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person:"Elpelt, Bärbel"
~person:"Aielli, Gian Piero"
~person:"Brechmann, E. C."
~person:"Cacciolatti, Luca A."
~person:"Caporin, Massimiliano"
~person:"Herwartz, Helmut"
~person:"Karanasos, Menelaos"
~source:"econis"
~subject:"Korrelation"
~type_genre:"Aufsatz in Zeitschrift"
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Elpelt, Bärbel
Aielli, Gian Piero
Brechmann, E. C.
Cacciolatti, Luca A.
Caporin, Massimiliano
Herwartz, Helmut
Karanasos, Menelaos
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1
Correlation impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Finance research letters
57
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014513333
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2
A multivariate volatility vine copula model
Brechmann, E. C.
;
Heiden, M.
;
Okhrin, Y.
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 281-308
Persistent link: https://www.econbiz.de/10012038690
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3
Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis
Karanasos, Menelaos
;
Yfanti, Stavroula
;
Karoglou, Michail
- In:
International review of financial analysis
45
(
2016
),
pp. 332-349
Persistent link: https://www.econbiz.de/10011583871
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4
Marketing intelligence in SMEs : implications for the industry and policy makers
Cacciolatti, Luca A.
;
Fearne, Andrew P.
- In:
Marketing intelligence & planning
31
(
2013
)
1
,
pp. 4-26
Persistent link: https://www.econbiz.de/10009722465
Saved in:
5
Dynamic conditional correlation : on properties and estimation
Aielli, Gian Piero
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
3
,
pp. 282-299
Persistent link: https://www.econbiz.de/10009786001
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6
A forecast-based comparison of restricted Wishart autoregressive models for realized covariance matrices
Bonato, M.
;
Caporin, Massimiliano
;
Ranaldo, Angelo
- In:
The European journal of finance
18
(
2012
)
9/10
,
pp. 761-774
Persistent link: https://www.econbiz.de/10009691781
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7
Multivariate fractionally integrated APARCH modeling of stock market volatility : a multi-country study
Conrad, Christian
;
Karanasos, Menelaos
;
Zeng, Ning
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 147-159
Persistent link: https://www.econbiz.de/10009301149
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8
Flexible dynamic conditional correlation multivariate GARCH models for asset allocation
Billio, Monica
;
Caporin, Massimiliano
;
Gobbo, Michele
- In:
Applied financial economics letters
2
(
2006
)
2
,
pp. 123-130
Persistent link: https://www.econbiz.de/10003302525
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