Similar Search Results - EconBiz

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

Weekday dependence of German stock market returns

Herwartz, Helmut - 1999

Persistent link: https://www.econbiz.de/10001404961

Forecasting stock market volatility and the informational efficiency of the DAX-index options market

Claessen, Holger - 1996

Persistent link: https://www.econbiz.de/10001410584

Forecasting quarterly German GDP at monthly intervals using monthly IFO business conditions data : presented at CESifo conference "Academic Use of ifo Survey Data", December 2003

Mittnik, Stefan; Zadrozny, Peter A. - 2004

The paper illustrates and evaluates a Kalman filtering method for forecasting German real GDP at monthly intervals. German real GDP is produced at quarterly intervals but analysts and decision makers often want monthly GDP forecasts. Quarterly GDP could be regressed on monthly indicators, which...

Persistent link: https://www.econbiz.de/10011449243

Structural analysis of portfolio risk using beta impulse response functions

Hafner, Christian M.; Herwartz, Helmut - 1998

Persistent link: https://www.econbiz.de/10000992252

Multivariate volatility analysis of VW stock prices

Herwartz, Helmut; Lütkepohl, Helmut - 1998

Persistent link: https://www.econbiz.de/10000992357

Forecasting quarterly German GDP at monthly intervals using monthly IFO business conditions data : presented at CESifo conference "Academic Use of ifo Survey Data", december 2003

Mittnik, Stefan; Zadrozny, Peter A. - 2004

The paper illustrates and evaluates a Kalman filtering method for forecasting German real GDP at monthly intervals. German real GDP is produced at quarterly intervals but analysts and decision makers often want monthly GDP forecasts. Quarterly GDP could be regressed on monthly indicators, which...

Persistent link: https://www.econbiz.de/10002104553

Forecasting stock market volatility and the informational efficiency of the DAX-index options market

Claessen, Holger; Mittnik, Stefan - 2002

Persistent link: https://www.econbiz.de/10001718828

Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis

Hafner, Christian M.; Herwartz, Helmut - 1999

Persistent link: https://www.econbiz.de/10001413478

Prediction of financial downside-risk with heavy-tailed conditional distributions

Mittnik, Stefan; Paolella, Marc S. - 2003

Persistent link: https://www.econbiz.de/10001788591

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