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~isPartOf:"Applied economics"
~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
87
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87
ARCH model
24
ARCH-Modell
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21
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21
Volatility
21
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21
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Applied economics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
SFB 649 discussion paper
Journal of econometrics
108
Economics letters
96
Finance research letters
87
Economic modelling
70
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
67
Journal of banking & finance
65
Journal of empirical finance
54
Applied economics letters
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International review of financial analysis
47
Research in international business and finance
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43
International review of economics & finance : IREF
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34
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32
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28
The North American journal of economics and finance : a journal of financial economics studies
28
European journal of operational research : EJOR
27
Journal of risk and financial management : JRFM
27
The review of financial studies
27
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
24
International journal of forecasting
23
The journal of futures markets
23
Games and economic behavior
22
Journal of economic dynamics & control
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Journal of financial econometrics
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Journal of the American Statistical Association : JASA
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Quantitative finance
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The European journal of finance
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Econometrics : open access journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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The journal of finance : the journal of the American Finance Association
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Journal of applied econometrics
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ECONIS (ZBW)
87
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1
Interpolation and correlation
Franses, Philip Hans
- In:
Applied economics
54
(
2022
)
14
,
pp. 1562-1567
Persistent link: https://www.econbiz.de/10012875525
Saved in:
2
Do birds of the same feather flock together? : The cultural geography of global housing price interaction
Vikkram Singh
;
Roca, Eduardo
- In:
Applied economics
56
(
2024
)
31
,
pp. 3760-3777
Persistent link: https://www.econbiz.de/10014528640
Saved in:
3
Foreign investors, rebalancing trades, and increases in U.S.-Japan stock market correlations
Imai, Hiroyuki
;
Kim, Jong-Min
- In:
Applied economics
56
(
2024
)
47
,
pp. 5634-5649
Persistent link: https://www.econbiz.de/10015051126
Saved in:
4
Systematic extreme correlation of Chinese stock market
Long, Jun
;
Yuan, Xianghui
;
Jin, Liwei
;
Zhao, Chencheng
- In:
Applied economics
56
(
2024
)
39
,
pp. 4718-4729
Persistent link: https://www.econbiz.de/10014560394
Saved in:
5
Tail risk dependence, co-movement and predictability between green bond and green stocks
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Applied economics
55
(
2023
)
2
,
pp. 201-222
Persistent link: https://www.econbiz.de/10013494416
Saved in:
6
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:
7
Do gulf stock markets share time varying connectedness
Saeed, Tareq
;
Nautiyal, Neeraj
;
Ur Rehman, Mobeen
; …
- In:
Applied economics
55
(
2023
)
48
,
pp. 5700-5718
Persistent link: https://www.econbiz.de/10014335664
Saved in:
8
Analyzing the EU sovereign debt crisis by a new asymmetric copula with reversible correlations
Kobayashi, Masahito
;
Chen, Jinghui
- In:
Applied economics
54
(
2022
)
56
,
pp. 6497-6509
Persistent link: https://www.econbiz.de/10013411390
Saved in:
9
Correlation between Shanghai crude oil futures, stock, foreign exchange, and gold markets : a GARCH-vine-copula method
He, Chaohua
;
Li, Guangchen
;
Fan, Hai
;
Wei, Weixian
- In:
Applied economics
53
(
2021
)
11
,
pp. 1249-1263
Persistent link: https://www.econbiz.de/10012485170
Saved in:
10
Weathering financial crisis in China : the role of global market integration
Vikkram Singh
;
Roca, Eduardo
- In:
Applied economics
53
(
2021
)
15
,
pp. 1756-1776
Persistent link: https://www.econbiz.de/10012485291
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