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~isPartOf:"Journal of empirical finance"
~subject:"Finanzmarkt"
~subject:"Volatilität"
~subject:"World"
~type:"article"
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Search: subject_exact:"Korrelationskoeffizient"
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Finanzmarkt
Volatilität
World
Correlation
54
Korrelation
54
Capital income
23
Kapitaleinkommen
23
ARCH model
20
ARCH-Modell
20
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19
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19
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Christiansen, Charlotte
3
Conrad, Christian
2
Fałdziński, Marcin
2
Fiszeder, Piotr
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2
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1
Aslanidis, Nekatrios
1
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Journal of empirical finance
Finance research letters
38
Economic modelling
35
International review of financial analysis
31
Energy economics
25
Journal of international financial markets, institutions & money
25
Research in international business and finance
25
International review of economics & finance : IREF
24
Journal of international money and finance
22
Journal of banking & finance
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Applied economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of econometrics
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Economics letters
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The North American journal of economics and finance : a journal of financial economics studies
17
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Applied economics letters
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Global finance journal
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International journal of theoretical and applied finance
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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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9
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9
The journal of futures markets
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International journal of finance & economics : IJFE
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
International journal of forecasting
7
Investment management and financial innovations
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Journal of financial markets
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Quantitative finance
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The review of financial studies
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International Journal of Financial Studies : open access journal
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Journal of economic dynamics & control
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Cogent economics & finance
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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)
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Macro-economic determinants of European stock and government bond correlations : a tale of two regions
Perego, Erica R.
;
Vermeulen, Wessel N.
- In:
Journal of empirical finance
37
(
2016
),
pp. 214-232
Persistent link: https://www.econbiz.de/10011663033
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
Timescale-dependent stock market comovement : BRICs vs. developed markets
Lehkonen, Heikki
;
Heimonen, Kari
- In:
Journal of empirical finance
28
(
2014
),
pp. 90-103
Persistent link: https://www.econbiz.de/10011285085
Saved in:
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