Browsing All of EconStor by Author Herwartz, Helmut

Showing results 1 to 20 of 67
 next >
Year of PublicationTitleAuthor(s)
1998Forecasting performance of market share attraction models: A comparison of different models assuming that competitors' actions are forecastsKlapper, Daniel; Herwartz, Helmut
1998Testing for linear autoregressive dynamics under heteroskedasticityHafner, Christian M.; Herwartz, Helmut
1999Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosisHafner, Christian M.; Herwartz, Helmut
1999Time-varying market price of risk in the CAPM: Approaches, empirical evidence and implicationsHafner, Christian M.; Herwartz, Helmut
1999Weekday dependence of German stock market returnsHerwartz, Helmut
1999Unterschiedliche Volatilitätsregime am deutschen RentenmarktHerwartz, Helmut; Reimers, Hans-Eggert
2000The determinants of health care expenditure: Testing pooling restrictions in small samplesHerwartz, Helmut; Theilen, Bernd
2000Testing the purchasing power parity in pooled systems of error correction modelsHerwartz, Helmut; Reimers, Hans-Eggert
2000Bootstrap inference in single equation error correction modelsHerwartz, Helmut; Neumann, Michael H.
2001Empirical modeling of the DEM/USD and DEM/JPY foreign exchange rate: Structural shifts in GARCH-models and their implicationsHerwartz, Helmut; Reimers, Hans-Eggert
2001Time inhomogeneous multiple volatility modellingHärdle, Wolfgang; Herwartz, Helmut; Spokoiny, Vladimir G.
2001Multivariate volatility modelsFengler, Matthias R.; Herwartz, Helmut
2001Long-Run Links Among Money, Prices, and Output: World-Wide EvidenceReimers, Hans-Eggert; Herwartz, Helmut
2002Testing for vector autoregressive dynamics under heteroskedasticityHafner, Christian M.; Herwartz, Helmut
2003Forecasting sectoral trade growth under flexible exchange ratesHerwartz, Helmut; Weber, Henning
2003On the (nonlinear) relationship between exchange rate uncertainty and trade: An investigation of US trade figures in the Group of SevenHerwartz, Helmut
2004Testing for Causality in Variance using Multivariate GARCH ModelsHafner, Christian M.; Herwartz, Helmut
2005Modeling the FIBOR/EURIBOR Swap Term Structure: An Empirical ApproachBlaskowitz, Oliver J.; Herwartz, Helmut; de Cadenas Santiago, Gonzalo
2005Modeling the FIBOR/EURIBOR swap term structure: an empirical approachBlaskowitz, Oliver J.; Herwartz, Helmut; Cadenas Santiago, Gonzalo de
2006Panel data model comparison for empirical saving-investment relationsHerwartz, Helmut; Xu, Fang