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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Economics letters"
~isPartOf:"The European journal of finance"
~subject:"Korrelation"
~subject:"Schätzung"
~subject:"Share price"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Korrelation
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248
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Demirer, Rıza
3
Engle, Robert F.
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Ardia, David
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Chen, Yi-ting
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Gupta, Rangan
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Hoogerheide, Lennart F.
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1
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1
Chan, Wing Hong
1
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1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Economics letters
The European journal of finance
Finance research letters
103
Energy economics
102
Applied economics
96
International review of economics & finance : IREF
85
International review of financial analysis
79
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77
Research in international business and finance
72
Journal of empirical finance
68
The North American journal of economics and finance : a journal of financial economics studies
68
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61
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50
Applied economics letters
48
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48
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38
International journal of forecasting
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International Journal of Energy Economics and Policy : IJEEP
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
32
The journal of futures markets
32
Applied financial economics
31
International journal of economics and financial issues : IJEFI
31
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
30
International journal of finance & economics : IJFE
28
Journal of forecasting
27
Working paper
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International journal of economics and finance
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Review of quantitative finance and accounting
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The empirical economics letters : a monthly international journal of economics
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Econometric Institute research papers
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Cogent economics & finance
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Journal of financial econometrics
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Pacific-Basin finance journal
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Journal of international money and finance
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Journal of risk
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ECONIS (ZBW)
98
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1
The information content of currency option-implied volatilities : implications for ex-ante forecasts of global equity correlations
Figueiredo, Antonio
;
Parhizgari, Ali M.
;
Dupoyet, Brice
- In:
The European journal of finance
29
(
2023
)
18
,
pp. 2128-2153
Persistent link: https://www.econbiz.de/10014418133
Saved in:
2
Industry portfolio allocation with asymmetric correlations
Kim, Myeong Hyeon
;
Park, Seyoung
;
Yoon, Jong Mun
- In:
The European journal of finance
27
(
2021
)
1/2
,
pp. 178-198
Persistent link: https://www.econbiz.de/10012424937
Saved in:
3
Stock market volatility and public information flow : a non-linear perspective
Bertelsen, Kristoffer Pons
;
Borup, Daniel
;
Jakobsen, …
- In:
Economics letters
204
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012607808
Saved in:
4
Quantile dependencies between discontinuities and time-varying rare disaster risks
Gillas, Konstantinos Gkillas
;
Floros, Christos
; …
- In:
The European journal of finance
27
(
2021
)
10
,
pp. 932-962
Persistent link: https://www.econbiz.de/10012609242
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5
Forecasting Bitcoin realized volatility by measuring the spillover effect among cryptocurrencies
Qiu, Yue
;
Wang, Yifan
;
Xie, Tian
- In:
Economics letters
208
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013207252
Saved in:
6
Bitcoin mining activity and volatility dynamics in the power market
Karmakar, Sayar
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Economics letters
209
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013209321
Saved in:
7
Crude oil price volatility and short-term predictability of the real U.S. GDP growth rate
Nonejad, Nima
- In:
Economics letters
186
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012503762
Saved in:
8
The destabilising effects of cryptocurrency cybercriminality
Corbet, Shaen
;
Cumming, Douglas J.
;
Lucey, Brian M.
; …
- In:
Economics letters
191
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012507992
Saved in:
9
A self-normalization test for correlation change
Choi, Ji-Eun
;
Shin, Dong-wan
- In:
Economics letters
193
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012509218
Saved in:
10
Density forecasts and the leverage effect : evidence from observation and parameter-driven volatility models
Catania, Leopoldo
;
Nonejad, Nima
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 100-118
Persistent link: https://www.econbiz.de/10012207189
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