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~isPartOf:"Journal of empirical finance"
~isPartOf:"Statistical Papers / Springer"
~subject:"Clusteranalyse"
~subject:"Korrelation"
~subject:"Schätzung"
~subject:"Share price"
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Clusteranalyse
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Theorie
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Allen, David
1
Anatolyev, Stanislav
1
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1
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1
Chow, William W.
1
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1
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Journal of empirical finance
Statistical Papers / Springer
European journal of operational research : EJOR
45
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
43
Energy economics
40
Applied economics
39
Journal of econometrics
38
Economic modelling
36
Journal of banking & finance
32
Discussion paper / Tinbergen Institute
29
Europäische Hochschulschriften / 5
27
International journal of economics and financial issues : IJEFI
26
Finance research letters
25
Working paper
24
Economics letters
22
European research studies
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International review of financial analysis
22
The North American journal of economics and finance : a journal of financial economics studies
22
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21
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21
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21
Computers & operations research : and their applications to problems of world concern ; an international journal
20
Queen's Economics Department working paper
20
Technological forecasting & social change : an international journal
20
International journal of forecasting
19
International review of economics & finance : IREF
19
Journal of forecasting
19
Journal of risk and financial management : JRFM
19
Applied economics letters
18
Industry and innovation
18
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
18
Tourism management : research, policies, practice
18
Journal of business research : JBR
17
Reihe Quantitative Ökonomie : Ökon
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Entrepreneurship and regional development : an international journal
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International journal of business information systems : IJBIS
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Revue de statistique appliquée
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SFB 649 discussion paper
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Journal of information & knowledge management : JIKM
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ECONIS (ZBW)
18
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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
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:
3
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:
4
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:
5
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:
6
A comparison of non-Gaussian VaR estimation and portfolio construction techniques
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Journal of empirical finance
58
(
2020
),
pp. 356-368
Persistent link: https://www.econbiz.de/10012430709
Saved in:
7
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:
8
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:
9
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:
10
Order price clustering, size clustering, and stock price movements: evidence from the Taiwan Stock Exchange
Lien, Da-hsiang Donald
;
Hung, Pi-Hsia
;
Hung, I-Chung
- In:
Journal of empirical finance
52
(
2019
),
pp. 149-177
Persistent link: https://www.econbiz.de/10012170684
Saved in:
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