Narrow search
Showing 1 - 10 of 12
Cover Image
Multivariate volatility models
Fengler, Matthias R.; Herwartz, Helmut - 2001
Persistent link: https://www.econbiz.de/10001659915
Cover Image
Testing for linear autoregressive dynamics under heteroskedasticity
Hafner, Christian M.; Herwartz, Helmut - 1999
Persistent link: https://www.econbiz.de/10001377688
Cover Image
Forecasting performance of market share attraction models : a comparison of different models assuming that competitors' actions are forecasts
Klapper, Daniel; Herwartz, Helmut - 1998
Persistent link: https://www.econbiz.de/10000168630
Cover Image
Regional labor demand and national labor market institutions in the EU15
Herwartz, Helmut; Niebuhr, Annekatrin - 2011
The labor market effects of the recent financial and economic crisis are rather heterogeneous across countries and regions. Such differences in labor market performance among industrialized countries are an issue of ongoing research. The objective of this paper is to analyse labor market...
Persistent link: https://www.econbiz.de/10009311598
Cover Image
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
Cover Image
The determinants of health care expenditure : testing pooling restrictions in small samples
Herwartz, Helmut; Theilen, Bernd - 2000
Persistent link: https://www.econbiz.de/10001528176
Cover Image
Testing the purchasing power parity in pooled systems of error correction models
Herwartz, Helmut; Reimers, Hans-Eggert - 2000
Persistent link: https://www.econbiz.de/10001528178
Cover Image
Structural analysis of portfolio risk using beta impulse response functions
Hafner, Christian M.; Herwartz, Helmut - 1998
Persistent link: https://www.econbiz.de/10000992252
Cover Image
Multivariate volatility analysis of VW stock prices
Herwartz, Helmut; Lütkepohl, Helmut - 1998
Persistent link: https://www.econbiz.de/10000992357
Cover Image
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
Hafner, Christian M.; Herwartz, Helmut - 1999
Persistent link: https://www.econbiz.de/10001413478