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Volatility
Theorie
139
Schätzung
129
Theory
129
Estimation
115
Zeitreihenanalyse
62
Prognoseverfahren
57
Time series analysis
57
Deutschland
56
Volatilität
53
Germany
52
Forecasting model
49
ARCH-Modell
47
ARCH model
43
EU-Staaten
40
Welt
40
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35
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35
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35
Geldpolitik
33
Monetary policy
33
EU countries
31
Risiko
31
Risk
31
Schock
29
Shock
29
Schätztheorie
28
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27
Börsenkurs
26
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26
Inflation
25
Kointegration
25
OECD countries
25
Panel study
25
Share price
25
Wechselkurs
24
Cointegration
23
OECD-Staaten
23
Exchange rate
22
Statistischer Test
21
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Free
17
Undetermined
8
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Article
26
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26
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Graue Literatur
22
Non-commercial literature
22
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21
Aufsatz in Zeitschrift
21
Arbeitspapier
20
Working Paper
20
Aufsatz im Buch
4
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4
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2
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1
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1
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1
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Language
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English
50
German
2
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Herwartz, Helmut
52
Hafner, Christian M.
11
Fengler, Matthias R.
7
Fengler, Matthias
4
Reimers, Hans-Eggert
4
Härdle, Wolfgang
3
Maxand, Simone
3
Spokojnyj, Vladimir G.
3
Walle, Yabibal
3
Plödt, Martin
2
Rengel, Malte
2
Roestel, Jan
2
Werner, Christian
2
Fang, Xu
1
Fülle, Markus J.
1
Golosnoy, Vasyl
1
Hansen, Marc
1
Hartmann, Matthias
1
Haselmann, Rainer
1
Hefner, Christian M.
1
Korn, Olaf
1
Lütkepohl, Helmut
1
Morales-Arias, Leonardo
1
Raters, F. H. C.
1
Salazar Volkmann, David
1
Siedenburg, Florian
1
Struthmann, Philipp
1
Uhrig-Homburg, Marliese
1
Ulm, Maren
1
Weber, Henning
1
Werner, Christian Björn-Ole
1
Xu, Fang
1
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
Econometrisch Instituut <Rotterdam>
1
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
Discussion papers of interdisciplinary research project 373
5
Journal of international money and finance
3
Applied quantitative finance
2
CORE discussion paper : DP
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Oxford bulletin of economics and statistics
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
An analysis of long-term influences on financial markets, uncertainty and the sustainability of fiscal balances
1
Applied quantitative finance : theory and computational tools
1
CORE discussion papers : DP
1
Cege discussion paper
1
Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
1
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
Econometric Institute research papers
1
Econometric reviews
1
Economics letters
1
Economics working paper
1
European financial management : the journal of the European Financial Management Association
1
International journal of theoretical and applied finance
1
Jahrbücher für Nationalökonomie und Statistik
1
Journal of applied economics
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of international financial markets, institutions & money
1
Journal of money, credit and banking : JMCB
1
Macroeconomic dynamics
1
Modern econometric analysis : surveys on recent developments ; with 11 tables
1
Review of world economics
1
Statistica Neerlandica : journal of the Netherlands Society for Statistics and Operations Research
1
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ECONIS (ZBW)
52
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1
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
Saved in:
2
Econometric analysis of high frequency data
Herwartz, Helmut
- In:
Modern econometric analysis : surveys on recent …
,
(pp. 87-102)
.
2006
Persistent link: https://www.econbiz.de/10003375829
Saved in:
3
On the (nonlinear) relationship between exchange rate uncertainty and trade : an investigation of US trade figures in the group of seven
Herwartz, Helmut
- In:
Review of world economics
139
(
2003
)
4
,
pp. 650-682
Persistent link: https://www.econbiz.de/10001915170
Saved in:
4
Unterschiedliche Volatilitätsregime am deutschen Rentenmarkt
Herwartz, Helmut
;
Reimers, Hans-Eggert
- In:
Jahrbücher für Nationalökonomie und Statistik
(
1999
)
3/4
,
pp. 375-392
Persistent link: https://www.econbiz.de/10001451400
Saved in:
5
Unterschiedliche Volatilitätsregime am deutschen Rentenmarkt
Herwartz, Helmut
;
Reimers, Hans-Eggert
-
1999
Persistent link: https://www.econbiz.de/10001404957
Saved in:
6
Structural analysis of portfolio risk using beta impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
-
1998
Persistent link: https://www.econbiz.de/10000992252
Saved in:
7
Multivariate volatility analysis of VW stock prices
Herwartz, Helmut
;
Lütkepohl, Helmut
-
1998
Persistent link: https://www.econbiz.de/10000992357
Saved in:
8
Volatility impulse response functions for multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
-
1998
Persistent link: https://www.econbiz.de/10001363211
Saved in:
9
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/10001568288
Saved in:
10
Time inhomogeneous multiple volatility modelling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
-
2001
Persistent link: https://www.econbiz.de/10001580374
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