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isPartOf:"Journal of economic dynamics & control"
~isPartOf:"European journal of operational research : EJOR"
~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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Share price
Correlation
114
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Aydemir, A. Cevdet
1
Barassi, Marco R.
1
Bauwens, Luc
1
Bibinger, Markus
1
Bormetti, Giacomo
1
Buccheri, Giuseppe
1
Chen, Zilin
1
Chong, Terence Tai-Leung
1
Corsi, Fulvio
1
Guo, Li
1
Hautsch, Nikolaus
1
Horváth, Lajos
1
Karavias, Yiannis
1
Lillo, Fabrizio
1
Malec, Peter
1
Mengling Li
1
Narayan, Paresh Kumar
1
Otranto, Edoardo
1
Ray, Bonnie K.
1
Reiß, Markus
1
Rosenow, Bernd
1
Tsay, Ruey S.
1
Tu, Jun
1
Watanabe, Toshiaki
1
Westerlund, Joakim
1
Zhang, Yang
1
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1
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Journal of economic dynamics & control
European journal of operational research : EJOR
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Finance research letters
26
Economic modelling
20
International review of economics & finance : IREF
16
International review of financial analysis
15
Journal of empirical finance
15
The North American journal of economics and finance : a journal of financial economics studies
14
Journal of banking & finance
12
Applied economics letters
11
Research in international business and finance
11
Energy economics
10
Journal of risk and financial management : JRFM
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
CESifo working papers
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Economics letters
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7
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7
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of economics and financial issues : IJEFI
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Risks : open access journal
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
11
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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
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:
6
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:
7
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:
8
Risk sharing and counter-cyclical variation in market correlations
Aydemir, A. Cevdet
- In:
Journal of economic dynamics & control
32
(
2008
)
10
,
pp. 3084-3112
Persistent link: https://www.econbiz.de/10003775485
Saved in:
9
Determining the optimal dimensionality of multivariate volatility models with tools from random matrix theory
Rosenow, Bernd
- In:
Journal of economic dynamics & control
32
(
2008
)
1
,
pp. 279-302
Persistent link: https://www.econbiz.de/10003622775
Saved in:
10
Bayesian analysis of dynamic bivariate mixture models : can they explain the behavior of returns and trading volume?
Watanabe, Toshiaki
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
2
,
pp. 199-210
Persistent link: https://www.econbiz.de/10001469682
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