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~person:"Herwartz, Helmut"
~subject:"United Kingdom"
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Search: subject:"volatility"
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United Kingdom
Volatilität
48
Volatility
47
Theorie
31
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27
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26
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22
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Herwartz, Helmut
Blundell, Richard W.
19
Burgess, Simon M.
17
Smith, James P.
17
Caporale, Guglielmo Maria
16
Gupta, Rangan
13
Taylor, Mark P.
13
Upward, Richard
13
Mumtaz, Haroon
12
Shields, Michael
12
Speight, Alan E. H.
12
Wadsworth, Jonathan
12
Ellis, Colin
11
Hart, Robert A.
11
Longhi, Simonetta
11
McAleer, Michael
11
Spagnolo, Nicola
11
Banks, James
10
Carrillo-Tudela, Carlos
10
Gomes, Pedro
10
McMillan, David G.
10
Wright, Peter
10
Allen, David E.
9
Francesconi, Marco
9
Long, Jason
9
Ferrie, Joseph P.
8
Gil-Alaña, Luis A.
8
Greenaway, David
8
Oldfield, Zoe͏̈
8
Wheatley Price, Stephen
8
Yang, Minxian
8
Bunn, Philip
7
Devereux, Paul J.
7
Jondeau, Eric
7
Lindley, Joanne
7
Oldfield, Zoé
7
Banks, James W.
6
Chelley-Steeley, Patricia L.
6
Faggian, Alessandra
6
Hamori, Shigeyuki
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
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Applied quantitative finance
2
Discussion papers of interdisciplinary research project 373
2
Applied quantitative finance : theory and computational tools
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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ECONIS (ZBW)
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1
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:
2
Multivariate
volatility
models
Fengler, Matthias R.
;
Herwartz, Helmut
-
2001
Multivariate
Volatility
Models belong to the class of nonlinear models for financial data. Here we want to focus on …
Persistent link: https://www.econbiz.de/10009615423
Saved in:
3
Empirical modeling of the DEM/USD and DEM/JPY foreign exchange rate: Structural shifts in GARCH-models and their implications
Herwartz, Helmut
;
Reimers, Hans-Eggert
-
2001
- 1998, namely FX-rates measured against the US dollar (USD) and the Japanese yen (JPY). Ta account for
volatility
e1ustering … prices. Having identified subperiods of homogeneous
volatility
dynamics we concentrate on stylized facts to distinguish these …
volatility
regimes. The bottom level of estimated
volatility
turns out be considerably higher during the second part of the …
Persistent link: https://www.econbiz.de/10009616784
Saved in:
4
Multivariate
volatility
models
Fengler, Matthias R.
;
Herwartz, Helmut
- In:
Applied quantitative finance
,
(pp. 313-326)
.
2009
Persistent link: https://www.econbiz.de/10003746416
Saved in:
5
Multivariate
volatility
models
Fengler, Matthias R.
;
Herwartz, Helmut
- In:
Applied quantitative finance : theory and computational …
,
(pp. 221-236)
.
2002
Persistent link: https://www.econbiz.de/10001749997
Saved in:
6
Multivariate
volatility
models
Fengler, Matthias R.
;
Herwartz, Helmut
-
2001
Persistent link: https://www.econbiz.de/10001659915
Saved in:
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