//--> //--> //--> //-->
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
~type_genre:"Aufsatz in Zeitschrift"
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
Testing for linear autoregress...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
54
Theory
54
Estimation
53
Schätzung
53
Time series analysis
32
Zeitreihenanalyse
32
ARCH model
28
ARCH-Modell
28
Volatility
28
Volatilität
28
Estimation theory
21
Schätztheorie
21
Forecasting model
17
Prognoseverfahren
17
VAR model
16
VAR-Modell
16
EU countries
15
EU-Staaten
15
Börsenkurs
13
Deutschland
13
Germany
13
Schock
13
Share price
13
Shock
13
Capital income
11
Cointegration
11
Kapitaleinkommen
11
Kointegration
11
Panel
11
Panel study
11
Stochastic process
11
Stochastischer Prozess
11
Welt
11
World
11
Geldpolitik
10
Monetary policy
10
Correlation
9
Korrelation
9
Multivariate Analyse
9
Multivariate analysis
9
more ...
less ...
Online availability
All
Undetermined
57
Free
12
Type of publication
All
Article
150
Book / Working Paper
1
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Working Paper
221
Graue Literatur
153
Non-commercial literature
153
Article in journal
151
Arbeitspapier
144
Hochschulschrift
18
Thesis
14
Aufsatz im Buch
13
Book section
13
Article
12
Collection of articles written by one author
8
Lehrbuch
8
Sammlung
8
Textbook
7
Conference Paper
6
Collection of articles of several authors
5
Sammelwerk
5
Aufsatzsammlung
3
Bibliografie enthalten
3
Bibliography included
3
Report
3
Einführung
1
Elektronischer Datenträger
1
Handbook
1
Handbuch
1
Konferenzschrift
1
more ...
less ...
Language
All
English
150
German
1
Author
All
Herwartz, Helmut
110
Hafner, Christian M.
49
Theilen, Bernd
10
Reimers, Hans-Eggert
7
Yabibal Mulualem Walle
7
Roestel, Jan
5
Fang, Xu
4
Hartmann, Matthias
4
Haschka, Rouven E.
4
Maxand, Simone
4
Siedenburg, Florian
4
Bocart, Fabian Y. R. P.
3
Breitung, Jörg
3
Lange, Alexander
3
Linton, Oliver
3
Manner, Hans
3
Preminger, Arie
3
Rengel, Malte
3
Strumann, Christoph
3
Tran, Viet T.
3
Wang, Shu
3
Blaskowitz, Oliver Jim
2
El Mehdi, Rachida
2
Haselmann, Rainer
2
Härdle, Wolfgang
2
Klein, Nadja
2
Kyriakopoulou, Dimitra
2
Niebuhr, Annekatrin
2
Plödt, Martin
2
Rohloff, Hannes
2
Schneider, Friedrich
2
Simar, Léopold
2
Tafenau, Egle
2
Ulm, Maren
2
Bauwens, Luc
1
Ben Omrane, Walid
1
Bernoth, Kerstin
1
Blaskowitz, Olilver
1
Blaskowitz, Oliver
1
Bocart, Fabian Y. R.
1
more ...
less ...
Published in...
All
Journal of econometrics
10
Journal of international money and finance
8
Economics letters
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
International journal of forecasting
6
Econometric reviews
5
Econometric theory
5
Journal of applied econometrics
5
Journal of forecasting
4
Macroeconomic dynamics
4
Applied economics letters
3
European journal of political economy
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of risk and financial management : JRFM
3
Oxford bulletin of economics and statistics
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Applied financial economics
2
Econometrics : open access journal
2
Economic inquiry
2
Economics & politics
2
Energy economics
2
Health economics
2
International journal of theoretical and applied finance
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economic dynamics & control
2
Journal of money, credit and banking : JMCB
2
Public choice
2
Review of world economics
2
The European journal of health economics : HEPAC ; health economics in prevention and care
2
The econometrics journal
2
African development review
1
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Annales d'économie et de statistique
1
Annals of financial economics
1
Applied econometrics and international development
1
Applied economics
1
Computational economics
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1
Economic modelling
1
more ...
less ...
Source
All
ECONIS (ZBW)
151
Showing
1
-
10
of
151
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
Testing for causality in variance using multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Annales d'économie et de statistique
89
(
2008
),
pp. 215-241
Persistent link: https://www.econbiz.de/10003875586
Saved in:
5
A Lagrange multiplier test for causality in variance
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Economics letters
93
(
2006
)
1
,
pp. 137-141
Persistent link: https://www.econbiz.de/10003380170
Saved in:
6
Volatility impulse responses for multivariate GARCH models : an exchange rate illustration
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of international money and finance
25
(
2006
)
5
,
pp. 719-740
Persistent link: https://www.econbiz.de/10003404968
Saved in:
7
Correlation impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Finance research letters
57
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014513333
Saved in:
8
Dynamic score-driven independent component analysis
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 298-308
Persistent link: https://www.econbiz.de/10014448140
Saved in:
9
Asymmetric volatility impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Economics letters
222
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014232851
Saved in:
10
Identification of structural multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
;
Maxand, Simone
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 212-227
Persistent link: https://www.econbiz.de/10013441647
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->