//--> //--> //--> //-->
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:"Research in international business and finance"
~subject:"ARCH model"
~subject:"Deutschland"
~subject:"Multivariate distribution"
~subject:"Schätzung"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Deutschland
Multivariate distribution
Schätzung
Correlation
43
Korrelation
43
ARCH-Modell
25
Aktienmarkt
22
Stock market
22
Volatility
21
Volatilität
21
Capital income
18
Kapitaleinkommen
18
Börsenkurs
14
Share price
14
Financial crisis
13
Finanzkrise
13
Estimation
12
Multivariate Verteilung
11
Portfolio selection
11
Portfolio-Management
11
Welt
11
World
11
Ansteckungseffekt
6
Contagion effect
6
Risikomaß
6
Risk measure
6
Dynamic conditional correlation
5
Financial market
5
Finanzmarkt
5
International financial market
5
Internationaler Finanzmarkt
5
USA
5
United States
5
Virtual currency
5
Virtuelle Währung
5
Asia
4
Asien
4
Bitcoin
4
Cointegration
4
Commodity derivative
4
more ...
less ...
Online availability
All
Undetermined
31
Type of publication
All
Article
38
Type of publication (narrower categories)
All
Article in journal
38
Aufsatz in Zeitschrift
38
Language
All
English
38
Author
All
Mensah, Jones Odei
2
Premaratne, Gamini
2
Tiwari, Aviral Kumar
2
Aboura, Sofiane
1
Agudelo, Diego A.
1
Ahmed, Walid M. A.
1
Al Rababa'a, Abdel Razzaq
1
Alomari, Mohammad
1
Antonakakis, Nikolaos
1
Arab, Mounira Ben
1
Babalos, Vassilios
1
Benito, Sonia
1
Benlagha, Noureddine
1
Bhaduri, Saumitra N.
1
Boukef Jlassi, Nabila
1
Bouoiyour, Jamal
1
Cardona, Laura
1
Chan, Stephen
1
Chevallier, Julien
1
Chkili, Walid
1
Choi, Insu
1
Chu, Jeffrey
1
Degiannakis, Stavros
1
Demirer, Rıza
1
Dimitriou, Dimitrios
1
Ding, Qian
1
Dionísio, Andreia Teixeira Marques
1
Drakos, Anastassios A.
1
Durai, S. Raja Sethu
1
Eliza, Wu
1
Fernandez-Diaz, Jose M.
1
Ferreira, Paulo
1
Garcia-Jorcano, Laura
1
Gozgor, Giray
1
Guo, Yaoqi
1
Gupta, Rangan
1
Gutiérrez, Marcela
1
Gómez González, José Eduardo
1
Hamori, Shigeyuki
1
Huang, Jianbai
1
more ...
less ...
Published in...
All
Research in international business and finance
Economic modelling
69
Applied economics
66
Finance research letters
49
Energy economics
48
Journal of econometrics
45
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
44
Journal of banking & finance
41
International review of financial analysis
39
Applied economics letters
38
Discussion paper series / IZA
38
Economics letters
38
Journal of empirical finance
38
International review of economics & finance : IREF
35
The North American journal of economics and finance : a journal of financial economics studies
35
Journal of international financial markets, institutions & money
32
Working paper / National Bureau of Economic Research, Inc.
32
Insurance / Mathematics & economics
30
Discussion paper / Tinbergen Institute
29
NBER Working Paper
29
NBER working paper series
29
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
26
Journal of international money and finance
22
Journal of risk and financial management : JRFM
22
CESifo working papers
21
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
21
Risks : open access journal
20
Working paper
20
International journal of forecasting
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
17
IZA Discussion Papers
17
Journal of financial econometrics
17
Discussion paper
16
The European journal of finance
15
Econometric reviews
14
The journal of futures markets
14
Computational economics
13
Discussion papers / CEPR
13
The empirical economics letters : a monthly international journal of economics
13
more ...
less ...
Source
All
ECONIS (ZBW)
38
Showing
1
-
10
of
38
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimating historical downside risks of global financial market indices via inflation rate-adjusted
dependence
graphs
Choi, Insu
;
Kim, Woo Chang
- In:
Research in international business and finance
66
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014463360
Saved in:
2
Asymmetric volatility dynamics in cryptocurrency markets on multi-time scales
Kakinaka, Shinji
;
Umeno, Ken
- In:
Research in international business and finance
62
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014248649
Saved in:
3
"Digital gold" and geopolitics
Selmi, Refk
;
Bouoiyour, Jamal
;
Wohar, Mark E.
- In:
Research in international business and finance
59
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013410829
Saved in:
4
An extreme value analysis of the tail relationships between returns and volumes for high frequency cryptocurrencies
Chan, Stephen
;
Chu, Jeffrey
;
Zhang, Yuanyuan
; …
- In:
Research in international business and finance
59
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013402146
Saved in:
5
Dynamical volatility and correlation among US stock and treasury bond cash and futures markets in presence of financial crisis : a copula approach
Liu, Hsiang-Hsi
;
Wang, Teng-Kun
;
Li, Weny
- In:
Research in international business and finance
48
(
2019
),
pp. 381-396
Persistent link: https://www.econbiz.de/10012135956
Saved in:
6
Nonlinear tail
dependence
in cryptocurrency-stock market returns : the role of Bitcoin futures
Lahiani, Amine
;
Jeribi, Ahmed
;
Boukef Jlassi, Nabila
- In:
Research in international business and finance
56
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013266088
Saved in:
7
Nonlinear dynamic correlation between geopolitical risk and oil prices : a study based on high-frequency data
Huang, Jianbai
;
Ding, Qian
;
Zhang, Hongwei
;
Guo, Yaoqi
; …
- In:
Research in international business and finance
56
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013266166
Saved in:
8
Multiscale stock-bond correlation : implications for risk management
Al Rababa'a, Abdel Razzaq
;
Alomari, Mohammad
;
McMillan, …
- In:
Research in international business and finance
58
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013286286
Saved in:
9
Assessing the impact of COVID-19 on major industries in Japan : a dynamic conditional correlation approach
Kanno, Masayasu
- In:
Research in international business and finance
58
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013286740
Saved in:
10
Modelling asymmetric conditional
dependence
between Shanghai and Hong Kong stock markets
Wu, Weiou
;
Lau, Chi Keung
;
Vigne, Samuel A.
- In:
Research in international business and finance
42
(
2017
),
pp. 1137-1149
Persistent link: https://www.econbiz.de/10011760780
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->