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Disambiguation of "Herwartz, Helmut"

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A comparison of bootstrap and Monte-Carlo testing approaches to value-at-risk diagnosis.

, and . Comput. Stat., 25 (4): 725-732 (2010)

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Helmut Herwartz

Catherine Herwartz

Rachel Herwartz

Leonie Herwartz-Emden

Daniel Matthias Herwartz

 

Other publications of authors with the same name

Bootstrap inference in systems of single equation error correction models, and . Journal of Econometrics, 128 (1): 165--193 (September 2005)A comparison of bootstrap and Monte-Carlo testing approaches to value-at-risk diagnosis., and . Comput. Stat., 25 (4): 725-732 (2010)Performance of periodic error correction models in forecasting consumption data. International Journal of Forecasting, 13 (3): 421--431 (September 1997)Volatility impulse responses for multivariate GARCH models: An exchange rate illustration, and . Journal of International Money and Finance, 25 (5): 719--740 (August 2006)Specification of varying coefficient time series models via generalized flexible least squares, and . Journal of Econometrics, 70 (1): 261--290 (January 1996)Homogenous panel unit root tests under cross sectional dependence: Finite sample modifications and the wild bootstrap., and . Comput. Stat. Data Anal., 53 (1): 137-150 (2008)A new approach to bootstrap inference in functional coefficient models., and . Comput. Stat. Data Anal., 53 (6): 2155-2167 (2009)Forecasting market share using predicted values of competitive behavior: further empirical results, and . International Journal of Forecasting, 16 (3): 399--421 (00 2000)Multivariate volatility analysis of VW stock prices., and . Intell. Syst. Account. Finance Manag., 9 (1): 35-54 (2000)A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility., and . Comput. Stat., 33 (1): 379-411 (2018)