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subject:"Share price"
subject:"World"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~person:"Herwartz, Helmut"
~subject:"ARCH model"
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Share price
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Herwartz, Helmut
Hafner, Christian M.
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Economics working paper
6
Discussion papers of interdisciplinary research project 373
5
Applied quantitative finance
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Journal of international money and finance
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Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
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Discussion paper / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank
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Economic modelling
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Finance research letters
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International journal of forecasting
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Journal of money, credit and banking : JMCB
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Macroeconomic dynamics
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Review of world economics
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SFB 649 discussion paper
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Statistica Neerlandica : journal of the Netherlands Society for Statistics and Operations Research
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ECONIS (ZBW)
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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
Weekday dependence of German stock market returns
Herwartz, Helmut
-
1999
Persistent link: https://www.econbiz.de/10001404961
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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