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~isPartOf:"Annales d'économie et de statistique"
~isPartOf:"Macroeconomic dynamics"
~person:"Herwartz, Helmut"
~subject:"ARCH-Modell"
~type_genre:"Aufsatz in Zeitschrift"
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Testing for causality in variance using multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Annales d'économie et de statistique
89
(
2008
),
pp. 215-241
Persistent link: https://www.econbiz.de/10003875586
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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
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