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~isPartOf:"Journal of empirical finance"
~subject:"Correlation"
~subject:"Finanzkrise"
~subject:"Großbritannien"
~subject:"Zeitreihenanalyse"
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Correlation
Finanzkrise
Großbritannien
Zeitreihenanalyse
Korrelation
54
Capital income
26
Kapitaleinkommen
26
Theorie
25
Theory
25
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23
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Christiansen, Charlotte
3
Conrad, Christian
2
Dark, Jonathan
2
Fałdziński, Marcin
2
Fiszeder, Piotr
2
Gribisch, Bastian
2
Molnár, Peter
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Abergel, Frédéric
1
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1
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Journal of empirical finance
Journal of econometrics
130
Economics letters
100
Finance research letters
92
Economic modelling
86
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
79
Applied economics
74
Journal of banking & finance
74
NBER Working Paper
60
NBER working paper series
60
Discussion paper / Tinbergen Institute
56
International review of financial analysis
53
Applied economics letters
52
Working paper / National Bureau of Economic Research, Inc.
52
Energy economics
49
International review of economics & finance : IREF
48
Research in international business and finance
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Working paper
46
Econometric reviews
43
Journal of international financial markets, institutions & money
38
CESifo working papers
35
Computational economics
35
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34
Journal of international money and finance
34
The North American journal of economics and finance : a journal of financial economics studies
33
International journal of theoretical and applied finance
32
Journal of risk and financial management : JRFM
31
International journal of forecasting
30
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
29
Econometric theory
28
European journal of operational research : EJOR
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
Discussion paper / Centre for Economic Policy Research
27
The review of financial studies
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Cambridge working papers in economics
25
Journal of forecasting
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SFB 649 discussion paper
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CREATES research paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
58
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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
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:
3
Industry regulation and the comovement of stock returns
Blau, Benjamin
;
Griffith, Todd
;
Whitby, Ryan J.
- In:
Journal of empirical finance
73
(
2023
),
pp. 206-219
Persistent link: https://www.econbiz.de/10014477011
Saved in:
4
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:
5
Futures contract collateralization and its implications
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477096
Saved in:
6
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:
7
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:
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
A toolkit for exploiting contemporaneous stock correlations
Hiraki, Kazuhiro
;
Sun, Chuanping
- In:
Journal of empirical finance
65
(
2022
),
pp. 99-124
Persistent link: https://www.econbiz.de/10013286402
Saved in:
10
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:
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