Narrow search
Showing 1 - 9 of 9
Cover Image
Statistical process control in asset management
Golosnoy, Vasyl; Schmid, Wolfgang - In: Applied quantitative finance, (pp. 399-416). 2009
Persistent link: https://www.econbiz.de/10003746429
Cover Image
Econometric analysis of high frequency data
Herwartz, Helmut - In: Modern econometric analysis : surveys on recent …, (pp. 87-102). 2006
Persistent link: https://www.econbiz.de/10003375829
Cover Image
VaR in high dimensional systems - a conditional correlation approach
Herwartz, Helmut; Pedrinha, B.; Raters, F. H. C. - In: Applied quantitative finance, (pp. 3-23). 2017
Persistent link: https://www.econbiz.de/10011794950
Cover Image
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
Cover Image
Size corrected inference in fiscal policy reaction functions : a three country assessment
Herwartz, Helmut; Rengel, Malte - In: An analysis of long-term influences on financial …, (pp. 89-116). 2014
Persistent link: https://www.econbiz.de/10010480405
Cover Image
A slowly evolving mean of the price-to-dividend ratio, its economic influences and predictive power for stock returns
Herwartz, Helmut; Rengel, Malte; Fang, Xu - In: An analysis of long-term influences on financial …, (pp. 7-41). 2014
Persistent link: https://www.econbiz.de/10010480408
Cover Image
Regional patterns of the shadow economy : modelling issues and evidence from the European Union
Herwartz, Helmut; Schneider, Friedrich; Tafenau, Egle - In: Handbook on the shadow economy, (pp. 201-257). 2011
Persistent link: https://www.econbiz.de/10009354624
Cover Image
VaR in high dimensional systems : a conditional correlation approach
Herwartz, Helmut; Pedrinha, Bruno - In: Applied quantitative finance, (pp. 83-102). 2009
Persistent link: https://www.econbiz.de/10003745954
Cover Image
Multivariate volatility models
Fengler, Matthias R.; Herwartz, Helmut - In: Applied quantitative finance, (pp. 313-326). 2009
Persistent link: https://www.econbiz.de/10003746416