//--> //--> //-->
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:"Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft"
~subject:"ARCH model"
~subject:"EU-Staaten"
~subject:"Portfolio-Management"
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_exact:"Kovarianz"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
EU-Staaten
Portfolio-Management
Correlation
10
Korrelation
10
Estimation
6
Schätzung
6
Theorie
6
Theory
6
Cointegration
5
Kointegration
5
USA
4
United States
4
VAR model
4
VAR-Modell
4
Credit rating
3
Credit risk
3
Kreditrisiko
3
Kreditwürdigkeit
3
Deutschland
2
EU countries
2
Germany
2
Interest rate
2
Interest rate policy
2
Portfolio selection
2
Statistical test
2
Statistischer Test
2
Time series analysis
2
Zeitreihenanalyse
2
Zins
2
Zinspolitik
2
ARCH-Modell
1
Aktienindex
1
Analysis of variance
1
Bank risk
1
Bankrisiko
1
Basel Accord
1
Basler Akkord
1
Beschäftigungseffekt
1
Börsenkurs
1
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
5
Type of publication (narrower categories)
All
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Language
All
English
3
German
2
Author
All
Weber, Enzo
3
Hamerle, Alfred
2
Trenkler, Carsten
2
Knapp, Michael
1
Rösch, Daniel
1
Wildenauer, Nicole
1
Published in...
All
Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft
Finance research letters
44
Journal of empirical finance
31
Journal of banking & finance
30
Research in international business and finance
30
International review of financial analysis
29
Economic modelling
27
International review of economics & finance : IREF
24
Applied economics
23
Energy economics
23
Journal of international financial markets, institutions & money
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Journal of econometrics
21
Discussion paper / Tinbergen Institute
19
Applied economics letters
16
Computational economics
15
Economics letters
15
Journal of financial econometrics
15
Journal of international money and finance
15
The North American journal of economics and finance : a journal of financial economics studies
14
Journal of risk and financial management : JRFM
12
The European journal of finance
11
The journal of asset management
11
The journal of futures markets
11
Working paper
11
Quantitative finance
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
The review of financial studies
10
CREATES research paper
9
International journal of forecasting
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Working paper series / University of Zurich, Department of Economics
9
CORE discussion papers : DP
8
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
European journal of operational research : EJOR
8
Working papers
8
Econometric reviews
7
Financial markets and portfolio management
7
International Journal of Energy Economics and Policy : IJEEP
7
International journal of finance & economics : IJFE
7
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing for codependence of non-stationary variables
Trenkler, Carsten
;
Weber, Enzo
-
2010
Persistent link: https://www.econbiz.de/10008697059
Saved in:
2
Structural conditional correlation
Weber, Enzo
-
2009
Persistent link: https://www.econbiz.de/10003908252
Saved in:
3
Codependence and cointegration
Trenkler, Carsten
;
Weber, Enzo
-
2009
Persistent link: https://www.econbiz.de/10003908288
Saved in:
4
Auswirkungen unterschiedlicher Assetkorrelationen in Mehr-Sektoren-Kreditportfoliomodellen
Hamerle, Alfred
;
Knapp, Michael
;
Wildenauer, Nicole
-
2005
Persistent link: https://www.econbiz.de/10003228299
Saved in:
5
Zur Ermittlung systematischer Risikofaktoren und Korrelationen in "bedingten" Kreditportfoliomodellen
Hamerle, Alfred
-
2000
Persistent link: https://www.econbiz.de/10013408256
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->