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Herwartz, Helmut
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Hafner, Christian M.
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Raters, Fabian H. C.
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Economics letters
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
Economics working paper
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Journal of econometrics
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Cege discussion paper
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International journal of forecasting
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SFB 649 discussion paper
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DIW Berlin Discussion Paper
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of forecasting
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Oxford bulletin of economics and statistics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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Annales d'économie et de statistique
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Applied quantitative finance : theory and computational tools
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CEGE Discussion Paper 375- July 2019
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CEGE Discussion Papers, Number 295 - November 2016
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CORE discussion papers : DP
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Computational economics
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Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
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EUI working paper / ECO
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Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
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Economic inquiry
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Energy economics
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Finance : revue de l'Association Française de Finance
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International journal of central banking : IJCB
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International journal of theoretical and applied finance
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Journal of banking & finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economic dynamics & control
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Journal of empirical finance
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MAGKS Working Paper 15-2021
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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
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:
3
Exact inference in diagnosing Value-at-Risk estimates : a Monte Carlo device
Herwartz, Helmut
- In:
Economics letters
103
(
2009
)
3
,
pp. 160-162
Persistent link: https://www.econbiz.de/10003854913
Saved in:
4
A Lagrange multiplier test for causality in variance
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Economics letters
93
(
2006
)
1
,
pp. 137-141
Persistent link: https://www.econbiz.de/10003380170
Saved in:
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