Christian Conrad

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Testing for an Omitted Multiplicative Long-Term Component in GARCH Models Journal of Business and Economic Statistics	2024-10-28	Paper
The variance risk premium and fundamental uncertainty Economics Letters	2017-06-09	Paper
Asymptotics for parametric GARCH-in-mean models Journal of Econometrics	2016-09-06	Paper
Non-negativity conditions for the hyperbolic GARCH model Journal of Econometrics	2016-08-04	Paper
On the Transmission of Memory in Garch‐in‐Mean Models Journal of Time Series Analysis	2015-10-12	Paper
The impulse response function of the long memory GARCH process Economics Letters	2013-01-03	Paper
scientific article; zbMATH DE number 5849970 (Why is no real title available?)	2011-02-10	Paper
Negative volatility spillovers in the unrestricted ECCC-GARCH model Econometric Theory	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 Studies in Nonlinear Dynamics & Econometrics	2006-01-27	Paper

Research outcomes over time

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