//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of empirical finance"
~subject:"Correlation"
~subject:"Finanzkrise"
~subject:"Großbritannien"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"dependence"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Correlation
Finanzkrise
Großbritannien
Korrelation
54
Capital income
26
Kapitaleinkommen
26
Theorie
25
Theory
25
Estimation
23
Schätzung
23
ARCH model
21
ARCH-Modell
21
Volatility
21
Volatilität
21
Börsenkurs
19
Share price
19
Aktienmarkt
16
Stock market
16
Portfolio selection
15
Portfolio-Management
15
Time series analysis
13
Zeitreihenanalyse
13
Forecasting model
8
Prognoseverfahren
8
CAPM
7
Estimation theory
7
Multivariate Verteilung
7
Multivariate distribution
7
Schätztheorie
7
USA
7
United States
7
Risikomaß
6
Risk measure
6
Aktienindex
5
Credit risk
5
Dynamic conditional correlation
5
Kreditrisiko
5
Stock index
5
Analysis of variance
4
Financial crisis
4
more ...
less ...
Online availability
All
Undetermined
24
Free
1
Type of publication
All
Article
54
Type of publication (narrower categories)
All
Article in journal
54
Aufsatz in Zeitschrift
54
Language
All
English
54
Author
All
Christiansen, Charlotte
3
Conrad, Christian
2
Dark, Jonathan
2
Fałdziński, Marcin
2
Fiszeder, Piotr
2
Gribisch, Bastian
2
Molnár, Peter
2
Abergel, Frédéric
1
Agosto, Arianna
1
Aslanidis, Nekatrios
1
Aslanidis, Nektarios
1
Bae, Jinho
1
Ball, Clifford A.
1
Becker, Christoph
1
Bera, Anil K.
1
Bhanot, Karan
1
Blau, Benjamin
1
Blümke, Oliver
1
Brooks, Chris
1
Campbell, Rachel
1
Caporale, Guglielmo Maria
1
Cavaliere, Giuseppe
1
Chelley-Steeley, Patricia L.
1
Chiarella, Carl
1
Chung, Y. Peter
1
Cipollini, Andrea
1
Contessi, Silvio
1
De Lira Salvatierra, Irving Arturo
1
De Nard, Gianluca
1
De Pace, Pierangelo
1
Dijk, Dick van
1
Eckel, Stefanie Martina
1
Forbes, Catherine Scipione
1
Francis, Bill B.
1
Gillen, Benjamin J.
1
Golosnoy, Vasyl
1
Griffith, Todd
1
Guidolin, Massimo
1
Hartkopf, Jan Patrick
1
Harvey, Andrew C.
1
more ...
less ...
Published in...
All
Journal of empirical finance
Journal of econometrics
108
Economics letters
98
Finance research letters
79
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
Applied economics letters
48
International review of economics & finance : IREF
46
International review of financial analysis
46
Research in international business and finance
45
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
23
SFB 649 discussion paper
23
CREATES research paper
22
Games and economic behavior
22
more ...
less ...
Source
All
ECONIS (ZBW)
54
Showing
1
-
10
of
54
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
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
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:
7
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:
8
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:
9
Factor state-space models for high-dimensional realized covariance matrices of asset returns
Gribisch, Bastian
;
Hartkopf, Jan Patrick
;
Liesenfeld, Roman
- In:
Journal of empirical finance
55
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012175249
Saved in:
10
Time varying integration of European stock markets and monetary drivers
Lee, Hyunchul
;
Kim, Heeho
- In:
Journal of empirical finance
58
(
2020
),
pp. 369-385
Persistent link: https://www.econbiz.de/10012430711
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->