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person:"Engle, Robert F."
~person:"Demirer, Rıza"
~person:"Todorov, Viktor"
~subject:"Correlation"
~type_genre:"Article in journal"
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Search: subject_exact:"Volatility"
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Correlation
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Engle, Robert F.
Demirer, Rıza
Todorov, Viktor
Tiwari, Aviral Kumar
8
Asai, Manabu
7
Bouri, Elie
6
Christiansen, Charlotte
6
Hamori, Shigeyuki
6
McAleer, Michael
6
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6
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4
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4
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4
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4
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4
Lee, Chien-chiang
4
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4
Mensi, Walid
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4
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4
Silvennoinen, Annastiina
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Ur Rehman, Mobeen
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3
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3
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Review of finance : journal of the European Finance Association
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1
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1
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ECONIS (ZBW)
11
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1
Large dynamic covariance matrices : enhancements based on intraday data
De Nard, Gianluca
;
Engle, Robert F.
;
Ledoit, Olivier
; …
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461761
Saved in:
2
Fitting vast dimensional time-varying covariance models
Pakel, Cavit
;
Shephard, Neil G.
;
Sheppard, Kevin
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 652-668
Persistent link: https://www.econbiz.de/10012588005
Saved in:
3
The effect of economic policy uncertainty on stock-commodity correlations and its implications on optimal hedging
Badshah, Ihsan Ullah
;
Demirer, Rıza
;
Suleman, Muhammad …
- In:
Energy economics
84
(
2019
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012182796
Saved in:
4
The effect of global crises on stock market correlations : evidence from scalar regressions via functional data analysis
Das, Sonali
;
Demirer, Rıza
;
Gupta, Rangan
;
Mangisa, …
- In:
Structural change and economic dynamics : SC+ED
50
(
2019
),
pp. 132-147
Persistent link: https://www.econbiz.de/10012299650
Saved in:
5
Presidential cycles and time-varying bond-stock market correlations : evidence from more than two centuries of data
Demirer, Rıza
;
Gupta, Rangan
- In:
Economics letters
167
(
2018
),
pp. 36-39
Persistent link: https://www.econbiz.de/10012015767
Saved in:
6
Is there a role for Islamic bonds in global diversification strategies?
Balcilar, Mehmet
;
Cerci, Gozde
;
Demirer, Rıza
- In:
Managerial finance
42
(
2016
)
7
,
pp. 656-679
Persistent link: https://www.econbiz.de/10011572340
Saved in:
7
Modeling the dynamics of correlations among implied volatilities
Engle, Robert F.
;
Figlewski, Stephen
- In:
Review of finance : journal of the European Finance …
19
(
2015
)
3
,
pp. 991-1018
Persistent link: https://www.econbiz.de/10011405161
Saved in:
8
Systemic risk in Europe
Engle, Robert F.
;
Jondeau, Eric
;
Rockinger, Michael
- In:
Review of finance : journal of the European Finance …
19
(
2015
)
1
,
pp. 145-190
Persistent link: https://www.econbiz.de/10011343055
Saved in:
9
Can advanced markets help diversify risks in frontier stock markets? : evidence from Gulf Arab stock markets
Demirer, Rıza
- In:
Research in international business and finance
29
(
2013
),
pp. 77-98
Persistent link: https://www.econbiz.de/10009759908
Saved in:
10
A long-run pure variance common features model for the common volatilities of the Dow Jones
Engle, Robert F.
;
Marcucci, Juri
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 7-42
Persistent link: https://www.econbiz.de/10003320235
Saved in:
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