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~isPartOf:"Computational economics"
~isPartOf:"Journal of forecasting"
~isPartOf:"Working paper series"
~subject:"Aktienmarkt"
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Search: subject_exact:"Korrelationskoeffizient"
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High-frequency data and stock-bond investing
Lai, Yu-Sheng
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1623-1638
Persistent link: https://www.econbiz.de/10013465728
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2
The role of precious metals in portfolio diversification during the Covid19 pandemic : a wavelet-based quantile approach
Alqaralleh, Huthaifa
;
Canepa, Alessandra
-
2021
Persistent link: https://www.econbiz.de/10013167223
Saved in:
3
Forecasting the dynamic correlation of stock indices based on deep learning method
Ni, Jian
;
Xu, Yue
- In:
Computational economics
61
(
2023
)
1
,
pp. 35-55
Persistent link: https://www.econbiz.de/10014228395
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4
Co-movement and dynamic correlation of financial and energy markets : an integrated framework of nonlinear dynamics, wavelet analysis and DCC-GARCH
Ghosh, Indranil
;
Sanyal, Manas K.
;
Jana, R. K.
- In:
Computational economics
57
(
2021
)
2
,
pp. 503-527
Persistent link: https://www.econbiz.de/10012486945
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5
Multivariate co-movement between Islamic stock and bond markets among the GCC : a wavelet-based view
Aloui, Chaker
;
Jammazi, Rania
;
Ben Hamida, Hela
- In:
Computational economics
52
(
2018
)
2
,
pp. 603-626
Persistent link: https://www.econbiz.de/10012053011
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6
Another look at large-cap stock return comovement : a semi-Markov-switching approach
Deng, Kaihua
- In:
Computational economics
51
(
2018
)
2
,
pp. 227-262
Persistent link: https://www.econbiz.de/10011963666
Saved in:
7
Correlation structure and evolution of world stock markets : evidence from Pearson and partial correlation-based networks
Wang, Gang-Jin
;
Chi, Xie
;
Stanley, H. Eugene
- In:
Computational economics
51
(
2018
)
3
,
pp. 607-635
Persistent link: https://www.econbiz.de/10011963715
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