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~isPartOf:"Economics letters"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Statistical Papers / Springer"
~subject:"Korrelation"
~subject:"Markov chain"
~subject:"Share price"
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Search: subject:"Multivariate"
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Korrelation
Markov chain
Share price
Theorie
49
Theory
49
Multivariate analysis
33
Multivariate Analyse
30
Multivariate distribution
30
Multivariate Verteilung
29
Time series analysis
21
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26
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Patton, Andrew J.
2
Avino, Davide
1
Bandrés, Eduardo
1
Bernardi, Mauro
1
Bollerslev, Tim
1
Catania, Leopoldo
1
Chalvatzis, Konstantinos J.
1
Chow, William W.
1
Chung, San-lin
1
Conrad, Christian
1
Dark, Jonathan
1
De Lira Salvatierra, Irving Arturo
1
De Nard, Gianluca
1
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1
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1
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1
Fung, Michael Ka-yiu
1
Gadea, María Dolores
1
Gibson, Heather D.
1
Gómez-Loscos, Ana
1
Hall, Stephen G.
1
Hansen, Peter Reinhard
1
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1
Hung, Chi-hsiou
1
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1
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1
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1
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1
Liu, Xiaoquan
1
Lucas, André
1
Molnár, Peter
1
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Economics letters
Journal of empirical finance
Statistical Papers / Springer
Energy economics
27
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
22
Economic modelling
21
Journal of econometrics
19
Journal of banking & finance
18
Discussion paper / Tinbergen Institute
17
Finance research letters
17
Research in international business and finance
17
International review of financial analysis
16
Applied economics
15
The North American journal of economics and finance : a journal of financial economics studies
14
Working paper
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International review of economics & finance : IREF
13
Journal of forecasting
12
Applied economics letters
11
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European journal of operational research : EJOR
10
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9
The European journal of finance
9
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8
International journal of theoretical and applied finance
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Journal of international financial markets, institutions & money
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Econometrics : open access journal
7
International journal of forecasting
7
Journal of financial econometrics
7
Journal of risk and financial management : JRFM
7
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
International Journal of Financial Studies : open access journal
6
Journal of risk
6
SFB 649 discussion paper
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
CFS working paper series
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CREATES research paper
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ECONIS (ZBW)
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1
Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca
;
Zhao, Zhao
- In:
Journal of empirical finance
72
(
2023
),
pp. 23-35
Persistent link: https://www.econbiz.de/10014476795
Saved in:
2
Characterizing correlation matrices that admit a clustered factor representation
Tong, Chen
;
Hansen, Peter Reinhard
- In:
Economics letters
233
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014506906
Saved in:
3
Intraday VaR : a copula-based approach
Wang, Keli
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
Saved in:
4
Multivariate
models with long memory dependence in conditional correlation and volatility
Dark, Jonathan
- In:
Journal of empirical finance
48
(
2018
),
pp. 162-180
Persistent link: https://www.econbiz.de/10012109291
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
Long memory dynamics for
multivariate
dependence under heavy tails
Janus, Paweł
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of empirical finance
29
(
2014
),
pp. 187-206
Persistent link: https://www.econbiz.de/10011300485
Saved in:
7
Wild bootstrap Ljung-Box test for cross correlations of
multivariate
time series
Lee, Taewook
- In:
Economics letters
147
(
2016
),
pp. 59-62
Persistent link: https://www.econbiz.de/10011619440
Saved in:
8
Equity clusters through the lens of realized semicorrelations
Bollerslev, Tim
;
Patton, Andrew J.
;
Zhang, Haozhe
- In:
Economics letters
211
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013172536
Saved in:
9
Time varying price discovery
Avino, Davide
;
Lazar, Emese
;
Varotto, Simone
- In:
Economics letters
126
(
2015
),
pp. 18-21
Persistent link: https://www.econbiz.de/10011376376
Saved in:
10
Portfolio optimisation under flexible dynamic dependence modelling
Bernardi, Mauro
;
Catania, Leopoldo
- In:
Journal of empirical finance
48
(
2018
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012109219
Saved in:
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