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~isPartOf:"Finance a úvěr"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Statistical Papers / Springer"
~isPartOf:"Working paper series"
~subject:"Kapitaleinkommen"
~subject:"Share price"
~subject:"Volatilität"
~type:"article"
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Kapitaleinkommen
Share price
Volatilität
Multivariate distribution
22
Multivariate Verteilung
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Theorie
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21
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17
ARCH-Modell
17
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Molnár, Peter
2
Anatolyev, Stanislav
1
Avdulaj, Krenar
1
Barunik, Jozef
1
Booth, G. Geoffrey
1
Brooks, Robert
1
Chow, William W.
1
Chung, San-lin
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Liu, Xiaochun
1
Liu, Xiaoquan
1
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Lyócsa, Štefan
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Finance a úvěr
Journal of empirical finance
Statistical Papers / Springer
Working paper series
Energy economics
54
Applied economics
33
Economic modelling
27
The North American journal of economics and finance : a journal of financial economics studies
27
Finance research letters
26
International review of financial analysis
26
Journal of banking & finance
24
Journal of econometrics
24
Econometric reviews
23
Research in international business and finance
23
International review of economics & finance : IREF
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International journal of forecasting
14
Journal of forecasting
13
Journal of international financial markets, institutions & money
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13
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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The European journal of finance
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
Applied economics letters
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
Econometrics : open access journal
10
Economics letters
10
Insurance / Mathematics & economics
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Review of quantitative finance and accounting
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European journal of operational research : EJOR
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Journal of international money and finance
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7
Emerging markets, finance and trade : EMFT
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
International Journal of Energy Economics and Policy : IJEEP
7
International journal of economics and financial issues : IJEFI
7
International journal of theoretical and applied finance
7
Journal of risk
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ECONIS (ZBW)
26
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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
Dynamic relationship between Stock and Bond returns : A GAS MIDAS copula approach
Nguyen, Hoang
;
Javed, Farrukh
- In:
Journal of empirical finance
73
(
2023
),
pp. 272-292
Persistent link: https://www.econbiz.de/10014477029
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
Dependence structure of volatility and illiquidity on Vienna and Warsaw stock exchanges
Gurgul, Henryk
;
Syrek, Robert
- In:
Finance a úvěr
69
(
2019
)
3
,
pp. 198-221
Persistent link: https://www.econbiz.de/10012137438
Saved in:
8
New evidence on asymmetric return-volume dependence and extreme movements
Wang, Yi-Chiuan
;
Wu, Jyh-lin
;
Lai, Yi-Hao
- In:
Journal of empirical finance
45
(
2018
),
pp. 212-227
Persistent link: https://www.econbiz.de/10012102448
Saved in:
9
Foreign exchange predictability and the carry trade : a decomposition approach
Anatolyev, Stanislav
;
Gospodinov, Nikolaj
;
Jamali, Ibrahim
- In:
Journal of empirical finance
42
(
2017
),
pp. 199-211
Persistent link: https://www.econbiz.de/10011808567
Saved in:
10
Moments of
multivariate
regime switching with application to risk-return trade-off
Taamouti, Abderrahim
- In:
Journal of empirical finance
19
(
2012
)
2
,
pp. 292-308
Persistent link: https://www.econbiz.de/10009615702
Saved in:
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