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person:"Engle, Robert F."
~person:"Todorov, Viktor"
~person:"Zhang, Zhaoyong"
~subject:"Correlation"
~type_genre:"Article in journal"
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Search: subject_exact:"Volatility"
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Correlation
Volatility
73
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73
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34
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Engle, Robert F.
Todorov, Viktor
Zhang, Zhaoyong
Tiwari, Aviral Kumar
8
Asai, Manabu
7
Bouri, Elie
6
Christiansen, Charlotte
6
Hamori, Shigeyuki
6
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6
Demirer, Rıza
5
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5
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5
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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
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4
Lee, Chien-chiang
4
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4
Mensi, Walid
4
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4
Pereira, Pedro L. Valls
4
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4
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4
Tsui, Albert K.
4
Ur Rehman, Mobeen
4
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4
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3
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3
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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)
12
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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
Public information arrival, price discovery and dynamic correlations in the Chinese renminbi markets
Ho, Kin-Yip
;
Shi, Yanlin
;
Zhang, Zhaoyong
- In:
The North American journal of economics and finance : a …
46
(
2018
),
pp. 168-186
Persistent link: https://www.econbiz.de/10012036615
Saved in:
4
It takes two to tango : a regime-switching analysis of the correlation dynamics between the Mainland Chinese and Hong Kong stock markets
Ho, Kin-Yip
;
Shi, Yanlin
;
Zhang, Zhaoyong
- In:
Scottish journal of political economy : the journal of …
63
(
2016
)
1
,
pp. 41-65
Persistent link: https://www.econbiz.de/10011454981
Saved in:
5
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:
6
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:
7
Volatility and correlation dynamics of the mainland Chinese and Hong Kong stock markets : evidence from the A-, B-, hand- and red chip markets
Ho, Kin-Yip
;
Shi, Yanlin
;
Zhang, Zhaoyong
- In:
The journal of wealth management
17
(
2014/15
)
2
,
pp. 55-67
Persistent link: https://www.econbiz.de/10010401008
Saved in:
8
Exchange rate exposure of sectoral returns and volatilities : further evidence from Japanese industrial sectors
Jayasinghe, Prabhath
;
Tsui, Albert K.
;
Zhang, Zhaoyong
- In:
Pacific economic review
19
(
2014
)
2
,
pp. 216-236
Persistent link: https://www.econbiz.de/10010503073
Saved in:
9
Conditional volatility asymmetry of business cycles : evidence from four OECD countries
Ho, Kin-Yip
;
Tsui, Albert K.
;
Zhang, Zhaoyong
- In:
Journal of economic development
38
(
2013
)
3
,
pp. 33-56
Persistent link: https://www.econbiz.de/10010196456
Saved in:
10
Volatility dynamics of the UK business cycle : a multivariate asymmetric GARCH approach
Ho, Kin-Yip
;
Tsui, Albert K.
;
Zhang, Zhaoyong
- In:
International economics : a journal published by CEPII …
117
(
2009
)
1
,
pp. 31-46
Persistent link: https://www.econbiz.de/10003885910
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