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~isPartOf:"Journal of empirical finance"
~isPartOf:"Revista Brasileira de Finanças : RBFin"
~subject:"Korrelation"
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Search: subject:"Volatility"
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Korrelation
Volatility
280
Volatilität
278
Capital income
110
Kapitaleinkommen
110
ARCH model
98
ARCH-Modell
98
Börsenkurs
93
Share price
93
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87
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86
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86
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Christiansen, Charlotte
3
Conrad, Christian
2
Fałdziński, Marcin
2
Fiszeder, Piotr
2
Molnár, Peter
2
Abergel, Frédéric
1
Aslanidis, Nekatrios
1
Aslanidis, Nektarios
1
Bae, Jinho
1
Becker, Christoph
1
Chung, Y. Peter
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1
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Dijk, Dick van
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Janus, Paweł
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Li, Leon
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1
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Journal of empirical finance
Revista Brasileira de Finanças : RBFin
Economic modelling
29
Finance research letters
29
International review of financial analysis
24
Energy economics
19
Research in international business and finance
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Journal of econometrics
17
International review of economics & finance : IREF
14
Applied economics
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Discussion paper / Tinbergen Institute
13
Economics letters
13
The North American journal of economics and finance : a journal of financial economics studies
13
Journal of banking & finance
12
Journal of international financial markets, institutions & money
12
Computational economics
10
International journal of theoretical and applied finance
10
Journal of international money and finance
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Econometric reviews
9
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8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of risk and financial management : JRFM
8
The European journal of finance
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CESifo working papers
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CREATES research paper
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International journal of forecasting
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Applied economics letters
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CORE discussion papers : DP
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
Global finance journal
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International journal of finance & economics : IJFE
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Journal of financial markets
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Journal of forecasting
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The journal of futures markets
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Cogent economics & finance
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Econometrics : open access journal
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
19
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1
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:
2
Stock price fragility and the cost of bank loans
Francis, Bill B.
;
Hasan, Iftekhar
;
Shen, Yinjie
;
Ye, Pengfei
- In:
Journal of empirical finance
63
(
2021
),
pp. 118-135
Persistent link: https://www.econbiz.de/10013258962
Saved in:
3
Are cryptocurrencies a safe haven for stock investors? : a regime-switching approach
Li, Leon
;
Miu, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 367-385
Persistent link: https://www.econbiz.de/10014423734
Saved in:
4
On the robustness of the principal
volatility
components
Trucíos, Carlos
;
Hotta, Luiz K.
;
Pereira, Pedro L. Valls
- In:
Journal of empirical finance
52
(
2019
),
pp. 201-219
Persistent link: https://www.econbiz.de/10012171112
Saved in:
5
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:
6
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:
7
What causes the asymmetric correlation in stock returns?
Chung, Y. Peter
;
Hong, Hyun A.
;
Kim, S. Thomas
- In:
Journal of empirical finance
54
(
2019
),
pp. 190-212
Persistent link: https://www.econbiz.de/10012174849
Saved in:
8
Predicting
volatility
and correlations with Financial Conditions Indexes
Opschoor, Anne
;
Dijk, Dick van
;
Wel, Michel van der
- In:
Journal of empirical finance
29
(
2014
),
pp. 435-447
Persistent link: https://www.econbiz.de/10011300449
Saved in:
9
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:
10
On the macroeconomic determinants of long-term volatilities and correlations in US stock and crude oil markets
Conrad, Christian
;
Stürmer, Karin
;
Rittler, Daniel
- In:
Journal of empirical finance
29
(
2014
),
pp. 26-40
Persistent link: https://www.econbiz.de/10011300507
Saved in:
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