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Testing for Causality in Varia...
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Herwartz, Helmut
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1
Volatility impulse responses for multivariate GARCH models: An exchange rate illustration
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of International Money and Finance
25
(
2006
)
5
,
pp. 719-740
Persistent link: https://www.econbiz.de/10005339135
Saved in:
2
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of Empirical Finance
8
(
2001
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10005152368
Saved in:
3
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/10005276081
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
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:
6
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:
7
Correlation impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Finance research letters
57
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014513333
Saved in:
8
Explanatory factors of French retail wine prices
Hafner, Christian M.
- In:
Applied economics letters
32
(
2025
)
2
,
pp. 259-262
Persistent link: https://www.econbiz.de/10015195281
Saved in:
9
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:
10
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
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