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person:"Levchenko, Andrei A."
subject:"Volatilität"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~person:"Herwartz, Helmut"
~subject:"International economy"
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Volatilität
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Levchenko, Andrei A.
Herwartz, Helmut
Härdle, Wolfgang
6
Hafner, Christian M.
3
Fengler, Matthias R.
2
Reimers, Hans-Eggert
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Discussion papers of interdisciplinary research project 373
5
IMF working paper
3
Applied quantitative finance
2
Discussion papers / Research Seminar in International Economics, University of Michigan, School of Public Policy - Department of Economics
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American economic journal : a journal of the American Economic Association
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An analysis of long-term influences on financial markets, uncertainty and the sustainability of fiscal balances
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Applied quantitative finance : theory and computational tools
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Centro Studi Luca d'Agliano Development Studies Working Paper
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Development studies working papers / Centro Studi Luca d'Agliano
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Discussion paper / Centre for Economic Policy Research
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Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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IMF Working Papers, Vol. , pp. 1-55, 2009
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Statistica Neerlandica : journal of the Netherlands Society for Statistics and Operations Research
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The review of economics and statistics
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1
Multivariate volatility models
Fengler, Matthias R.
;
Herwartz, Helmut
-
2001
Persistent link: https://www.econbiz.de/10001659915
Saved in:
2
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:
3
Unterschiedliche Volatilitätsregime am deutschen Rentenmarkt
Herwartz, Helmut
;
Reimers, Hans-Eggert
-
1999
Persistent link: https://www.econbiz.de/10001404957
Saved in:
4
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:
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:
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