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 (...
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...
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...
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...
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...
High content screening on human cell arrays by automated microscopy and pattern recognition / (2004)
Heidelberg, Univ., Diss., 2004.
Thesis (doctoral)--Rheinische Friedrich-Wilhelms-Universität zu Bonn, 2004.
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...
Giessen, Universiẗat, Diss., 2000.
Typescript.
Project Da CaPo++, volume III: performance evaluations Elektronische Daten (1998)
Caronni, Germano, Class, Christina, Conrad, Christian, Waldvogel, Marcel
Weitere Autoren: Christian Conrad, Bernhard Plattner, Marcel Waldvogel
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 Elektronische Daten (1997)
Caronni, Germano, Class, Christina, Conrad, Christian, Waldvogel, Marcel
Weitere Autoren: Christian Conrad, Bernhard Plattner, 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)
Thesis (doctoral)--Rheinische Friedrich-Wilhelms-Universität Bonn, 1996.
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
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...
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...
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...
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...
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...
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...
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...