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2020 – today
- 2024
[j9]Markus J. Fülle, Alexander Lange, Christian M. Hafner, Helmut Herwartz:
BEKKs: An R Package for Estimation of Conditional Volatility of Multivariate Time Series. J. Stat. Softw. 111(4) (2024)- 2021
- [j8]Alexander Lange, Bernhard Dalheimer
, Helmut Herwartz, Simone Maxand:
svars: An R Package for Data-Driven Identification in Multivariate Time Series Analysis. J. Stat. Softw. 97(1) (2021)
2010 – 2019
- 2018
- [j7]Helmut Herwartz, Yabibal M. Walle:
A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility. Comput. Stat. 33(1): 379-411 (2018) - 2013
- [j6]Yuichi Mori, Helmut Herwartz, Jürgen Symanzik:
A memorial for the Late Professor Wolfgang Polasek. Comput. Stat. 28(4): 1383-1384 (2013) - 2010
- [j5]Helmut Herwartz, Israel Waichman:
A comparison of bootstrap and Monte-Carlo testing approaches to value-at-risk diagnosis. Comput. Stat. 25(4): 725-732 (2010)
2000 – 2009
- 2009
- [j4]Helmut Herwartz, Fang Xu:
A new approach to bootstrap inference in functional coefficient models. Comput. Stat. Data Anal. 53(6): 2155-2167 (2009) - 2008
- [j3]Helmut Herwartz, F. Siedenburg:
Homogenous panel unit root tests under cross sectional dependence: Finite sample modifications and the wild bootstrap. Comput. Stat. Data Anal. 53(1): 137-150 (2008) - 2006
- [j2]Helmut Herwartz:
Testing for random effects in panel data under cross sectional error correlation - A bootstrap approach to the Breusch Pagan test. Comput. Stat. Data Anal. 50(12): 3567-3591 (2006) - 2000
- [j1]Helmut Herwartz, Helmut Lütkepohl:
Multivariate volatility analysis of VW stock prices. Intell. Syst. Account. Finance Manag. 9(1): 35-54 (2000)
Coauthor Index
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