Access Statistics for Christian Conrad

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Multivariate Fractionally Integrated APARCH Modeling of Stock Market Volatility: A multi-country study 3 26 26 26 4 17 17 17
Negative Volatility Spillovers in the Unrestricted ECCC-GARCH Model 0 4 36 36 8 32 73 73
Non-negativity Conditions for the Hyperbolic GARCH Model 6 10 50 78 10 30 125 142
Nonparametric Regression on Latent Covariates with an Application to Semiparametric GARCH-in-Mean Models 1 15 15 15 3 18 18 18
The High-Frequency Response of the EUR-US Dollar Exchange Rate to ECB Monetary Policy Announcements 3 5 28 28 10 39 128 128
Total Working Papers 13 60 155 183 35 136 361 378


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Dual Long Memory in Inflation Dynamics across Countries of the Euro Area and the Link between Inflation Uncertainty and Macroeconomic Performance 0 0 6 27 2 6 20 88
Inequality Constraints in the Fractionally Integrated GARCH Model 1 2 12 33 3 5 26 81
On the inflation-uncertainty hypothesis in the USA, Japan and the UK: a dual long memory approach 0 0 6 31 1 2 25 102
The impulse response function of the long memory GARCH process 0 0 10 40 0 1 17 104
Total Journal Articles 1 2 34 131 6 14 88 375


Statistics updated 2008-10-02