Helmut Herwartz

According to our database1, Helmut Herwartz authored at least 9 papers between 2000 and 2024.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

2000
2005
2010
2015
2020
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Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

On csauthors.net:

Bibliography

2024
BEKKs: An <i>R</i> Package for Estimation of Conditional Volatility of Multivariate Time Series.
J. Stat. Softw., 2024

2021
svars: An R Package for Data-Driven Identification in Multivariate Time Series Analysis.
J. Stat. Softw., 2021

2018
A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility.
Comput. Stat., 2018

2013
A memorial for the Late Professor Wolfgang Polasek.
Comput. Stat., 2013

2010
A comparison of bootstrap and Monte-Carlo testing approaches to value-at-risk diagnosis.
Comput. Stat., 2010

2009
A new approach to bootstrap inference in functional coefficient models.
Comput. Stat. Data Anal., 2009

2008
Homogenous panel unit root tests under cross sectional dependence: Finite sample modifications and the wild bootstrap.
Comput. Stat. Data Anal., 2008

2006
Testing for random effects in panel data under cross sectional error correlation - A bootstrap approach to the Breusch Pagan test.
Comput. Stat. Data Anal., 2006

2000
Multivariate volatility analysis of VW stock prices.
Intell. Syst. Account. Finance Manag., 2000


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