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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"SFB 649 discussion paper"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Korrelationsmaß"
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Volatilität
Correlation
24
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ARCH model
8
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Börsenkurs
8
Capital income
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Schätztheorie
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Asgharian, Hossein
1
Boffelli, Simona
1
Caldeira, João F.
1
Caporin, Massimiliano
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Cappiello, Lorenzo
1
Christiansen, Charlotte
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Engle, Robert F.
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1
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1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
SFB 649 discussion paper
Economic modelling
29
Finance research letters
26
International review of financial analysis
23
Energy economics
19
Journal of empirical finance
19
Research in international business and finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Journal of econometrics
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International review of economics & finance : IREF
14
Applied economics
13
Economics letters
13
The North American journal of economics and finance : a journal of financial economics studies
13
Journal of international financial markets, institutions & money
12
Journal of banking & finance
11
International journal of theoretical and applied finance
10
Journal of international money and finance
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Computational economics
9
Econometric reviews
9
Journal of financial econometrics
8
Journal of risk and financial management : JRFM
8
The European journal of finance
8
International journal of forecasting
7
Applied economics letters
6
Applied mathematical finance
6
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
Global finance journal
6
Journal of financial markets
6
Journal of forecasting
6
Cogent economics & finance
5
Emerging markets, finance and trade : EMFT
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International Journal of Energy Economics and Policy : IJEEP
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International journal of finance & economics : IJFE
5
Investment management and financial innovations
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Journal of mathematical finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of futures markets
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The review of financial studies
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1
Structural volatility impulse response function and asymptotic inference
Liu, Xiaochun
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 316-339
Persistent link: https://www.econbiz.de/10011987769
Saved in:
2
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
3
High- and low-frequency correlations in European government bond spreads and their macroeconomic drivers
Boffelli, Simona
;
Skintzi, Vasiliki D.
;
Urga, Giovanni
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
1
,
pp. 62-105
Persistent link: https://www.econbiz.de/10011658739
Saved in:
4
Macro-finance determinants of the long-run stock-bond correlation : the DCC-MIDAS specification
Asgharian, Hossein
;
Christiansen, Charlotte
;
Hou, Ai Jun
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 617-642
Persistent link: https://www.econbiz.de/10011623696
Saved in:
5
Forecasting covariance matrices : a mixed approach
Halbleib, Roxana
;
Voev, Valeri
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 383-417
Persistent link: https://www.econbiz.de/10011589016
Saved in:
6
Identifying asymmetric comovements of international stock market returns
Li, Fuchun
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
3
,
pp. 507-543
Persistent link: https://www.econbiz.de/10010391948
Saved in:
7
Volatility threshold dynamic conditional correlations : an international analysis
Kasch-Haroutounian, Maria
;
Caporin, Massimiliano
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
4
,
pp. 706-742
Persistent link: https://www.econbiz.de/10010233862
Saved in:
8
Asymmetric dynamics in the correlations of global equity and bond returns
Cappiello, Lorenzo
;
Engle, Robert F.
;
Sheppard, Kevin
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
4
,
pp. 537-572
Persistent link: https://www.econbiz.de/10003565737
Saved in:
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