Martin Wagner

University of Bern - Institute of Economics

Gesellschaftstrasse 49

Bern, CH-3012

Switzerland

SCHOLARLY PAPERS

5

DOWNLOADS

381

CITATIONS
Rank 24,086

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Top 24,086

in Total Papers Citations

11

Scholarly Papers (5)

1.

Multistep Predictions for Multivariate GARCH Models: Closed Form Solution and the Value for Portfolio Management

Cahier de Recherches Economiques du DEEP No. 04.10
Number of pages: 25 Posted: 10 Jan 2005
Universit├Ąt Basel, University of Bern - Institute of Economics and Institute for Advanced Studies (IHS) - Department of Economics & Finance
Downloads 325 (70,869)
Citation 1

Abstract:

Multivariate GARCH models, volatility forecasts, portfolio optimization, minimum variance portfolio

2.

A Comparison of Johansen's, Bierens' and the Subspace Algorithm Method for Cointegration Analysis

Oxford Bulletin of Economics & Statistics, Vol. 66, No. 3, pp. 399-424, July 2004
Number of pages: 26 Posted: 10 Aug 2004
Martin Wagner
University of Bern - Institute of Economics
Downloads 17 (441,311)

Abstract:

3.

CEEC Growth Projections: Certainly Necessary and Necessarily Uncertain

Economics of Transition, Vol. 13, No. 2, pp. 341-372, April 2005
Number of pages: 32 Posted: 31 Mar 2005
Martin Wagner and Jaroslava Hlouskova
University of Bern - Institute of Economics and Institute for Advanced Studies (IHS) - Department of Economics & Finance
Downloads 16 (446,369)
Citation 6

Abstract:

4.

The CEEC10's Real Convergence Prospects

CEPR Discussion Paper No. 3318
Number of pages: 50 Posted: 17 Apr 2002
Jaroslava Hlouskova and Martin Wagner
Institute for Advanced Studies (IHS) - Department of Economics & Finance and University of Bern - Institute of Economics
Downloads 16 (446,369)
Citation 3

Abstract:

Transition economies, growth and convergence, EU accession

5.

Finite Sample Correction Factors for Panel Cointegration Tests

Oxford Bulletin of Economics and Statistics, Vol. 71, Issue 6, pp. 851-881, December 2009
Number of pages: 31 Posted: 20 Oct 2009
Jaroslava Hlouskova and Martin Wagner
Institute for Advanced Studies (IHS) - Department of Economics & Finance and University of Bern - Institute of Economics
Downloads 2 (514,693)
Citation 1

Abstract: