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Number of items: 3.

Article

Brüggemann, Ralf ; Härdle, Wolfgang ; Mungo, Julius ; Trenkler, Carsten ORCID: 0000-0003-1846-1764 (2008) VAR modeling for dynamic loadings driving volatility strings. Journal of Financial Econometrics Oxford 6 3 361-381 [Article]

Trenkler, Carsten ORCID: 0000-0003-1846-1764 ; Brüggemann, Ralf (2007) Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary, and Poland. Applied Economics Letters Abingdon 14 4 245-249 [Article]

Working paper

Brüggemann, Ralf ; Jentsch, Carsten ; Trenkler, Carsten ORCID: 0000-0003-1846-1764 (2014) Inference in VARs with Conditional Heteroskedasticity of Unknown Form. Open Access Working Paper Series Mannheim 14-21 [Working paper]
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