//--> //--> //--> //-->
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:"Economic modelling"
~isPartOf:"Journal of empirical finance"
~subject:"Forecasting model"
~type:"article"
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:"dependence"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
Correlation
124
Korrelation
124
Estimation
66
Schätzung
66
Volatility
58
Volatilität
58
Theorie
55
Theory
55
ARCH model
50
ARCH-Modell
50
Aktienmarkt
48
Capital income
48
Kapitaleinkommen
48
Stock market
48
Börsenkurs
47
Share price
47
Time series analysis
36
Zeitreihenanalyse
36
Welt
27
World
27
Multivariate Verteilung
26
Multivariate distribution
26
Portfolio selection
23
Portfolio-Management
23
Financial crisis
20
Finanzkrise
20
Oil price
19
Ölpreis
19
Prognoseverfahren
17
Risikomaß
16
Risk measure
16
USA
15
United States
15
China
13
Financial market
12
Finanzmarkt
12
Spillover effect
12
Spillover-Effekt
12
Ansteckungseffekt
11
more ...
less ...
Online availability
All
Undetermined
13
Free
1
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Language
All
English
17
Author
All
Dark, Jonathan
2
Fałdziński, Marcin
2
Fiszeder, Piotr
2
Molnár, Peter
2
Bucci, Andrea
1
Casarin, Roberto
1
Charfeddine, Lanouar
1
Costantini, Mauro
1
De Lira Salvatierra, Irving Arturo
1
Deng, Pingjun
1
Dijk, Dick van
1
Golosnoy, Vasyl
1
Gribisch, Bastian
1
Hiraki, Kazuhiro
1
Jian, Zhihong
1
Jiang, Yong
1
Lin, Ling
1
Liu, Li
1
Liu, Qing
1
Liu, Yang
1
Opschoor, Anne
1
Palomba, Giulio
1
Paradiso, Antonio
1
Patton, Andrew J.
1
Qu, Hui
1
Rossi, Eduardo
1
Seifert, Miriam
1
Sun, Chuanping
1
Todorova, Neda
1
Wan, Jieqiu
1
Wel, Michel van der
1
Zhang, Yi
1
Zhou, Jian
1
Zhou, Zhongbao
1
Zhu, Zhican
1
more ...
less ...
Published in...
All
Economic modelling
Journal of empirical finance
International journal of forecasting
31
Journal of forecasting
17
Finance research letters
10
Journal of econometrics
10
Economics letters
6
Energy economics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Quantitative finance
6
Applied economics
5
Applied economics letters
5
Computational economics
5
Econometric reviews
5
European journal of operational research : EJOR
5
Journal of banking & finance
5
Journal of financial econometrics
5
The journal of futures markets
5
Handbook of economic forecasting ; Volume 2B
4
Insurance / Mathematics & economics
4
International review of financial analysis
4
Journal of applied econometrics
4
Research in international business and finance
4
The North American journal of economics and finance : a journal of financial economics studies
4
Astin bulletin : the journal of the International Actuarial Association
3
East Asian economic review
3
Econometrics : open access journal
3
Journal of international financial markets, institutions & money
3
The European journal of finance
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Global finance journal
2
Handbook of financial time series
2
International journal of accounting and finance
2
International journal of financial engineering
2
Journal of commodity markets
2
Quantitative finance and economics
2
Review / Federal Reserve Bank of St. Louis
2
Review of quantitative finance and accounting
2
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
The role of uncertainty in forecasting volatility comovements across stock markets
Bucci, Andrea
;
Palomba, Giulio
;
Rossi, Eduardo
- In:
Economic modelling
125
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014463541
Saved in:
3
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:
4
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:
5
Asymmetric multivariate HAR models for realized covariance matrix : a study based on volatility timing strategies
Qu, Hui
;
Zhang, Yi
- In:
Economic modelling
106
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013347668
Saved in:
6
On the role of
dependence
in sticky price and sticky information Phillips curve : modelling and forecasting
Casarin, Roberto
;
Costantini, Mauro
;
Paradiso, Antonio
- In:
Economic modelling
105
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013367149
Saved in:
7
Dynamic copula models and high frequency data
De Lira Salvatierra, Irving Arturo
;
Patton, Andrew J.
- In:
Journal of empirical finance
30
(
2015
),
pp. 120-135
Persistent link: https://www.econbiz.de/10011489292
Saved in:
8
Range-based DCC models for covariance and value-at-risk forecasting
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Journal of empirical finance
54
(
2019
),
pp. 58-76
Persistent link: https://www.econbiz.de/10012174846
Saved in:
9
Does international oil volatility have directional predictability for stock returns? : evidence from BRICS countries based on cross-quantilogram analysis
Zhou, Zhongbao
;
Jiang, Yong
;
Liu, Yang
;
Lin, Ling
;
Liu, Qing
- In:
Economic modelling
80
(
2019
),
pp. 352-382
Persistent link: https://www.econbiz.de/10012200710
Saved in:
10
Exponential smoothing of realized portfolio weights
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Seifert, Miriam
- In:
Journal of empirical finance
53
(
2019
),
pp. 222-237
Persistent link: https://www.econbiz.de/10012171651
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->