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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
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On the (nonlinear) relationship between exchange rate uncertainty and trade : an investigation of US trade figures in the Group of Seven
Herwartz, Helmut (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001918978
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Stock return prediction under GARCH : an empirical assessment
Herwartz, Helmut - In: International journal of forecasting 33 (2017) 3, pp. 569-580
Persistent link: https://www.econbiz.de/10011746190
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Multivariate volatility models
Fengler, Matthias; Herwartz, Helmut; Raters, F. H. C. - In: Applied quantitative finance, (pp. 25-37). 2017
Persistent link: https://www.econbiz.de/10011794951
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Multivariate volatility models
Fengler, Matthias R.; Herwartz, Helmut - In: Applied quantitative finance : theory and computational …, (pp. 221-236). 2002
Persistent link: https://www.econbiz.de/10001749997
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Multivariate volatility models
Fengler, Matthias R.; Herwartz, Helmut - 2001
Persistent link: https://www.econbiz.de/10001659915
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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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Multivariate volatility models
Fengler, Matthias R.; Herwartz, Helmut - In: Applied quantitative finance, (pp. 313-326). 2009
Persistent link: https://www.econbiz.de/10003746416
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Multivariate volatility models
Fengler, Matthias R.; Herwartz, Helmut - 2001
Multivariate Volatility Models belong to the class of nonlinear models for financial data. Here we want to focus on …
Persistent link: https://www.econbiz.de/10009615423
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Asymmetric volatility impulse response functions
Hafner, Christian M.; Herwartz, Helmut - In: Economics letters 222 (2023), pp. 1-6
Persistent link: https://www.econbiz.de/10014232851