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~subject:"Dynamic conditional correlation"
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Dynamic conditional correlation
Correlation
140
Korrelation
140
ARCH-Modell
139
ARCH model
137
Volatility
83
Volatilität
83
dynamic conditional correlation
83
Schätzung
74
Estimation
73
Stock market
62
Aktienmarkt
60
Capital income
53
Kapitaleinkommen
53
Financial crisis
46
Finanzkrise
44
Dynamic Conditional Correlation
43
Börsenkurs
42
Share price
41
Theorie
35
Theory
35
Spillover effect
34
Spillover-Effekt
34
Finanzmarkt
30
Financial market
29
Contagion effect
28
Portfolio selection
28
Portfolio-Management
28
Ansteckungseffekt
27
Exchange rate
21
Zeitreihenanalyse
20
Emerging economies
19
GARCH
19
Schwellenländer
19
Time series analysis
19
Wechselkurs
19
Multivariate GARCH
18
Forecasting model
17
Prognoseverfahren
17
Contagion
16
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Undetermined
86
Free
37
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Article
121
Book / Working Paper
35
Journal
1
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Article in journal
88
Aufsatz in Zeitschrift
88
Working Paper
11
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Language
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English
106
Undetermined
51
Author
All
Antonakakis, Nikolaos
14
Sensoy, Ahmet
13
Scharler, Johann
9
Hacihasanoglu, Erk
7
Kenourgios, Dimitris
6
Silvennoinen, Annastiina
6
Teräsvirta, Timo
6
Dimitriou, Dimitrios
4
McAleer, Michael
4
Sobaci, Cihat
4
Akhtaruzzaman, Md.
3
Bianconi, Marcelo
3
Erturk, Mutahhar
3
Fałdziński, Marcin
3
Fiszeder, Piotr
3
Hafner, Christian M.
3
Hamori, Shigeyuki
3
Huang, Xin
3
Kim, Hyeongwoo
3
Molnár, Peter
3
Ozturk, Kevser
3
Shamsuddin, Abul
3
Tamakoshi, Go
3
Zhou, Hao
3
Zhu, Haibin
3
Chiu, Chih-Chieh
2
Connor, Gregory
2
Dark, Jonathan
2
Easton, Steve
2
Engle, Robert F.
2
Fassas, Athanasios
2
Hasim, Haslifah Mohamad
2
Heimonen, Kari
2
Ji, Qiang
2
Karagozoglu, Ahmet K.
2
Kotkatvuori-Örnberg, Juha
2
Le Pen, Yannick
2
Lehkonen, Heikki
2
Missio, Sebastian
2
Moore, Tomoe
2
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
4
Bank for International Settlements (BIS)
2
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
2
FIW
2
Institut für Volkswirtschaftslehre, Johannes-Kepler-Universität Linz
2
School of Economics and Management, University of Aarhus
2
Université Paris-Dauphine (Paris IX)
2
Department of Economics and Finance, College of Business and Economics
1
EconWPA
1
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1
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1
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1
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1
Vienna University of Economics and Business, Department of Economics
1
Wirtschafts- und Sozialwissenschaftliche Fakultät, Friedrich-Alexander-Universität Erlangen-Nürnberg
1
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Economic modelling
8
Energy economics
6
Research in international business and finance
6
The North American journal of economics and finance : a journal of financial economics studies
6
International review of economics & finance : IREF
5
International review of financial analysis
5
Journal of empirical finance
5
Journal of international financial markets, institutions & money
5
Journal of International Money and Finance
4
MPRA Paper
4
Economic Modelling
3
International Review of Financial Analysis
3
Journal of financial stability
3
Physica A: Statistical Mechanics and its Applications
3
Review of quantitative finance and accounting
3
SSE/EFI Working Paper Series in Economics and Finance
3
BIS Working Papers
2
CREATES Research Papers
2
Economics Letters
2
Economics Papers from University Paris Dauphine
2
Economics letters
2
Economics working papers / Institut für Volkswirtschaftslehre, Johannes-Kepler-Universität Linz
2
Emerging markets review
2
Energy Economics
2
FIW Working Paper
2
FIW Working Paper series
2
Finance research letters
2
International Review of Economics & Finance
2
Journal of Financial Stability
2
Journal of International Financial Markets, Institutions and Money
2
Quantitative finance
2
The Journal of Real Estate Finance and Economics
2
Tinbergen Institute Discussion Paper
2
Working Paper
2
Aquaculture economics & management : official journal of the International Association of Aquaculture Economics and Management
1
BGPE Discussion Paper
1
Computational economics
1
Department of Economics Working Papers / Vienna University of Economics and Business, Department of Economics
1
Discussion papers / CEPR
1
Documentos de Trabajo del ICAE
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ECONIS (ZBW)
90
RePEc
57
EconStor
9
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Volatility spillovers, structural breaks and uncertainty in technology sector markets
Arnell, Linn
;
Engström, Emma
;
Uddin, Mohammed Gazi Salah
; …
- In:
Financial innovation : FIN
9
(
2023
)
1
,
pp. 1-31
This study uses the
dynamic
conditional
correlation
to investigate how technology subsector stocks interact with …
Persistent link: https://www.econbiz.de/10014525024
Saved in:
3
Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity
Pelagatti, Matteo
;
Sbrana, Giacomo
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 451-464
Persistent link: https://www.econbiz.de/10014552077
Saved in:
4
Optimal portfolio allocation and asset centrality revisited
Olmo, Jose
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1475-1490
Persistent link: https://www.econbiz.de/10012624148
Saved in:
5
No place like home : home bias and flight-to-quality in Group of Seven countries
Socaciu, Erzsébet-Mirjám
;
Zsolt Nagy, Bálint
; …
- In:
Economic modelling
129
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014472086
Saved in:
6
Do preferred REITs have portfolio enhancement attributes? : an empirical investigation
Anderson, Randy I.
;
Guirguis, Hany S.
;
Loviscek, Anthony L.
- In:
The journal of real estate finance and economics
67
(
2023
)
4
,
pp. 656-672
Persistent link: https://www.econbiz.de/10014444092
Saved in:
7
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:
8
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
9
The beneficial role of green bonds as a new strategic asset class : dynamic dependencies, allocation and diversification before and during the pandemic era
Martiradonna, Monica
;
Romagnoli, Silvia
;
Santini, Amia
- In:
Energy economics
120
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014284561
Saved in:
10
Attention to oil prices and its impact on the oil, gold and stock markets and their covariance
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Energy economics
120
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014285888
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