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~isPartOf:"Journal of empirical finance"
~subject:"Correlation"
~subject:"Forecasting model"
~subject:"Großbritannien"
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Correlation
Forecasting model
Großbritannien
Korrelation
54
Capital income
26
Kapitaleinkommen
26
Theorie
25
Theory
25
Estimation
23
Schätzung
23
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Christiansen, Charlotte
3
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2
Dark, Jonathan
2
Fałdziński, Marcin
2
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2
Gribisch, Bastian
2
Molnár, Peter
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1
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1
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Journal of empirical finance
Journal of econometrics
113
Economics letters
98
Finance research letters
86
Economic modelling
76
Applied economics
67
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
67
Journal of banking & finance
65
NBER Working Paper
59
NBER working paper series
59
Applied economics letters
51
Working paper / National Bureau of Economic Research, Inc.
51
Discussion paper / Tinbergen Institute
50
International review of financial analysis
48
Energy economics
45
Research in international business and finance
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45
International review of economics & finance : IREF
43
Econometric reviews
38
International journal of forecasting
35
Journal of international financial markets, institutions & money
35
Discussion paper series / IZA
33
International journal of theoretical and applied finance
32
Journal of international money and finance
32
Computational economics
31
The North American journal of economics and finance : a journal of financial economics studies
30
CESifo working papers
29
Discussion paper / Centre for Economic Policy Research
28
Econometric theory
28
European journal of operational research : EJOR
27
Journal of risk and financial management : JRFM
27
The review of financial studies
27
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
Journal of forecasting
25
The journal of futures markets
24
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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CREATES research paper
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Cambridge working papers in economics
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Journal of financial econometrics
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ECONIS (ZBW)
54
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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
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
- 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:
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