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~isPartOf:"Finance research letters"
~isPartOf:"Journal of empirical finance"
~subject:"Correlation"
~subject:"Finanzkrise"
~subject:"Großbritannien"
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Correlation
Finanzkrise
Großbritannien
Korrelation
130
Capital income
58
Kapitaleinkommen
58
Börsenkurs
55
Share price
55
Volatility
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Christiansen, Charlotte
4
Bouri, Elie
3
Li, Ping
3
Aslanidis, Nektarios
2
Božović, Miloš
2
Conrad, Christian
2
Dark, Jonathan
2
Fałdziński, Marcin
2
Fiszeder, Piotr
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Kim, Tae-hwan
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Støve, Bård
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2
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1
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1
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1
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1
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Finance research letters
Journal of empirical finance
Journal of econometrics
108
Economics letters
98
Economic modelling
74
Journal of banking & finance
70
Applied economics
69
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
NBER Working Paper
60
NBER working paper series
60
Working paper / National Bureau of Economic Research, Inc.
51
Discussion paper / Tinbergen Institute
50
International review of financial analysis
49
Applied economics letters
48
International review of economics & finance : IREF
47
Research in international business and finance
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Working paper
44
Energy economics
41
Econometric reviews
39
Journal of international financial markets, institutions & money
38
Journal of international money and finance
34
Discussion paper series / IZA
33
CESifo working papers
32
International journal of theoretical and applied finance
32
Computational economics
31
The North American journal of economics and finance : a journal of financial economics studies
31
Econometric theory
28
Discussion paper / Centre for Economic Policy Research
27
Journal of risk and financial management : JRFM
27
The review of financial studies
27
European journal of operational research : EJOR
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
25
Cambridge working papers in economics
24
Journal of forecasting
24
International journal of forecasting
23
Journal of economic dynamics & control
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SFB 649 discussion paper
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The journal of futures markets
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ECONIS (ZBW)
133
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133
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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
Correlation impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Finance research letters
57
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014513333
Saved in:
3
Asymmetric tail
dependence
in cryptocurrency markets : a Model-free approach
Ahn, Yongkil
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-5
Persistent link: https://www.econbiz.de/10013553804
Saved in:
4
Portfolio allocation under asymmetric
dependence
in asset returns using local Gaussian correlations
Sleire, Anders D.
;
Støve, Bård
;
Otneim, Håkon
; …
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013342680
Saved in:
5
A u-shaped relationship between the crypto fear-greed index and the price synchronicity of cryptocurrencies
Wang, Jying-Nan
;
Liu, Hung-Chun
;
Hsu, Yuan-Teng
- In:
Finance research letters
59
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014445400
Saved in:
6
Correlation structure between fiat currencies and blockchain assets
Abakah, Emmanuel Joel Aikins
;
Ullah, G. M. Wali
; …
- In:
Finance research letters
62
(
2024
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014530800
Saved in:
7
Dynamic graph reinforcement learning algorithm for portfolio management : a novel time-frequency correlated model
Ma, Cong
;
Nan, Shijing
- In:
Finance research letters
63
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014531565
Saved in:
8
Predicting stock market returns with average correlation and average variance : decomposition approach
Oh, Jong-Min
- In:
Finance research letters
63
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531460
Saved in:
9
Non-linear shrinkage of the price return covariance matrix is far from optimal for portfolio optimization
Bongiorno, Christian
;
Challet, Damien
- In:
Finance research letters
52
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014472232
Saved in:
10
Can a dynamic correlation factor improve the pricing of industry portfolios?
Božović, Miloš
- In:
Finance research letters
53
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014472399
Saved in:
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