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Multivariate Volatility Analysis of VW Stock Prices
Herwartz, H.; Lütkepohl, H. - Sonderforschungsbereich 373, Quantifikation und … - 1998
Persistent link: https://www.econbiz.de/10010983521
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Foreign Exchange Analysis with Missing Data - Comparing a Moment Estimator and the Kalman Filter
HERWARTZ, H. - Sonderforschungsbereich 373, Quantifikation und … - 1996
Persistent link: https://www.econbiz.de/10010601789
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Performance of Periodic Time Series Models in Forecasting
HERWARTZ, H. - Sonderforschungsbereich 373, Quantifikation und … - 1996
Persistent link: https://www.econbiz.de/10010601804
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Seasonal Cointegration Analysis for German M3 Money Demand
HERWARTZ, H.; REIMERS, H. E. - Sonderforschungsbereich 373, Quantifikation und … - 1996
Persistent link: https://www.econbiz.de/10010601828
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Structural Analysis of Portfolio Risk Using Beta Impulse Response Functions
Herwartz, H. - Sonderforschungsbereich 373, Quantifikation und … - 1998
Persistent link: https://www.econbiz.de/10010601839
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Investigating the Yen/DMark Rate: Arbitrage Opportunities and a Case for Asymmetry
HERWARTZ, H. - Sonderforschungsbereich 373, Quantifikation und … - 1996
Persistent link: https://www.econbiz.de/10010601882
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Performance of Periodic Error Correction Models in Forecasting Concumption Data
HERWARTZ, H. - Sonderforschungsbereich 373, Quantifikation und … - 1996
Persistent link: https://www.econbiz.de/10010601900
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Testing Periodicity in Time Series Models - A Recommendation of Bootstrap Methods
HERWARTZ, H. - Sonderforschungsbereich 373, Quantifikation und … - 1996
Persistent link: https://www.econbiz.de/10010601918