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Testing for linear autoregress...
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Schätzung
132
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118
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English
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German
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Herwartz, Helmut
Hafner, Christian M.
253
Reimers, Hans-Eggert
41
Hafner, Christian
33
Herwartz, H.
30
Härdle, Wolfgang
28
Theilen, Bernd
25
Weber, Henning
23
Blaskowitz, Oliver
21
Rohloff, Hannes
21
Xu, Fang
20
Maxand, Simone
17
McAleer, Michael
17
Siedenburg, Florian
17
Preminger, Arie
16
Linton, Oliver
15
Bocart, Fabian Y. R. P.
14
Bauwens, Luc
13
Hafner, Christian Matthias
13
HAFNER, Christian
12
HERWARTZ, H.
12
Strumann, Christoph
12
Fang, Xu
11
Fengler, Matthias R.
11
Franke, Jürgen
11
Hartmann, Matthias
11
Roestel, Jan
11
Neumann, Michael H.
10
Pierret, Diane
10
Rengel, Malte
10
Rombouts, Jeroen V. K.
10
Yabibal Mulualem Walle
10
Dijk, Dick van
9
HAFNER, Christian M.
9
Hafner, C.
9
Manner, Hans
9
Munandar, Haris
9
Ochsner, Christian
9
Walle, Yabibal M.
9
Bernoth, Kerstin
8
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
16
Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
15
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
15
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
6
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
5
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
3
Department of Economics, European University Institute
3
Econometrisch Instituut <Rotterdam>
3
European University Institute / Department of Law
3
Center for European, Governance and Economic Development Research (CeGE), Wirtschaftswissenschaftliche Fakultät
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Verein für Socialpolitik - VfS
2
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1
Deutsche Bundesbank
1
Directorate-General Economic and Financial Affairs, European Commission
1
EcoMod Network
1
Econometric Society
1
Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin
1
Hamburgisches WeltWirtschaftsInstitut (HWWI)
1
Institut für Weltwirtschaft (IfW)
1
School of Economics and Political Science, Universität St. Gallen
1
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Economics working paper
17
Economics Working Paper
16
Discussion papers of interdisciplinary research project 373
15
Economics Working Papers / Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
15
SFB 373 Discussion Paper
15
SFB 373 Discussion Papers
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
13
Journal of international money and finance
12
SFB 649 Discussion Paper
10
Cege discussion paper
9
Economics letters
9
cege Discussion Papers
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
International journal of forecasting
8
Journal of econometrics
8
Journal of forecasting
6
SFB 649 Discussion Papers
6
SFB 649 discussion paper
6
DIW Discussion Papers
5
Discussion papers / Deutsches Institut für Wirtschaftsforschung
5
International Journal of Forecasting
5
Journal of International Money and Finance
5
Sonderforschungsbereich 649: Ökonomisches Risiko - Diskussionspapiere
5
Applied quantitative finance
4
DIW Berlin Discussion Paper
4
Economics Bulletin
4
Macroeconomic dynamics
4
Review of world economics
4
Applied Economics Letters
3
Applied economics letters
3
Discussion Papers of DIW Berlin
3
EUI working paper / ECO
3
Econometric Institute research papers
3
Economics & politics
3
Economics Letters
3
Economics Working Papers / Department of Economics, European University Institute
3
Empirical Economics
3
European journal of political economy
3
Health Economics
3
Journal of Econometrics
3
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ECONIS (ZBW)
260
RePEc
120
EconStor
69
OLC EcoSci
42
Other ZBW resources
9
USB Cologne (business full texts)
5
USB Cologne (EcoSocSci)
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1
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
Identification of structural multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
;
Maxand, Simone
-
2018
Persistent link: https://www.econbiz.de/10011993276
Saved in:
3
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:
4
Testing for causality in variance using multivariate GARCH model
Hafner, Christian M.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002056023
Saved in:
5
Testing for vector autoregressive dynamics under heteroskedasticity
Hafner, Christian M.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001701901
Saved in:
6
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:
7
Volatility impulse response functions for multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
-
2001
Persistent link: https://www.econbiz.de/10001640371
Saved in:
8
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of empirical finance
8
(
2001
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10001568288
Saved in:
9
Testing for linear autoregressive dynamics under heteroskedasticity
Hafner, Christian M.
;
Herwartz, Helmut
- In:
The econometrics journal
3
(
2000
)
2
,
pp. 177-197
Persistent link: https://www.econbiz.de/10001546181
Saved in:
10
Time-varying market price of risk in the CAPM : approaches, empirical evidence and implications
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Finance : revue de l'Association Française de Finance
19
(
1998
)
2
,
pp. 93-112
Persistent link: https://www.econbiz.de/10001476791
Saved in:
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