates measured against the US dollar (USD) and the Japanese yen (JPY). Ta account for volatility e1ustering we fit a GARCH(l,l)-model with leptokurtic...
Persistent link: https://www.econbiz.de/10009616784
Saved in:
3
State dependence of aggregated risk aversion : evidenve for the German stock market
Hansen, Marc
;
Herwartz, Helmut
;
Rengel, Malte
- In:
Journal of applied economics
17
(
2014
)
2
,
pp. 257-281
Persistent link: https://www.econbiz.de/10011554687
Saved in:
4
Multivariate volatility models
Fengler, Matthias R.
;
Herwartz, Helmut
-
2001
multivariate GARCH models. These models assume that the variance of the
innovation
distribution follows a time dependent process …
Persistent link: https://www.econbiz.de/10009615423
Saved in:
5
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
Hafner, Christian M.
;
Herwartz, Helmut
-
1999
Daily returns of financial assets are frequently found to exhibit positive autocorrelation at lag 1. When specifying a linear AR(l) conditional mean, one may ask how this predictability affects option prices. We investigate the dependence of option prices on autoregressive dynamics under...
Persistent link: https://www.econbiz.de/10009580460
Saved in:
6
Weekday dependence of German stock market returns
Herwartz, Helmut
-
1999
exchange the paper compares
estimation
results of parametric and nonparametric autoregressive models with respect to possible …
Persistent link: https://www.econbiz.de/10009580468
Saved in:
7
Multivariate volatility models
Fengler, Matthias R.
;
Herwartz, Helmut
- In:
Applied quantitative finance
,
(pp. 313-326)
.
2009
Persistent link: https://www.econbiz.de/10003746416
Saved in:
8
Multivariate volatility models
Fengler, Matthias R.
;
Herwartz, Helmut
-
2001
Persistent link: https://www.econbiz.de/10001659915
Saved in:
9
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:
10
Multivariate volatility analysis of VW stock prices
Herwartz, Helmut
;
Lütkepohl, Helmut
-
1998
Persistent link: https://www.econbiz.de/10000992357
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->