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subject:"Estimation"
subject:"Schätzung"
~isPartOf:"Applied quantitative finance"
~isPartOf:"CEGE - Discussion Papers, Number 358 - December 2018"
~person:"Herwartz, Helmut"
~subject:"Stock market"
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Herwartz, Helmut
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Applied quantitative finance
CEGE - Discussion Papers, Number 358 - December 2018
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Economics working paper
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Discussion papers of interdisciplinary research project 373
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Cege discussion paper
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Journal of international money and finance
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SFB 649 discussion paper
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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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Less Bang for the Buck? Assessing the Role of Inflation Uncertainty for U.S. Monetary Policy Transmission in a Data Rich Environment
Herwartz, Helmut
-
2018
We investigate the relationship between inflation uncertainty and monetary policy transmission in the U.S. economy. Monetary policy shocks are identified within the framework of nonlinear structural factor-augmented VARs which allow us to analyze several complementary hypotheses connecting IU...
Persistent link: https://www.econbiz.de/10012907502
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2
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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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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