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Multivariate Volatility Modeli...
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Exchange rate
Theorie
173
Theory
167
ARCH-Modell
131
ARCH model
127
Zeitreihenanalyse
105
Time series analysis
101
Schätztheorie
99
Estimation theory
98
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96
Volatilität
91
Bayesian inference
71
Schätzung
55
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52
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45
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40
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38
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33
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33
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30
Multivariate Analyse
30
Prognoseverfahren
30
Multivariate analysis
28
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26
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26
Portfolio-Management
23
Varianzanalyse
23
Wechselkurs
23
Analysis of variance
22
Portfolio selection
22
EU-Staaten
21
EU countries
20
Econometrics
19
Statistical theory
19
Statistische Methodenlehre
19
Ökonometrie
19
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Hafner, Christian M.
12
Bauwens, Luc
10
Sucarrat, Genaro
8
Ben Omrane, Walid
4
Dijk, Dick van
3
Herwartz, Helmut
3
Munandar, Haris
3
Rime, Dagfinn
3
Giot, Pierre
2
Härdle, Wolfgang
2
Bossaerts, Peter L.
1
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3
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2
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2
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2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
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2
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1
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1
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
International journal of forecasting
1
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1
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Nonlinear time series analysis with applications to foreign exchange rate volatility : with 29 tables
Hafner, Christian M.
-
1998
Persistent link: https://www.econbiz.de/10000965598
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2
General to specific modelling of exchange rate volatility : a forecast evaluation
Bauwens, Luc
(
contributor
);
Sucarrat, Genaro
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003328223
Saved in:
3
Flexible stochastic volatility structures for high frequency financial data
Feldmann, David
;
Härdle, Wolfgang
;
Hafner, Christian M.
; …
-
1998
Persistent link: https://www.econbiz.de/10000992362
Saved in:
4
A new method for volatility estimation with applications in foreign exchange rate series
Bossaerts, Peter L.
- In:
Finanzmarktanalyse und -prognose mit innovativen …
,
(pp. 71-83)
.
1996
Persistent link: https://www.econbiz.de/10001318071
Saved in:
5
Volatility impulse response functions for multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
-
1998
Persistent link: https://www.econbiz.de/10001363211
Saved in:
6
Volatility impulse response functions for multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
-
2001
Persistent link: https://www.econbiz.de/10001640371
Saved in:
7
The euro introduction and non-euro currencies
Dijk, Dick van
;
Munandar, Haris
;
Hafner, Christian M.
-
2005
Persistent link: https://www.econbiz.de/10002851741
Saved in:
8
The euro introduction and noneuro currencies
Dijk, Dick van
;
Munandar, Haris
;
Hafner, Christian M.
- In:
Applied financial economics
21
(
2011
)
1/3
,
pp. 95-116
Persistent link: https://www.econbiz.de/10009124660
Saved in:
9
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/10003404968
Saved in:
10
Macroeconomic news surprises and volatility spillover in foreign exchange markets
Ben Omrane, Walid
;
Hafner, Christian M.
- In:
Empirical economics : a journal of the Institute for …
48
(
2015
)
2
,
pp. 577-607
Persistent link: https://www.econbiz.de/10011292917
Saved in:
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