//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
~isPartOf:"The journal of asset management"
~person:"Evans, P."
~person:"McMillan, Fiona J."
~person:"Yang, Chaojun"
~subject:"time-varying"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Kovarianz"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
time-varying
Correlation
3
Korrelation
3
Aktienmarkt
2
Börsenkurs
2
Portfolio selection
2
Portfolio-Management
2
Share price
2
Stock market
2
correlations
2
firm-level
2
sectors
2
stock markets
2
ARCH model
1
ARCH-Modell
1
Aktienindex
1
Arbeitsmobilität
1
Capital income
1
Conditional forecast error covariance matrix
1
Conditional mean forecast
1
Estimation
1
Estimation theory
1
Factor model
1
Forecasting model
1
Kapitaleinkommen
1
Labour mobility
1
Leverage
1
Prognoseverfahren
1
Schätztheorie
1
Schätzung
1
Statistical error
1
Statistischer Fehler
1
Stock index
1
Transfer coefficient
1
Turnover
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Evans, P.
McMillan, Fiona J.
Yang, Chaojun
McMillan, David G.
2
Ludwig, Michael
1
Published in...
All
The journal of asset management
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time-varying correlations and interrelations : firm-level-based sector evidence
Evans, P.
;
McMillan, David G.
;
McMillan, Fiona J.
- In:
The journal of asset management
18
(
2017
)
3
,
pp. 209-221
Persistent link: https://www.econbiz.de/10011704219
Saved in:
2
A truly market-value weighted commodity index
Ludwig, Michael
;
McMillan, David G.
;
McMillan, Fiona J.
- In:
The journal of asset management
18
(
2017
)
3
,
pp. 222-242
Persistent link: https://www.econbiz.de/10011704229
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->