//--> //--> //--> //-->
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:"Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft"
~subject:"ARCH model"
~subject:"EU-Staaten"
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:"Kovarianz"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
EU-Staaten
Correlation
80
Korrelation
80
Estimation
34
Schätzung
34
Volatility
29
Volatilität
29
Aktienmarkt
24
Stock market
24
ARCH-Modell
22
Theorie
22
Theory
22
Börsenkurs
21
Share price
21
Capital income
14
Kapitaleinkommen
14
Welt
14
World
14
Time series analysis
13
Zeitreihenanalyse
13
Financial crisis
12
Finanzkrise
12
Oil price
12
Ölpreis
12
USA
11
United States
11
Cointegration
9
Financial market
9
Finanzmarkt
9
Kointegration
9
Portfolio selection
9
Portfolio-Management
9
Ansteckungseffekt
8
Contagion effect
8
State space model
8
VAR model
8
VAR-Modell
8
Zustandsraummodell
8
China
7
International financial market
7
more ...
less ...
Online availability
All
Undetermined
14
Free
3
Type of publication
All
Article
23
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
23
Aufsatz in Zeitschrift
23
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
26
Author
All
Weber, Enzo
3
Mensi, Walid
2
Min, Hong-ghi
2
Trenkler, Carsten
2
Ahmad, Wasim
1
Al-Azzam, Moh'd
1
Aslanidis, Nektarios
1
Azad, A. S. M. Sohel
1
Batten, Jonathan A.
1
Baumöhl, Eduard
1
Beljid, Makram
1
Bhanumurthy, N. R.
1
Boubaker, Adel
1
Changqing, Luo
1
Charfeddine, Lanouar
1
Chi, Xie
1
Cong, Yu
1
Degiannakis, Stavros
1
Duffy, David
1
Fang, Victor
1
Fattoum, Salma
1
Filis, George
1
Gatfaoui, Hayette
1
Guesmi, Khaled
1
Hammoudeh, Shawkat
1
Hwang, Eugene
1
Kang, Sang Hoon
1
Keddad, Benjamin
1
Kim, Bonghan
1
Kim, Hyeongwoo
1
Kim, Hyun Seok
1
Livada, Alexandra
1
Lyócsa, Štefan
1
Managi, Shunsuke
1
Martinez, Oscar
1
Martín-Barragán, Belén
1
McDonald, Judith Ann
1
Miao, Daniel Wei-Chung
1
Mimouni, Karim
1
Mitra, Subrata Kumar
1
more ...
less ...
Published in...
All
Economic modelling
Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft
Finance research letters
26
Research in international business and finance
24
Journal of empirical finance
22
Energy economics
21
International review of economics & finance : IREF
19
Applied economics
18
International review of financial analysis
18
Journal of international financial markets, institutions & money
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Journal of banking & finance
15
Discussion paper / Tinbergen Institute
14
Economics letters
14
Journal of econometrics
13
Journal of international money and finance
12
Applied economics letters
11
Computational economics
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
The North American journal of economics and finance : a journal of financial economics studies
9
Journal of financial econometrics
8
The European journal of finance
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
CORE discussion papers : DP
7
CREATES research paper
7
International Journal of Energy Economics and Policy : IJEEP
7
International journal of forecasting
7
The journal of futures markets
7
Working paper
7
Working paper series / University of Zurich, Department of Economics
7
Journal of risk and financial management : JRFM
6
Review of quantitative finance and accounting
6
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International journal of economics and financial issues : IJEFI
5
International journal of finance & economics : IJFE
5
Journal of forecasting
5
Working papers
5
CESifo working papers
4
Econometric Institute research papers
4
Econometric reviews
4
more ...
less ...
Source
All
ECONIS (ZBW)
26
Showing
1
-
10
of
26
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The asymmetric dynamics of stock-bond liquidity correlation in China : the role of macro-financial determinants
Pan, Beier
- In:
Economic modelling
124
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463273
Saved in:
2
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:
3
Evidence on time-varying inflation synchronization
Szafranek, Karol
- In:
Economic modelling
94
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012694692
Saved in:
4
Correlation regimes in international equity and bond returns
Aslanidis, Nektarios
;
Martinez, Oscar
- In:
Economic modelling
97
(
2021
),
pp. 397-410
Persistent link: https://www.econbiz.de/10012793476
Saved in:
5
Correlation dynamics of crude oil with agricultural commodities : a comparison between energy and food crops
Pal, Debdatta
;
Mitra, Subrata Kumar
- In:
Economic modelling
82
(
2019
),
pp. 453-466
Persistent link: https://www.econbiz.de/10012203189
Saved in:
6
Macroeconomic and financial effects of oil price shocks : evidence for the euro area
Morana, Claudio
- In:
Economic modelling
64
(
2017
),
pp. 82-96
Persistent link: https://www.econbiz.de/10011756484
Saved in:
7
Business cycle synchronisation in EMU : can fiscal policy bring member-countries closer?
Degiannakis, Stavros
;
Duffy, David
;
Filis, George
; …
- In:
Economic modelling
52
(
2016
),
pp. 551-563
Persistent link: https://www.econbiz.de/10011642908
Saved in:
8
On the risk comovements between the crude oil market and U.S. dollar exchange rates
Truchis, Gilles de
;
Keddad, Benjamin
- In:
Economic modelling
52
(
2016
),
pp. 206-215
Persistent link: https://www.econbiz.de/10011645629
Saved in:
9
Do oil producing countries offer international diversification benefits? : evidence from GCC countries
Mimouni, Karim
;
Charfeddine, Lanouar
;
Al-Azzam, Moh'd
- In:
Economic modelling
57
(
2016
),
pp. 263-280
Persistent link: https://www.econbiz.de/10011646913
Saved in:
10
Returns, correlations, and volatilities in equity markets : evidence from six OECD countries during the US financial crisis
Kim, Hyun Seok
;
Min, Hong-ghi
;
McDonald, Judith Ann
- In:
Economic modelling
59
(
2016
),
pp. 9-22
Persistent link: https://www.econbiz.de/10011647590
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->