Browsing All of EconStor by Author Herwartz, Helmut

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Year of PublicationTitleAuthor(s)
1998 Testing for linear autoregressive dynamics under heteroskedasticityHafner, Christian M.; Herwartz, Helmut
1998 Forecasting performance of market share attraction models: A comparison of different models assuming that competitors' actions are forecastsKlapper, Daniel; Herwartz, Helmut
1999 Weekday dependence of German stock market returnsHerwartz, Helmut
1999 Time-varying market price of risk in the CAPM: Approaches, empirical evidence and implicationsHafner, Christian M.; Herwartz, Helmut
1999 Unterschiedliche Volatilitätsregime am deutschen RentenmarktHerwartz, Helmut; Reimers, Hans-Eggert
1999 Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosisHafner, Christian M.; Herwartz, Helmut
2000 The determinants of health care expenditure: Testing pooling restrictions in small samplesHerwartz, Helmut; Theilen, Bernd
2000 Bootstrap inference in single equation error correction modelsHerwartz, Helmut; Neumann, Michael H.
2000 Testing the purchasing power parity in pooled systems of error correction modelsHerwartz, Helmut; Reimers, Hans-Eggert
2001 Long-Run Links Among Money, Prices, and Output: World-Wide EvidenceReimers, Hans-Eggert; Herwartz, Helmut
2001 Time inhomogeneous multiple volatility modellingHärdle, Wolfgang; Herwartz, Helmut; Spokoiny, Vladimir G.
2001 Empirical modeling of the DEM/USD and DEM/JPY foreign exchange rate: Structural shifts in GARCH-models and their implicationsHerwartz, Helmut; Reimers, Hans-Eggert
2001 Multivariate volatility modelsFengler, Matthias R.; Herwartz, Helmut
2002 Testing for vector autoregressive dynamics under heteroskedasticityHafner, Christian M.; Herwartz, Helmut
2003 On the (nonlinear) relationship between exchange rate uncertainty and trade: An investigation of US trade figures in the Group of SevenHerwartz, Helmut
2003 Forecasting sectoral trade growth under flexible exchange ratesHerwartz, Helmut; Weber, Henning
2004 Testing for Causality in Variance using Multivariate GARCH ModelsHafner, Christian M.; Herwartz, Helmut
2005 Modeling the FIBOR/EURIBOR Swap Term Structure: An Empirical ApproachBlaskowitz, Oliver J.; Herwartz, Helmut; de Cadenas Santiago, Gonzalo
2005 Modeling the FIBOR/EURIBOR swap term structure: an empirical approachBlaskowitz, Oliver J.; Herwartz, Helmut; Cadenas Santiago, Gonzalo de
2006 Modelling the Fisher hypothesis: World wide evidenceHerwartz, Helmut; Reimers, Hans-Eggert