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
~isPartOf:"Econometric Institute research papers"
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
State dependence in the financ...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
3
ARCH-Modell
3
Statistical test
2
Statistischer Test
2
Theorie
2
Theory
2
Analysis of variance
1
Autocorrelation
1
Autokorrelation
1
Causality analysis
1
Estimation theory
1
Heteroscedasticity
1
Heteroskedastizität
1
Kausalanalyse
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Multivariate Analyse
1
Multivariate analysis
1
Schätztheorie
1
Varianzanalyse
1
Volatility
1
Volatilität
1
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
3
Type of publication (narrower categories)
All
Arbeitspapier
3
Working Paper
3
Graue Literatur
2
Non-commercial literature
2
Language
All
English
3
Author
All
Hafner, Christian M.
3
Herwartz, Helmut
3
Institution
All
Econometrisch Instituut <Rotterdam>
3
Published in...
All
Econometric Institute research papers
Center for European, Governance and Economic Development Research Discussion Papers
247
Economics working paper
17
Economics Working Paper
16
Discussion papers of interdisciplinary research project 373
15
Economics Working Papers / Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
15
SFB 373 Discussion Paper
15
SFB 373 Discussion Papers
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
Journal of international money and finance
12
Cege discussion paper
10
SFB 649 Discussion Paper
10
Economics letters
9
cege Discussion Papers
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
International journal of forecasting
8
Journal of econometrics
8
Journal of forecasting
7
SFB 649 discussion paper
7
DIW Discussion Papers
6
Discussion papers / Deutsches Institut für Wirtschaftsforschung
6
SFB 649 Discussion Papers
6
International Journal of Forecasting
5
Journal of International Money and Finance
5
Sonderforschungsbereich 649: Ökonomisches Risiko - Diskussionspapiere
5
Applied quantitative finance
4
DIW Berlin Discussion Paper
4
Economics Bulletin
4
Journal of Forecasting
4
Journal of money, credit and banking : JMCB
4
Macroeconomic dynamics
4
Review of world economics
4
Applied Economics Letters
3
Applied economics letters
3
Discussion Papers of DIW Berlin
3
EUI working paper
3
Economics & politics
3
Economics Letters
3
Economics Working Papers / Department of Economics, European University Institute
3
Empirical Economics
3
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Analytical quasi maximum likelihood inference in multivariate volatility models
Hafner, Christian M.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784026
Saved in:
2
Testing for vector autoregressive dynamics under heteroskedasticity
Hafner, Christian M.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001701901
Saved in:
3
Testing for causality in variance using multivariate GARCH model
Hafner, Christian M.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002056023
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
