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~person:"Herwartz, Helmut"
~subject:"Portfolio-Management"
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Search: subject:"ARCH model"
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Portfolio-Management
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39
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Herwartz, Helmut
Ledoit, Olivier
12
Wolf, Michael
11
McAleer, Michael
10
Chang, Chia-Lin
8
Engle, Robert F.
8
Bollerslev, Tim
7
Christoffersen, Peter F.
7
De Nard, Gianluca
7
Diebold, Francis X.
7
Hammoudeh, Shawkat
7
Mensi, Walid
7
Paolella, Marc S.
6
Chevallier, Julien
5
Kang, Sang Hoon
5
Rengifo, Erick W.
5
Tiwari, Aviral Kumar
5
Andersen, Torben
4
Arouri, Mohamed
4
Bauwens, Luc
4
Bouri, Elie
4
Caporin, Massimiliano
4
Guesmi, Khaled
4
Gupta, Rangan
4
Hafner, Christian M.
4
Jimenez-Martin, Juan-Angel
4
Lahiani, Amine
4
Nguyen, Duc Khuong
4
Polak, Pawel
4
Trucíos, Carlos
4
Wang, Yi-Hsien
4
Xuan Vinh Vo
4
Yoon, Seong-min
4
Aboura, Sofiane
3
Al-Yahyaee, Khamis Hamed
3
Andersen, Torben G.
3
Ardia, David
3
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Applied quantitative finance
1
CORE discussion papers : DP
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
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ECONIS (ZBW)
4
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1
Dynamic score-driven independent component analysis
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 298-308
Persistent link: https://www.econbiz.de/10014448140
Saved in:
2
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:
3
Identification of structural multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
;
Maxand, Simone
-
2018
Persistent link: https://www.econbiz.de/10011993276
Saved in:
4
VaR in high dimensional systems : a conditional correlation approach
Herwartz, Helmut
;
Pedrinha, Bruno
- In:
Applied quantitative finance
,
(pp. 83-102)
.
2009
Persistent link: https://www.econbiz.de/10003745954
Saved in:
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