Christian Conrad

Available identifiers

zbMath Open conrad.christianMaRDI QIDQ308382

List of research outcomes

Publication	Date of Publication	Type
Testing for an Omitted Multiplicative Long-Term Component in GARCH Models	2024-10-28	Paper
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

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