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subject:"Estimation"
subject:"Neue politische Ökonomie"
~isPartOf:"Applied quantitative finance"
~person:"Herwartz, Helmut"
~subject:"Risk measure"
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Neue politische Ökonomie
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Herwartz, Helmut
Härdle, Wolfgang
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Applied quantitative finance
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
Economics working paper
4
Cege discussion paper
2
Discussion papers of interdisciplinary research project 373
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Economics letters
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SFB 649 discussion paper
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Applied quantitative finance : theory and computational tools
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Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of forecasting
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Journal of banking & finance
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Journal of econometrics
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Journal of economic dynamics & control
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Macroeconomic dynamics
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Reihe Quantitative Ökonomie : Ökon
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ECONIS (ZBW)
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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
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2
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
Saved in:
3
Multivariate volatility models
Fengler, Matthias R.
;
Herwartz, Helmut
- In:
Applied quantitative finance
,
(pp. 313-326)
.
2009
Persistent link: https://www.econbiz.de/10003746416
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