Person:308382

Available identifiers

zbMath Open conrad.christianMaRDI QIDQ308382

List of research outcomes

Publication	Date of Publication	Type
The variance risk premium and fundamental uncertainty	2017-06-09	Paper
Asymptotics for parametric GARCH-in-mean models	2016-09-06	Paper
Non-negativity conditions for the hyperbolic GARCH model	2016-08-04	Paper
On the Transmission of Memory in Garch‐in‐Mean Models	2015-10-12	Paper
The impulse response function of the long memory GARCH process	2013-01-03	Paper
https://portal.mardi4nfdi.de/entity/Q3075082	2011-02-10	Paper
NEGATIVE VOLATILITY SPILLOVERS IN THE UNRESTRICTED ECCC-GARCH MODEL	2010-07-23	Paper
Dual Long Memory in Inflation Dynamics across Countries of the Euro Area and the Link between Inflation Uncertainty and Macroeconomic Performance	2006-01-27	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Christian Conrad