Christian Conrad

Inequality Constraints in the Fractionally Integrated GARCH Model (2006)

Conrad, Christian, Haag, Berthold R.

In this article we derive necessary and sufficient conditions for the nonnegativity of the conditional variance in the fractionally integrated generalized autoregressive conditional heteroskedastic (...

Inequality Constraints in the Fractionally Integrated GARCH Model (2006)

Conrad, Christian, Haag, Berthold R.

In this article we derive necessary and sufficient conditions for the nonnegativity of the conditional variance in the fractionally integrated generalized autoregressive conditional heteroskedastic...

Inequality Constraints in the Fractionally Integrated GARCH Model (2006)

Conrad, Christian, Haag, Berthold R.

In this article we derive necessary and sufficient conditions for the nonnegativity of the conditional variance in the fractionally integrated generalized autoregressive conditional heteroskedastic (...

Dual Long Memory in Inflation Dynamics across Countries of the Euro Area and the Link between Inflation Uncertainty and Macroeconomic Performance (2005)

Conrad, Christian, Karanasos, Menelaos

This paper analyzes the inflation dynamics of several countries belonging to the European Monetary Union and of the UK. We estimate the two main parameters driving the degree of persistence in...

Dual Long Memory in Inflation Dynamics across Countries of the Euro Area and the Link between Inflation Uncertainty and Macroeconomic Performance (2005)

Conrad, Christian, Karanasos, Menelaos

This paper analyzes the inflation dynamics of several countries belonging to the European Monetary Union and of the UK. We estimate the two main parameters driving the degree of persistence in...

Dual Long Memory in Inflation Dynamics across Countries of the Euro Area and the Link between Inflation Uncertainty and Macroeconomic Performance (2005)

Conrad, Christian, Karanasos, Menelaos

This paper analyzes the inflation dynamics of several countries belonging to the European Monetary Union and of the UK. We estimate the two main parameters driving the degree of persistence in...

Dual Long Memory in Inflation Dynamics across Countries of the Euro Area and the Link between Inflation Uncertainty and Macroeconomic Performance (2005)

Conrad, Christian, Karanasos, Menelaos

This paper analyzes the inflation dynamics of several countries belonging to the European Monetary Union and of the UK. We estimate the two main parameters driving the degree of persistence in...

Painting as a variable system / (2005)

Conrad, Christian.

Thesis (M.A.)--Radford University, 2005.

Automatic Identification of Subcellular Phenotypes on Human Cell Arrays (2004)

Conrad, Christian, Erfle, Holger, Warnat, Patrick, Daigle, Nathalie, Lörch, Thomas, Ellenberg, Jan, ...

Light microscopic analysis of cell morphology provides a high-content readout of cell function and protein localization. Cell arrays and microwell transfection assays on cultured cells have made cell...

Project Da CaPo++, Volume III : Performance Evaluation (1998)

Stiller, Burkhard, Caronni, Germani, Class, Christina, Conrad, Christian, Plattner, Bernhard, Waldvogel, Marcel

Performance evaluations of advanced communication subsystems and their applications are necessary methods to prove that a certain level of communication functionality demanded and a required minimal...

Project Da CaPo++, Volume III: Performance Evaluations (1998)

Burkhard Stiller, Germano Caronni, Christina Class, Christian Conrad, Bernhard Plattner, Marcel Waldvogel

E-Mail: <last-name> @ tik.ee.ethz.ch Performance evaluations of advanced communication subsystems and their applications are necessary methods to prove that a certain level of communication...

Project Da CaPo++, Volume III: Performance Evaluations (1998)

Burkhard Stiller, Germano Caronni, Christina Class, Christian Conrad, Bernhard Plattner, Marcel Waldvogel

E-Mail: <last-name> @ tik.ee.ethz.ch Performance evaluations of advanced communication subsystems and their applications are necessary methods to prove that a certain level of communication...

Da CaPo++ - communication support for distributed applications Elektronische Daten (1997)

Bauer, Daniel, Caronni, Germano, Class, Christina, Conrad, Christian, ...

Weitere Autoren: Christina Class, Christian Conrad, Bernhard Plattner, Martin Vogt, Marcel Waldvogel

Project Da CaPo++, volume I: architectural and detailed design Elektronische Daten (1997)

Bauer, Daniel, Caronni, Germano, Class, Christina, Conrad, Christian, ...

Weitere Autoren: Christina Class, Christian Conrad, Bernhard Plattner, Martin Vogt, Marcel Waldvogel

Project Da CaPo++, Volume II : Implementation Documentation (1997)

Stiller, Burkhard, Caronni, Germano, Class, Christina, Conrad, Christian, Plattner, Bernhard, Waldvogel, Marcel

The research project KTI Da CaPo++ is based on the project Da CaPo (Dynamic Configuration of Protocols) at the ETH. The extended system of Da CaPo++ provides a basis for an application framework for...

Project Da CaPo++, Volume I : Architectural and Detailed Design (1997)

Stiller, Burkhard, Bauer, Daniel, Caronni, Germano, Class, Christina, Conrad, Christian, Plattner, Bernhard, ...

The research project KTI Da CaPo++ is based on the project Da CaPo (Dynamic Configuration of Protocols) at the ETH. The extended system of Da CaPo++ provides a basis for an application framework for,...

Da CaPo++ : communication support for distributed applications (1997)

Stiller, Burkhard, Bauer, Daniel, Caronni, Germano, Class, Christina, Conrad, Christian, Plattner, Bernhard, ...

As the variety of applications, especially distributed multimedia applications, explodes, their requirements on communication-relevant tasks increase. Besides a communication architecture for dealing...

Da CaPo++ - Communication Support for Distributed Applications (1997)

Burkhard Stiller, Daniel Bauer, Germano Caronni, Christina Class, Christian Conrad, Bernhard Plattner, ...

As the variety of applications, especially distributed multimedia applications, explodes, their requirements on communication-relevant tasks increase. Besides a communication architecture for dealing...

Project Da CaPo++, Volume II: Implementation Documentation (1997)

Burkhard Stiller, Germano Caronni, Christina Class, Christian Conrad, Bernhard Plattner, Marcel Waldvogel

the ETH. The extended system of Da CaPo++ provides a basis for an application framework for banking environments and tele-seminars. It includes the support of prototypical multimedia applications to...

Da CaPo++ - Communication Support for Distributed Applications (1997)

Burkhard Stiller, Daniel Bauer, Germano Caronni, Christina Class, Christian Conrad, Bernhard Plattner, ...

As the variety of applications, especially distributed multimedia applications, explodes, their requirements on communication-relevant tasks increase. Besides a communication architecture for dealing...

Project Da CaPo++, Volume II: Implementation Documentation (1997)

Burkhard Stiller, Germano Caronni, Christina Class, Christian Conrad, Bernhard Plattner, Marcel Waldvogel

the ETH. The extended system of Da CaPo++ provides a basis for an application framework for banking environments and tele-seminars. It includes the support of prototypical multimedia applications to...

Katamnestische Untersuchung zu Patienten unter Clozapin-Therapie / (1996)

Conrad, Christian.

Thesis (doctoral)--Rheinische Friedrich-Wilhelms-Universität Bonn, 1996.

Dual Long Memory in Inflation Dynamics across Countries of the Euro Area and the Link between Inflation Uncertainty and Macroeconomic Performance

Christian Conrad, Menelaos Karanasos

This paper analyzes the inflation dynamics of several countries belonging to the European Monetary Union and of the UK. We estimate the two main parameters driving the degree of persistence in...

Automatic Identification of Subcellular Phenotypes on Human Cell Arrays

Conrad, Christian, Erfle, Holger, Warnat, Patrick, Daigle, Nathalie, Lörch, Thomas, Ellenberg, Jan, ...

Light microscopic analysis of cell morphology provides a high-content readout of cell function and protein localization. Cell arrays and microwell transfection assays on cultured cells have made cell...

Automatic Identification of Subcellular Phenotypes on Human Cell Arrays

Conrad, Christian, Erfle, Holger, Warnat, Patrick, Daigle, Nathalie, Lörch, Thomas, Ellenberg, Jan, ...

Light microscopic analysis of cell morphology provides a high-content readout of cell function and protein localization. Cell arrays and microwell transfection assays on cultured cells have made cell...

Non-negativity Conditions for the Hyperbolic GARCH Model

Christian Conrad

In this article we derive conditions which ensure the non-negativity of the conditional variance in the Hyperbolic GARCH(p; d; q) (HYGARCH) model of Davidson (2004). The conditions are necessary and...

Negative Volatility Spillovers in the Unrestricted ECCC-GARCH Model

Christian Conrad, Menelaos Karanasos

This paper considers a formulation of the extended constant or time-varying conditional correlation GARCH model which allows for volatility feedback of either sign, i.e., positive or negative. In the...

The High-Frequency Response of the EUR-US Dollar Exchange Rate to ECB Monetary Policy Announcements

Christian Conrad, Michael J. Lamla

We investigate the impact of the European Central Bank's monetary policy an- nouncements on the level and volatility of the EUR-US Dollar exchange rate em- ploying an AR-FIGARCH specification. Using...

Inequality Constraints in the Fractionally Integrated GARCH Model

Christian Conrad, Berthold R. Haag

In this article we derive necessary and sufficient conditions for the nonnegativity of the conditional variance in the fractionally integrated generalized autoregressive conditional heteroskedastic...

Multivariate Fractionally Integrated APARCH Modeling of Stock Market Volatility: A multi-country study

Christian Conrad, Menelaos Karanasos, Ning Zeng

Tse (1998) proposes a model which combines the fractionally integrated GARCH formulation of Baillie, Bollerslev and Mikkelsen (1996) with the asymmetric power ARCH speci¯cation of Ding, Granger and...

Nonparametric Regression on Latent Covariates with an Application to Semiparametric GARCH-in-Mean Models

Christian Conrad, Enno Mammen

We consider time series models in which the conditional mean of the response variable given the past depends on latent covariates. We assume that the covariates can be estimated consistently and use...

Modeling Volatility Spillovers between the Variabilities of US Inflation and Output: the UECCC GARCH Model

Christian Conrad, Menelaos Karanasos

This paper employs the unrestricted extended constant conditional correlation GARCH specification proposed in Conrad and Karanasos (2008) to examine the intertemporal relationship between the...

Dual Long Memory in Inflation Dynamics across Countries of the Euro Area and the Link between Inflation Uncertainty and Macroeconomic Performance

Christian Conrad, Menelaos Karanasos

This paper analyzes the inflation dynamics of several countries belonging to the European Monetary Union and of the UK. We estimate the two main parameters driving the degree of persistence in...

The European Commission and EUA prices: a high-frequency analysis of the EC's decisions on second NAPs

Rotfuß, Waldemar, Conrad, Christian, Rittler, Daniel

This paper empirically examines price formation in the European Union Emissions Trading Scheme (EU ETS). Our analysis shows that unexpected allocations of European Union Allowances (EUAs) lead to...

Dual Long Memory in Inflation Dynamics across Countries of the Euro Area and the Link between Inflation Uncertainty and Macroeconomic Performance

Christian Conrad, Menelaos Karanasos

This paper analyzes the inflation dynamics of several countries belonging to the European Monetary Union and of the UK. We estimate the two main parameters driving the degree of persistence in...