//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
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
The effects of variance breaks...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
18
Theory
18
Estimation
16
Schätzung
16
ARCH model
12
ARCH-Modell
12
Time series analysis
12
Zeitreihenanalyse
12
VAR model
10
VAR-Modell
10
Schock
8
Shock
8
Volatility
8
Volatilität
8
Geldpolitik
7
Monetary policy
7
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Forecasting model
5
Prognoseverfahren
5
Bayes-Statistik
4
Bayesian inference
4
Börsenkurs
4
Einheitswurzeltest
4
Exchange rate
4
Financial development
4
Inflation
4
Multivariate Analyse
4
Multivariate analysis
4
Panel
4
Panel study
4
Risiko
4
Risk
4
Share price
4
Stochastic frontier analysis
4
Unit root test
4
Viet Nam
4
Vietnam
4
Wechselkurs
4
Correlation
3
more ...
less ...
Online availability
All
Undetermined
Free
271
CC license
1
Type of publication
All
Article
110
Type of publication (narrower categories)
All
Article in journal
43
Aufsatz in Zeitschrift
43
Aufsatz im Buch
2
Book section
2
research-article
1
Language
All
English
55
Undetermined
54
German
1
Author
All
Herwartz, Helmut
103
Theilen, Bernd
10
Hafner, Christian M.
7
Reimers, Hans-Eggert
5
Roestel, Jan
5
Walle, Yabibal
5
Walle, Yabibal M.
5
Maxand, Simone
4
Siedenburg, Florian
4
Tran, Viet T.
4
Wang, Shu
4
Blaskowitz, Oliver
3
HERWARTZ, HELMUT
3
Hartmann, Matthias
3
Herwartz, H.
3
Rengel, Malte
3
Strumann, Christoph
3
Fengler, Matthias
2
Haschka, Rouven E.
2
Haselmann, Rainer
2
Klein, Nadja
2
Lange, Alexander
2
Niebuhr, Annekatrin
2
Plödt, Martin
2
Raters, F. H. C.
2
Schneider, Friedrich
2
Tafenau, Egle
2
Ulm, Maren
2
Werner, Christian
2
Xu, F.
2
Xu, Fang
2
BLASKOWITZ, OLIVER
1
Bernoth, Kerstin
1
Breitung, Jörg
1
Cramon-Taubadel, Stephan von
1
Dalheimer, Bernhard
1
Esteve‐González, Patricia
1
Fang, Xu
1
Fengler, Matthias R.
1
Froese, Rainer
1
more ...
less ...
Published in...
All
International Journal of Forecasting
5
Journal of International Money and Finance
5
Computational Statistics & Data Analysis
3
Economics Letters
3
Energy economics
3
Journal of Econometrics
3
Journal of econometrics
3
Journal of international money and finance
3
Oxford bulletin of economics and statistics
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
AStA Advances in Statistical Analysis
2
Applied quantitative finance
2
Computational Statistics
2
Econometric reviews
2
Economics letters
2
Empirical Economics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
European journal of political economy
2
International Journal of Theoretical and Applied Finance (IJTAF)
2
International journal of forecasting
2
Journal of Financial Econometrics
2
Journal of applied econometrics
2
Journal of economic dynamics & control
2
Agricultural Economics
1
Annales d'Economie et de Statistique
1
Applied Econometrics and International Development
1
Applied Economics
1
Applied Financial Economics
1
Computational Economics
1
Ecological Economics
1
Economic Inquiry
1
Economic Modelling
1
Economics & Politics
1
Economics and Politics
1
European Financial Management
1
European Journal of Political Economy
1
European review of agricultural economics
1
Finance research letters
1
Handbook on the Shadow Economy
1
Health Care Management Science
1
more ...
less ...
Source
All
RePEc
54
ECONIS (ZBW)
45
Other ZBW resources
10
OLC EcoSci
1
Showing
1
-
10
of
110
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Heteroskedasticity robust panel unit root testing under variance breaks in pooled regressions
Herwartz, Helmut
;
Siedenburg, Florian
;
Walle, Yabibal
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 727-750
Persistent link: https://www.econbiz.de/10011589870
Saved in:
2
Hodges-Lehmann detection of structural shocks : an analysis of macroeconomic dynamics in the Euro Area
Herwartz, Helmut
- In:
Oxford bulletin of economics and statistics
80
(
2018
)
4
,
pp. 736-754
Persistent link: https://www.econbiz.de/10011969509
Saved in:
3
Stock return prediction under GARCH : an empirical assessment
Herwartz, Helmut
- In:
International journal of forecasting
33
(
2017
)
3
,
pp. 569-580
Persistent link: https://www.econbiz.de/10011746190
Saved in:
4
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:
5
Exchange rates, foreign currency exposure and sovereign risk
Bernoth, Kerstin
;
Herwartz, Helmut
- In:
Journal of international money and finance
117
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013284855
Saved in:
6
Monetary independence under floating exchange rates : evidence based on international breakeven inflation rates
Herwartz, Helmut
;
Roestel, Jan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
13
(
2009
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009514157
Saved in:
7
Money demand and the shadow economy : empirical evidence from OECD countries
Herwartz, Helmut
;
Sardà Pons, Jordi
;
Theilen, Bernd
- In:
Empirical economics : a journal of the Institute for …
50
(
2016
)
4
,
pp. 1627-1645
Persistent link: https://www.econbiz.de/10011481738
Saved in:
8
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:
9
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:
10
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:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->