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~isPartOf:"Applied economics"
~isPartOf:"European accounting review"
~subject:"EU-Staaten"
~subject:"dynamic conditional correlation"
~type_genre:"Article in journal"
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Search: subject_exact:"Kovarianz"
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EU-Staaten
dynamic conditional correlation
Correlation
62
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Kim, Jong-Min
2
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1
Chevallier, Julien
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Jung, Hojin
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Mellado, Cristhian
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Applied economics
European accounting review
Journal of international money and finance
6
International review of economics & finance : IREF
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Energy economics
4
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3
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International journal of finance & economics : IJFE
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The European journal of finance
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International journal of financial engineering
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International review of financial analysis
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Journal of empirical finance
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Prague economic papers : a bimonthly journal of economic theory and policy
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Romanian journal of economic forecasting
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Zbornik Ekonomskog Fakulteta u Zagrebu
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ECONIS (ZBW)
8
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1
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
Saved in:
2
Directional time-varying partial correlation with the Gaussian copula-DCC-GARCH model
Kim, Jong-Min
;
Jung, Hojin
- In:
Applied economics
50
(
2018
)
41
,
pp. 4418-4426
Persistent link: https://www.econbiz.de/10012061173
Saved in:
3
Member states' pact and industry co-movements in the BRICS markets
Lee, Chien-chiang
;
Chen, Mei-Ping
;
Sun, Erh-Yin
- In:
Applied economics
49
(
2017
)
4
,
pp. 313-334
Persistent link: https://www.econbiz.de/10011810621
Saved in:
4
Do sovereign rating announcements affect emerging market exchange rate correlations? : a multivariate DCC-GARCH approach
Eraslan, Veysel
- In:
Applied economics
49
(
2017
)
21
,
pp. 2060-2082
Persistent link: https://www.econbiz.de/10011817105
Saved in:
5
Virtual integration of financial markets : a dynamic correlation analysis of the creation of the Latin American Integrated Market
Mellado, Cristhian
;
Escobari, Diego
- In:
Applied economics
47
(
2015
)
19/21
,
pp. 1956-1971
Persistent link: https://www.econbiz.de/10010513418
Saved in:
6
Accounting accruals and stock returns : evidence from European equity markets
Papanastasopoulos, Georgios A.
- In:
European accounting review
23
(
2014
)
4
,
pp. 729-768
Persistent link: https://www.econbiz.de/10010467163
Saved in:
7
Testing for codependence of cointegrated variables
Trenkler, Carsten
;
Weber, Enzo
- In:
Applied economics
45
(
2013
)
13/15
,
pp. 1953-1964
Persistent link: https://www.econbiz.de/10009758484
Saved in:
8
Time-varying correlations in oil, gas and CO2 prices : an application using BEKK, CCC and DCC-MGARCH models
Chevallier, Julien
- In:
Applied economics
44
(
2012
)
31/33
,
pp. 4257-4274
Persistent link: https://www.econbiz.de/10009713497
Saved in:
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