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~accessRights:"restricted"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"SFB 649 discussion paper"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Korrelationsmaß"
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Correlation
9
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Börsenkurs
5
Share price
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Volatility
5
Volatilität
5
ARCH model
4
ARCH-Modell
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Ahlgren, Niklas
1
Antell, Jan
1
Asgharian, Hossein
1
Boffelli, Simona
1
Caldeira, João F.
1
Chen, Yi-ting
1
Christiansen, Charlotte
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Gong, Xun
1
Halbleib, Roxana
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Hou, Ai Jun
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Lin, Chunmei
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Liu, Xiaochun
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Moura, Guilherme Valle
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1
Santos, André A. P.
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Skintzi, Vasiliki D.
1
Urga, Giovanni
1
Vander Elst, Harry
1
Veredas, David
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Voev, Valeri
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
SFB 649 discussion paper
Finance research letters
75
Journal of econometrics
64
Applied economics
39
Economic modelling
39
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Economics letters
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International review of economics & finance : IREF
34
International review of financial analysis
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Research in international business and finance
31
Computational economics
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Applied economics letters
28
Energy economics
28
Journal of banking & finance
28
Journal of empirical finance
24
The North American journal of economics and finance : a journal of financial economics studies
21
Journal of financial econometrics
20
International journal of forecasting
19
Econometric reviews
17
Quantitative finance
17
European journal of operational research : EJOR
16
Journal of international financial markets, institutions & money
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
Global finance journal
12
The journal of futures markets
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
The econometrics journal
11
The journal of asset management
11
Econometric theory
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
10
Journal of economic dynamics & control
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Journal of international money and finance
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Journal of mathematical finance
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
9
Journal of financial markets
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
International journal of financial engineering
8
The European journal of finance
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Pacific-Basin finance journal
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ECONIS (ZBW)
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1
Structural volatility impulse response function and asymptotic inference
Liu, Xiaochun
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 316-339
Persistent link: https://www.econbiz.de/10011987769
Saved in:
2
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
3
Tests for abnormal returns in the presence of event-induced cross-sectional correlation
Ahlgren, Niklas
;
Antell, Jan
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 286-301
Persistent link: https://www.econbiz.de/10011987446
Saved in:
4
Forecasting crashes : correlated fund flows and skewness in stock returns
Gong, Xun
;
Lin, Chunmei
;
Zwinkels, Remco C. J.
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
1
,
pp. 36-61
Persistent link: https://www.econbiz.de/10011658736
Saved in:
5
High- and low-frequency correlations in European government bond spreads and their macroeconomic drivers
Boffelli, Simona
;
Skintzi, Vasiliki D.
;
Urga, Giovanni
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
1
,
pp. 62-105
Persistent link: https://www.econbiz.de/10011658739
Saved in:
6
Smoothing it out : empirical and simulation results for disentangled realized covariances
Vander Elst, Harry
;
Veredas, David
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
1
,
pp. 106-138
Persistent link: https://www.econbiz.de/10011658742
Saved in:
7
Exceedance correlation tests for financial returns
Chen, Yi-ting
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 581-616
Persistent link: https://www.econbiz.de/10011623694
Saved in:
8
Macro-finance determinants of the long-run stock-bond correlation : the DCC-MIDAS specification
Asgharian, Hossein
;
Christiansen, Charlotte
;
Hou, Ai Jun
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 617-642
Persistent link: https://www.econbiz.de/10011623696
Saved in:
9
Forecasting covariance matrices : a mixed approach
Halbleib, Roxana
;
Voev, Valeri
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 383-417
Persistent link: https://www.econbiz.de/10011589016
Saved in:
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