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isPartOf:"Journal of economic dynamics & control"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Investment management and financial innovations"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Share price"
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Search: subject_exact:"Kendall's tau"
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Aumeboonsuke, Vesarach
1
Aydemir, A. Cevdet
1
Barassi, Marco R.
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Bauwens, Luc
1
Bibinger, Markus
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Journal of economic dynamics & control
European journal of operational research : EJOR
Investment management and financial innovations
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Finance research letters
28
Economic modelling
20
International review of economics & finance : IREF
16
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ECONIS (ZBW)
15
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1
Structural breaks in interactive effects panels and the stock market reaction to COVID-19
Karavias, Yiannis
;
Narayan, Paresh Kumar
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 653-666
Persistent link: https://www.econbiz.de/10014448426
Saved in:
2
A score-driven conditional correlation model for noisy and asynchronous data : an application to high-frequency covariance dynamics
Buccheri, Giuseppe
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 920-936
Persistent link: https://www.econbiz.de/10012653203
Saved in:
3
Media connection and return comovement
Chen, Zilin
;
Guo, Li
;
Tu, Jun
- In:
Journal of economic dynamics & control
130
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256090
Saved in:
4
Change‐point detection in the conditional correlation structure of multivariate volatility models
Barassi, Marco R.
;
Horváth, Lajos
;
Zhao, Yuqian
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 340-349
Persistent link: https://www.econbiz.de/10012262479
Saved in:
5
Brexit and the dependence structure among the G7 bank equity markets
Nekhili, Ramzi
;
Giannopoulos, Kostas
- In:
Investment management and financial innovations
17
(
2020
)
2
,
pp. 231-239
Persistent link: https://www.econbiz.de/10012303143
Saved in:
6
Dynamic correlation analysis in the ASEAN equity markets during 2009-2018
Aumeboonsuke, Vesarach
- In:
Investment management and financial innovations
16
(
2019
)
2
,
pp. 249-259
Persistent link: https://www.econbiz.de/10012122261
Saved in:
7
Estimating the spot covariation of asset prices : statistical theory and empirical evidence
Bibinger, Markus
;
Hautsch, Nikolaus
;
Malec, Peter
; …
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 419-435
Persistent link: https://www.econbiz.de/10012178185
Saved in:
8
Correlation of stock market returns in the West African region from 2008 to 2016
Obadiaru, Eseosa
;
Omankhanlen, Alex
;
Obasaju, Barnabas …
- In:
Investment management and financial innovations
16
(
2019
)
3
,
pp. 120-130
Persistent link: https://www.econbiz.de/10012159362
Saved in:
9
Modeling the dependence of conditional correlations on market volatility
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 254-268
Persistent link: https://www.econbiz.de/10011691329
Saved in:
10
The stock-bond comovements and cross-market trading
Mengling Li
;
Zheng, Huanhuan
;
Chong, Terence Tai-Leung
; …
- In:
Journal of economic dynamics & control
73
(
2016
),
pp. 417-438
Persistent link: https://www.econbiz.de/10011709117
Saved in:
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