Multivariate volatility analysis of VW stock prices. - Helmut Herwartz; Helmut Lütkepohl (Intell. Syst. Account. Finance Manag., 2000)

Testing for random effects in panel data under cross sectional error correlation - A bootstrap approach to the Breusch Pagan test. - Helmut Herwartz (Comput. Stat. Data Anal., 2006)

Homogenous panel unit root tests under cross sectional dependence: Finite sample modifications and the wild bootstrap. - Helmut Herwartz; F. Siedenburg (Comput. Stat. Data Anal., 2008)

A new approach to bootstrap inference in functional coefficient models. - Helmut Herwartz; Fang Xu (Comput. Stat. Data Anal., 2009)

A comparison of bootstrap and Monte-Carlo testing approaches to value-at-risk diagnosis. - Helmut Herwartz; Israel Waichman (Comput. Stat., 2010)

A memorial for the Late Professor Wolfgang Polasek. - Yuichi Mori; Helmut Herwartz; Jürgen Symanzik (Comput. Stat., 2013)

A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility. - Helmut Herwartz; Yabibal M. Walle (Comput. Stat., 2018)

svars: An R Package for Data-Driven Identification in Multivariate Time Series Analysis. - Alexander Lange; Bernhard Dalheimer; Helmut Herwartz; Simone Maxand (J. Stat. Softw., 2021)

BEKKs: An R Package for Estimation of Conditional Volatility of Multivariate Time Series. - Markus J. Fülle; Alexander Lange; Christian M. Hafner; Helmut Herwartz (J. Stat. Softw., 2024)