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subject:"Kapitaleinkommen"
~person:"Herwartz, Helmut"
~subject:"Volatilität"
~type:"article"
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Kapitaleinkommen
Volatilität
Estimation
50
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11
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11
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11
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11
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Herwartz, Helmut
Gupta, Rangan
86
Zaremba, Adam
59
Wohar, Mark E.
37
McMillan, David G.
36
Pierdzioch, Christian
34
Bahmani-Oskooee, Mohsen
33
Ma, Feng
32
Narayan, Paresh Kumar
28
Tiwari, Aviral Kumar
27
Todorov, Viktor
26
Xuan Vinh Vo
26
Bollerslev, Tim
25
McAleer, Michael
25
Bouri, Elie
24
Balcilar, Mehmet
23
Gil-Alaña, Luis A.
23
Caporale, Guglielmo Maria
22
Wang, Yudong
22
Bali, Turan G.
21
Kumar, Dilip
21
Cakici, Nusret
20
Zhang, Yaojie
20
Chiang, Thomas C.
19
Apergēs, Nikolaos
18
Sehgal, Sanjay
18
Brooks, Robert
17
Kang, Sang Hoon
17
Lee, Chien-chiang
17
Rashid, Abdul
17
Asai, Manabu
16
Demirer, Rıza
16
Mensi, Walid
16
Tauchen, George Eugene
16
Yoon, Seong-min
16
Andersen, Torben
15
Belke, Ansgar
15
Hammoudeh, Shawkat
15
Salisu, Afees A.
15
Wei, Yu
15
Yin, Libo
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Applied quantitative finance
2
An analysis of long-term influences on financial markets, uncertainty and the sustainability of fiscal balances
1
Applied quantitative finance : theory and computational tools
1
International journal of forecasting
1
Jahrbücher für Nationalökonomie und Statistik
1
Journal of applied economics
1
Journal of empirical finance
1
Journal of money, credit and banking : JMCB
1
Macroeconomic dynamics
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Review of world economics
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Statistica Neerlandica : journal of the Netherlands Society for Statistics and Operations Research
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ECONIS (ZBW)
12
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1
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12
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1
Inflation targeting under inflation uncertainty : multi-economy evidence from a stochastic volatility model
Hartmann, Matthias
;
Herwartz, Helmut
;
Ulm, Maren
- In:
Macroeconomic dynamics
26
(
2022
)
5
,
pp. 1302-1337
Persistent link: https://www.econbiz.de/10013270236
Saved in:
2
Stock return prediction under GARCH : an empirical assessment
Herwartz, Helmut
- In:
International journal of forecasting
33
(
2017
)
3
,
pp. 569-580
Persistent link: https://www.econbiz.de/10011746190
Saved in:
3
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
Saved in:
4
Local trends in price-to-dividend ratios : assessment, predictive value, and determinants
Herwartz, Helmut
;
Rengel, Malte
;
Fang, Xu
- In:
Journal of money, credit and banking : JMCB
48
(
2016
)
8
,
pp. 1655-1690
Persistent link: https://www.econbiz.de/10011707949
Saved in:
5
State dependence of aggregated risk aversion : evidenve for the German stock market
Hansen, Marc
;
Herwartz, Helmut
;
Rengel, Malte
- In:
Journal of applied economics
17
(
2014
)
2
,
pp. 257-281
Persistent link: https://www.econbiz.de/10011554687
Saved in:
6
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:
7
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:
8
On the (nonlinear) relationship between exchange rate uncertainty and trade : an investigation of US trade figures in the group of seven
Herwartz, Helmut
- In:
Review of world economics
139
(
2003
)
4
,
pp. 650-682
Persistent link: https://www.econbiz.de/10001915170
Saved in:
9
Multivariate volatility models
Fengler, Matthias R.
;
Herwartz, Helmut
- In:
Applied quantitative finance : theory and computational …
,
(pp. 221-236)
.
2002
Persistent link: https://www.econbiz.de/10001749997
Saved in:
10
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of empirical finance
8
(
2001
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10001568288
Saved in:
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