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person:"Elpelt, Bärbel"
~person:"Aielli, Gian Piero"
~person:"Caporin, Massimiliano"
~person:"Herwartz, Helmut"
~source:"econis"
~subject:"Correlation"
~type_genre:"Aufsatz in Zeitschrift"
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Correlation
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Elpelt, Bärbel
Aielli, Gian Piero
Caporin, Massimiliano
Herwartz, Helmut
Engle, Robert F.
3
Janus, Paweł
3
Koopman, Siem Jan
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Lucas, André
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Silvennoinen, Annastiina
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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
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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3
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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4
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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