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~person:"Herwartz, Helmut"
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Herwartz, Helmut
Gupta, Rangan
134
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86
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81
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61
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53
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31
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30
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28
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26
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25
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24
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24
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23
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23
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22
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22
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22
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2
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1
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1
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1
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1
Journal of Applied Economics
1
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik)
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ECONIS (ZBW)
8
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3
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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
Asset prices, financial amplification and monetary policy : structural evidence from an identified multivariate GARCH model
Herwartz, Helmut
;
Roestel, Jan
- In:
Journal of international financial markets, …
78
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013357315
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
State dependence of aggregated risk aversion: Evidence for the German stock market
Hansen, Marc
;
Herwartz, Helmut
;
Rengel, Malte
- In:
Journal of Applied Economics
XVII
(
2014
)
November
,
pp. 257-282
price of risk (MPR) reflecting both cross market dependence and future investment opportunities. The realized
volatility
…
Persistent link: https://www.econbiz.de/10011085114
Saved in:
10
Econometric analysis of high frequency data
Herwartz, Helmut
- In:
AStA Advances in Statistical Analysis
90
(
2006
)
1
,
pp. 89-104
Persistent link: https://www.econbiz.de/10005371269
Saved in:
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