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~accessRights:"restricted"
~person:"Herwartz, Helmut"
~subject:"Einheitswurzeltest"
~subject:"Theorie"
~type_genre:"Aufsatz in Zeitschrift"
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Einheitswurzeltest
Theorie
Theory
6
Volatility
6
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6
ARCH model
5
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5
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3
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3
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2
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Aufsatz in Zeitschrift
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Herwartz, Helmut
Gupta, Rangan
19
Chan, Joshua
11
Wang, Yudong
11
McAleer, Michael
10
Rodriguez, Gabriel
9
Wohar, Mark E.
8
Escobar, Marcos
7
Hallin, Marc
7
Jawadi, Fredj
7
Ma, Feng
7
Asai, Manabu
6
Aït-Sahalia, Yacine
6
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6
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6
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6
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6
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6
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6
Zehri, Chokri
6
Zhang, Yaojie
6
Barigozzi, Matteo
5
Bekiros, Stelios
5
Bouri, Elie
5
Cross, Jamie
5
Gallo, Giampiero M.
5
Gillas, Konstantinos Gkillas
5
Gribisch, Bastian
5
Kumar, Dilip
5
Liu, Xiaochun
5
Mumtaz, Haroon
5
Pan, Zhiyuan
5
Pierdzioch, Christian
5
Serletis, Apostolos
5
Westerhoff, Frank H.
5
Wu, Xinyu
5
Caporale, Guglielmo Maria
4
Chen, Cathy W. S.
4
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4
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Oxford bulletin of economics and statistics
2
Econometric reviews
1
Economics letters
1
Journal of econometrics
1
Macroeconomic dynamics
1
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1
Asymmetric
volatility
impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Economics letters
222
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014232851
Saved in:
2
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:
3
Identification of structural multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
;
Maxand, Simone
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 212-227
Persistent link: https://www.econbiz.de/10013441647
Saved in:
4
Measuring spot variance spillovers when (co)variances are time-varying : the case of multivariate GARCH models
Fengler, Matthias
;
Herwartz, Helmut
- In:
Oxford bulletin of economics and statistics
80
(
2018
)
1
,
pp. 135-159
Persistent link: https://www.econbiz.de/10011969544
Saved in:
5
Simulation evidence on theory-based and statistical identification under
volatility
breaks
Herwartz, Helmut
;
Plödt, Martin
- In:
Oxford bulletin of economics and statistics
78
(
2016
)
1
,
pp. 94-112
Persistent link: https://www.econbiz.de/10011494636
Saved in:
6
Heteroskedasticity robust panel unit root testing under variance breaks in pooled regressions
Herwartz, Helmut
;
Siedenburg, Florian
;
Yabibal Mulualem …
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 727-750
Persistent link: https://www.econbiz.de/10011589870
Saved in:
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