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~person:"Herwartz, Helmut"
~person:"Ma, Feng"
~person:"Mensi, Walid"
~subject:"Germany"
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Evolution of Market Uncertaint...
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Germany
Volatilität
192
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191
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102
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85
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85
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68
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Herwartz, Helmut
Ma, Feng
Mensi, Walid
Döpke, Jörg
22
Pierdzioch, Christian
21
Buch, Claudia M.
20
Härdle, Wolfgang
14
Mittnik, Stefan
13
Fengler, Matthias R.
12
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11
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10
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10
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10
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10
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10
Hernando, Ignacio
10
Liesenfeld, Roman
10
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9
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9
Werner, Thomas
9
Beine, Michel
8
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8
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8
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7
Belke, Ansgar
7
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7
Hess, Dieter
7
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7
Sabbatini, Roberto
7
Stahl, Harald
7
Upper, Christian
7
Wallmeier, Martin
7
Weber, Martin
7
Yang, Minxian
7
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6
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6
Cheung, Yin-Wong
6
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6
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Discussion papers of interdisciplinary research project 373
3
Applied quantitative finance
2
Applied quantitative finance : theory and computational tools
1
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
Jahrbücher für Nationalökonomie und Statistik
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ECONIS (ZBW)
18
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1
Unterschiedliche Volatilitätsregime am deutschen Rentenmarkt
Herwartz, Helmut
;
Reimers, Hans-Eggert
-
1999
Persistent link: https://www.econbiz.de/10001404957
Saved in:
2
Structural analysis of portfolio risk using beta impulse response functions
Hefner, Christian M.
;
Herwartz, Helmut
- In:
Statistica Neerlandica : journal of the Netherlands …
52
(
1998
)
3
,
pp. 336-355
Persistent link: https://www.econbiz.de/10001352924
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
;
Herwartz, Helmut
;
Raters, F. H. C.
- In:
Applied quantitative finance
,
(pp. 25-37)
.
2017
Persistent link: https://www.econbiz.de/10011794951
Saved in:
5
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:
6
Multivariate volatility analysis of VW stock prices
Herwartz, Helmut
;
Lütkepohl, Helmut
-
1998
Persistent link: https://www.econbiz.de/10000992357
Saved in:
7
Multivariate volatility models
Fengler, Matthias R.
;
Herwartz, Helmut
- In:
Applied quantitative finance : theory and computational …
,
(pp. 221-236)
.
2002
Persistent link: https://www.econbiz.de/10001749997
Saved in:
8
Multivariate volatility models
Fengler, Matthias R.
;
Herwartz, Helmut
-
2001
Persistent link: https://www.econbiz.de/10001659915
Saved in:
9
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
Persistent link: https://www.econbiz.de/10001631316
Saved in:
10
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:
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