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Testing for vector autoregressive dynamics under heteroskedasticity
Hafner, Christian M. (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001701901
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Empirical modeling of the DEM/USD and DEM/JPY foreign exchange rate : structural shifts in GARCH models and their implications
Herwartz, Helmut; Reimers, Hans-Eggert - 2001
Persistent link: https://www.econbiz.de/10001631316
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Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
Hafner, Christian M.; Herwartz, Helmut - 1999
Persistent link: https://www.econbiz.de/10001413478
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Testing the purchasing power parity in pooled systems of error correction models
Herwartz, Helmut; Reimers, Hans-Eggert - In: Japan and the world economy : international journal of … 14 (2002) 1, pp. 45-62
Persistent link: https://www.econbiz.de/10001637863
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Volatility impulse response functions for multivariate GARCH models
Hafner, Christian M.; Herwartz, Helmut - 2001
Persistent link: https://www.econbiz.de/10001640371
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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
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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
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Testing for linear autoregressive dynamics under heteroskedasticity
Hafner, Christian M.; Herwartz, Helmut - In: The econometrics journal 3 (2000) 2, pp. 177-197
Persistent link: https://www.econbiz.de/10001546181
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Time-varying market price of risk in the CAPM : approaches, empirical evidence and implications
Hafner, Christian M.; Herwartz, Helmut - In: Finance : revue de l'Association Française de Finance 19 (1998) 2, pp. 93-112
Persistent link: https://www.econbiz.de/10001476791
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Time inhomogeneous multiple volatility modelling
Härdle, Wolfgang; Herwartz, Helmut; Spokojnyj, Vladimir G. - 2001
Persistent link: https://www.econbiz.de/10001580374