When, how fast and by how much do trade costs change in the Euro area? von Weber, Henning, Herwartz, Helmut

Empirical modeling of the DEM/USD and DEM/JPY foreign exchange rate structural shifts in GARCH-models and their implications von Herwartz, Helmut, Reimers, Hans-Eggert

Multivariate volatility models von Fengler, Matthias R., Herwartz, Helmut

Time inhomogeneous multiple volatility modelling von Härdle, Wolfgang 1953-, Herwartz, Helmut, Spokojnyj, Vladimir G. 1959-

Time inhomogeneous multiple volatility modelling von Härdle, Wolfgang 1953-, Herwartz, Helmut, Spokojnyj, Vladimir G. 1959-

Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis von Hafner, Christian M. 1967-, Herwartz, Helmut

Unterschiedliche Volatilitätsregime am deutschen Rentenmarkt von Herwartz, Helmut, Reimers, Hans-Eggert

Unterschiedliche Volatilitätsregime am deutschen Rentenm arkt von Herwartz, Helmut, Reimers, Hans-Eggert

Time varying market price of risk in the CAPM approaches, empirical evidence and implications von Hafner, Christian M. 1967-, Herwartz, Helmut

Structural analysis of portfolio risk using beta impulse response functions von Hafner, Christian, Herwartz, Helmut

Structural analysis of portfolio risk using beta impulse response functions von Hafner, Christian M. 1967-, Herwartz, Helmut

Foreign exchange analysis with Missing Data comparing a moment estimator and the Kalman filter von Herwartz, Helmut

Testing periodicity in time series models a recommendation of bootstrap methods von Herwartz, Helmut

Testing periodicity in time series models a recommendation of bootstrap methods von Herwartz, Helmut

Analyse saisonaler Zeitreihen mit Hilfe periodischer Zeitreihenmodelle von Herwartz, Helmut

Inhaltsverzeichnis

When, how fast and by how much do trade costs change in the euro area? von Herwartz, Helmut, Weber, Henning

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Empirical modeling of the DEM/USD and DEM/JPY foreign exchange rate structural shifts in GARCH models and their implications von Herwartz, Helmut, Reimers, Hans-Eggert

The determinants of health care expenditure testing pooling restrictions in small samples von Herwartz, Helmut, Theilen, Bernd

Option pricing under linear autregressive dynamics, heteroskedasticity, and conditional leptokurtosis von Hafner, Christian, Herwartz, Helmut

Testing for linear autoregressive dynamics under hetero skedasticity von Hafner, Christian, Herwartz, Helmut