//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Economics letters"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Statistical Papers / Springer"
~person:"Herwartz, Helmut"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Multivariate"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Theorie
2
Theory
2
Time series analysis
2
Zeitreihenanalyse
2
ARCH model
1
ARCH-Modell
1
Aktienmarkt
1
Analysis of variance
1
Copula
1
Correlation
1
Covariance decomposition
1
Decomposition method
1
Dekompositionsverfahren
1
Korrelation
1
Leverage effect
1
MGARCH
1
Multivariate GARCH
1
Multivariate Verteilung
1
Multivariate distribution
1
Risikomaß
1
Risk measure
1
Safe-haven
1
Stock market
1
Value-at-Risk
1
Varianzanalyse
1
Volatility
1
Volatility impulse response analysis
1
Volatilität
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Herwartz, Helmut
Prokhorov, Artem
4
Anatolyev, Stanislav
2
Gadea, María Dolores
2
Gómez-Loscos, Ana
2
Hasebe, Takuya
2
Khalaf, Lynda
2
Patton, Andrew J.
2
Wied, Dominik
2
Abay, Kibrom A.
1
Adamski, K.
1
Aguilera, A.
1
Ahn, Dae-Yong
1
Al-Hussaini, Essam
1
Allen, David
1
Aoki, Reiko
1
Arslan, Olcay
1
Ateya, Saieed
1
Avino, Davide
1
Bandrés, Eduardo
1
Barhoumi, Karim
1
Battisti, Michele
1
Beaulieu, Marie-Claude
1
Behboodian, Javad
1
Bekker, A.
1
Berens, Tobias
1
Bernardi, Mauro
1
Bersimis, Sotirios
1
Bollerslev, Tim
1
Booth, G. Geoffrey
1
Bouzas, P.
1
Brooks, Robert
1
Brown, Sarah
1
Cancho, Vicente
1
Candelon, Bertrand
1
Catania, Leopoldo
1
Cerrato, Mario
1
Chalvatzis, Konstantinos J.
1
Cheung, Siu
1
Choroś-Tomczyk, Barbara
1
more ...
less ...
Published in...
All
Economics letters
Journal of empirical finance
Statistical Papers / Springer
Applied quantitative finance
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Discussion papers of interdisciplinary research project 373
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Applied quantitative finance : theory and computational tools
1
CORE discussion papers : DP
1
DIW Berlin Discussion Paper
1
Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
1
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
Econometric Institute research papers
1
Economics Working Paper
1
Economics Working Papers / Department of Economics, European University Institute
1
Economics Working Papers / Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
1
Finance research letters
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Metrika
1
SFB 373 Discussion Paper
1
SFB 373 Discussion Papers
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
University of St. Gallen Department of Economics working paper series 2010
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
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
Copula-MGARCH with continuous covariance decomposition
Herwartz, Helmut
;
Raters, Fabian H. C.
- In:
Economics letters
133
(
2015
),
pp. 73-76
Persistent link: https://www.econbiz.de/10011431988
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->