//--> //--> //--> //-->
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:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"ARCH model"
~subject:"Capital income"
~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
Capital income
Multivariate distribution
Schätzung
Correlation
28
Korrelation
28
Estimation
21
Börsenkurs
18
Share price
18
Volatility
17
Volatilität
17
ARCH-Modell
15
Kapitaleinkommen
14
Multivariate Verteilung
13
Aktienmarkt
12
Portfolio selection
12
Portfolio-Management
12
Stock market
12
Tail dependence
10
Theorie
10
Theory
10
Welt
10
World
10
Exchange rate
9
Statistical distribution
9
Statistische Verteilung
9
Wechselkurs
9
Cointegration
8
Kointegration
8
Oil price
8
Risikomaß
8
Risk measure
8
Ölpreis
8
Aktienindex
7
China
7
Financial crisis
7
Financial market
7
Finanzkrise
7
Finanzmarkt
7
Stock index
7
more ...
less ...
Online availability
All
Undetermined
31
Type of publication
All
Article
35
Type of publication (narrower categories)
All
Article in journal
35
Aufsatz in Zeitschrift
35
Language
All
English
35
Author
All
Yoon, Seong-min
3
Chang, Kuang-Liang
2
Dong, Xiyong
2
Li, Changhong
2
Mo, Guoli
2
Tan, Chunzhi
2
Tiwari, Aviral Kumar
2
Ur Rehman, Mobeen
2
Ye, Wuyi
2
Zhang, Weiguo
2
Acedański, Jan
1
Adewuyi, Adeolu O.
1
Ahmad, Nasir
1
Al Rababa'a, Abdel Razzaq
1
Albulescu, Claudiu Tiberiu
1
Aloui, Riadh
1
Balcilar, Mehmet
1
Ben Aïssa, Mohamed Safouane
1
Chang, Chia-Lin
1
Dimitriou, Dimitrios
1
Donadelli, Michael
1
Drakonaki, Emmanouela
1
Ferrer, Román
1
Gao, Tianqing
1
Gao, Zhenbin
1
Ge, Yajing
1
Guo, Ranran
1
Gupta, Rangan
1
Hanif, Waqas
1
Hau, Liya
1
Heinlein, Reinhold
1
Hernandez, Jose Arreola
1
Ida, Daisuke
1
Jammazi, Rania
1
Jiang, Yong
1
Jouini, Jamel
1
Jung, Hojin
1
Karkowska, Renata
1
Katzke, Nico
1
Kenourgios, Dimitris
1
more ...
less ...
Published in...
All
The North American journal of economics and finance : a journal of financial economics studies
Economic modelling
74
Applied economics
71
Finance research letters
70
Journal of econometrics
55
Journal of banking & finance
51
Energy economics
48
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
48
Journal of empirical finance
48
International review of financial analysis
47
Applied economics letters
45
Research in international business and finance
42
Economics letters
40
International review of economics & finance : IREF
36
Discussion paper series / IZA
35
NBER Working Paper
35
NBER working paper series
35
Working paper / National Bureau of Economic Research, Inc.
35
Discussion paper / Tinbergen Institute
34
Insurance / Mathematics & economics
34
Journal of international financial markets, institutions & money
32
Journal of risk and financial management : JRFM
31
Journal of international money and finance
26
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
23
CESifo working papers
22
International journal of forecasting
22
Journal of financial econometrics
21
Risks : open access journal
21
Working paper
21
Econometric reviews
19
The European journal of finance
19
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
18
Discussion paper
16
IZA Discussion Papers
15
Journal of economic dynamics & control
15
The journal of futures markets
15
International journal of theoretical and applied finance
14
The empirical economics letters : a monthly international journal of economics
14
more ...
less ...
Source
All
ECONIS (ZBW)
35
Showing
1
-
10
of
35
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Predicting the portfolio risk of high-dimensional international stock indices with dynamic spatial
dependence
Mo, Guoli
;
Zhang, Weiguo
;
Tan, Chunzhi
;
Liu, Xing
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013413442
Saved in:
2
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market
Gao, Zhenbin
;
Zhang, Jie
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
Saved in:
3
Oil price shocks and stock-bond correlation
Ziadat, Salem Adel
;
Al Rababa'a, Abdel Razzaq
;
Ur …
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014486268
Saved in:
4
The impact of Twitter-based sentiment on US sectoral returns
Zeitun, Rami
;
Ur Rehman, Mobeen
;
Ahmad, Nasir
;
Xuan Vinh Vo
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246833
Saved in:
5
Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric?
Hanif, Waqas
;
Hernandez, Jose Arreola
;
Sadorsky, Perry A.
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012659565
Saved in:
6
Empirical evidence of extreme
dependence
and contagion risk between main cryptocurrencies
Tiwari, Aviral Kumar
;
Adewuyi, Adeolu O.
;
Albulescu, …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012659682
Saved in:
7
Modeling dynamic conditional correlations with leverage effects and volatility spillover effects : evidence from the Chinese and US stock markets affected by the recent trade frict...
Pan, Qunxing
;
Mei, Xiaowen
;
Gao, Tianqing
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013413579
Saved in:
8
Contagion testing in frontier markets under alternative stressful S&P 500 market scenarios
Mahadeo, Scott M. R.
;
Heinlein, Reinhold
;
Legrenzi, …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013449099
Saved in:
9
Instability spillovers in the banking sector : a spatial econometrics approach
Acedański, Jan
;
Karkowska, Renata
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013449356
Saved in:
10
Market risks that change domestic diversification benefits
Sarwar, Ghulam
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014225809
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->