//--> //--> //--> //-->
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
~isPartOf:"Computational economics"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of empirical finance"
~subject:"Theory"
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:"Korrelation"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Theory
Correlation
126
Korrelation
126
Aktienmarkt
42
Stock market
42
Volatility
42
Volatilität
42
ARCH model
41
ARCH-Modell
41
Estimation
41
Schätzung
41
Börsenkurs
36
Capital income
36
Kapitaleinkommen
36
Share price
36
Theorie
34
Portfolio selection
27
Portfolio-Management
27
Time series analysis
18
Zeitreihenanalyse
18
Financial crisis
15
Finanzkrise
15
Forecasting model
14
Prognoseverfahren
14
Estimation theory
13
Schätztheorie
13
State space model
13
Zustandsraummodell
13
USA
12
United States
12
Welt
12
World
12
Financial market
10
Finanzmarkt
10
Dynamic conditional correlation
9
Spillover effect
9
Spillover-Effekt
9
Aktienindex
8
Bond market
8
EU countries
8
more ...
less ...
Online availability
All
Undetermined
25
Free
1
Type of publication
All
Article
34
Type of publication (narrower categories)
All
Article in journal
34
Aufsatz in Zeitschrift
34
Language
All
English
34
Author
All
Chen, Cathy W. S.
2
Fałdziński, Marcin
2
Fiszeder, Piotr
2
Gribisch, Bastian
2
Molnár, Peter
2
Abakah, Emmanuel Joel Aikins
1
Abdullah, Mohammad
1
Adekoya, Oluwasegun B.
1
Afuecheta, Emmanuel
1
Asai, Manabu
1
Bera, Anil K.
1
Best, Michael J.
1
Bonsu, Christiana Osei
1
Cai, Yumei
1
Caldeira, João F.
1
Caporale, Guglielmo Maria
1
Chen, Jiun-Lin
1
Chiarella, Carl
1
Cipollini, Andrea
1
Conrad, Christian
1
Cui, Xiaomei
1
Dark, Jonathan
1
Dong, Manh Cuong
1
Fabozzi, Frank J.
1
Golosnoy, Vasyl
1
Halkos, George E.
1
Hartkopf, Jan Patrick
1
Hiraki, Kazuhiro
1
Ho, Kung-Cheng
1
Hotta, Luiz K.
1
Hsiao, Chih-ying
1
Huang, Qianyun
1
Janus, Paweł
1
Kapounek, Svatopluk
1
Karanasos, Menelaos
1
Kaul, Aditya
1
Kim, Sangwhan
1
Konstantinov, Gueorgui
1
Koopman, Siem Jan
1
Kwon, Tae Yeon
1
more ...
less ...
Published in...
All
Computational economics
International review of economics & finance : IREF
Journal of empirical finance
Journal of econometrics
32
Economics letters
29
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
Journal of banking & finance
24
Discussion paper / Tinbergen Institute
23
Econometric reviews
22
Econometric theory
16
Economic modelling
16
European journal of operational research : EJOR
16
Finance research letters
16
NBER Working Paper
16
NBER working paper series
16
Working paper / National Bureau of Economic Research, Inc.
16
Games and economic behavior
15
Applied economics
14
International journal of forecasting
14
Journal of economic dynamics & control
14
Working paper
14
International review of financial analysis
13
Journal of economic theory
13
Quantitative finance
13
The review of financial studies
13
SFB 649 discussion paper
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Insurance / Mathematics & economics
10
Journal of financial econometrics
10
The European journal of finance
10
Discussion paper series / IZA
9
International journal of theoretical and applied finance
9
Journal of forecasting
9
Journal of applied econometrics
8
Journal of international money and finance
8
Journal of risk and financial management : JRFM
8
Applied economics letters
7
CESifo working papers
7
CREATES research paper
7
Discussion paper / Centre for Economic Policy Research
7
more ...
less ...
Source
All
ECONIS (ZBW)
34
Showing
1
-
10
of
34
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Portfolio correlations in the bank-firm credit market of Japan
Luu, Duc Thi
- In:
Computational economics
60
(
2022
)
2
,
pp. 529-569
Persistent link: https://www.econbiz.de/10013380791
Saved in:
2
Forecasting Value at Risk and expected shortfall of foreign exchange rate volatility of major African currencies via GARCH and dynamic conditional correlation analysis
Afuecheta, Emmanuel
;
Okorie, Idika E.
;
Nadarajah, Saralees
- In:
Computational economics
63
(
2024
)
1
,
pp. 271-304
Persistent link: https://www.econbiz.de/10014472109
Saved in:
3
Detecting financial contagion using a new nonparametric measure of asymmetric comovements
Zhang, Feipeng
;
Xu, Yixiong
;
Yuan, Di
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 284-296
Persistent link: https://www.econbiz.de/10014446438
Saved in:
4
Blockchain market and eco-friendly financial assets : dynamic price correlation, connectedness and spillovers with portfolio implications
Abakah, Emmanuel Joel Aikins
;
Ullah, G. M. Wali
; …
- In:
International review of economics & finance : IREF
87
(
2023
),
pp. 218-243
Persistent link: https://www.econbiz.de/10014472075
Saved in:
5
Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 308-321
Persistent link: https://www.econbiz.de/10014423712
Saved in:
6
The geometry of the world of currency volatilities
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
Computational economics
60
(
2022
)
1
,
pp. 125-145
Persistent link: https://www.econbiz.de/10013262502
Saved in:
7
A toolkit for exploiting contemporaneous stock correlations
Hiraki, Kazuhiro
;
Sun, Chuanping
- In:
Journal of empirical finance
65
(
2022
),
pp. 99-124
Persistent link: https://www.econbiz.de/10013286402
Saved in:
8
Book-to-market equity and asset correlations : an international study
Ho, Kung-Cheng
;
Lee, Shih-Cheng
;
Chen, Jiun-Lin
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 258-274
Persistent link: https://www.econbiz.de/10013343395
Saved in:
9
On a bivariate hysteretic AR-GARCH model with conditional asymmetry in correlations
Chen, Cathy W. S.
;
Than-Thi, Hong
;
Asai, Manabu
- In:
Computational economics
58
(
2021
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10012615031
Saved in:
10
Factor state-space models for high-dimensional realized covariance matrices of asset returns
Gribisch, Bastian
;
Hartkopf, Jan Patrick
;
Liesenfeld, Roman
- In:
Journal of empirical finance
55
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012175249
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->