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person:"Paolella, Marc S."
subject:"Japan"
~person:"Herwartz, Helmut"
~subject:"United States"
~subject:"Volatility"
~type_genre:"Aufsatz im Buch"
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Paolella, Marc S.
Herwartz, Helmut
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An analysis of long-term influences on financial markets, uncertainty and the sustainability of fiscal balances
2
Applied quantitative finance
2
Handbook of heavy tailed distributions in finance
1
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ECONIS (ZBW)
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1
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
Size corrected inference in fiscal policy reaction functions : a three country assessment
Herwartz, Helmut
;
Rengel, Malte
- In:
An analysis of long-term influences on financial …
,
(pp. 89-116)
.
2014
Persistent link: https://www.econbiz.de/10010480405
Saved in:
3
A slowly evolving mean of the price-to-dividend ratio, its economic influences and predictive power for stock returns
Herwartz, Helmut
;
Rengel, Malte
;
Fang, Xu
- In:
An analysis of long-term influences on financial …
,
(pp. 7-41)
.
2014
Persistent link: https://www.econbiz.de/10010480408
Saved in:
4
Multivariate volatility models
Fengler, Matthias R.
;
Herwartz, Helmut
- In:
Applied quantitative finance
,
(pp. 313-326)
.
2009
Persistent link: https://www.econbiz.de/10003746416
Saved in:
5
Prediction of financial downside-risk with heavy-tailed conditional distributions
Mittnik, Stefan
;
Paolella, Marc S.
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 385-404)
.
2003
Persistent link: https://www.econbiz.de/10001882139
Saved in:
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