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Search: subject:"Conditional correlation"
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ARCH-Modell
193
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191
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190
ARCH model
189
Dynamic conditional correlation
158
Volatility
124
Volatilität
121
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107
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103
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87
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87
dynamic conditional correlation
83
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78
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78
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68
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66
Financial crisis
58
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55
Conditional correlation
54
Theorie
44
Theory
44
conditional correlation
44
Dynamic Conditional Correlation
43
Portfolio selection
43
Portfolio-Management
43
Spillover effect
43
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43
Finanzmarkt
36
Financial market
34
Contagion effect
33
Ansteckungseffekt
32
GARCH
29
Multivariate GARCH
28
Exchange rate
27
Emerging economies
26
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26
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Antonakakis, Nikolaos
23
Sensoy, Ahmet
19
Kim, Hyeongwoo
15
McAleer, Michael
14
Hamori, Shigeyuki
13
Scharler, Johann
12
Silvennoinen, Annastiina
11
Teräsvirta, Timo
10
Hacihasanoglu, Erk
9
Hafner, Christian M.
9
Gupta, Rangan
8
Kenourgios, Dimitris
8
Morana, Claudio
8
Tamakoshi, Go
8
Anderson, Seth
6
Beard, T. Randolph
6
Dimitriou, Dimitrios
6
Sbrana, Giacomo
6
Sobaci, Cihat
6
Toyoshima, Yuki
6
Aslanidis, Nektarios
5
Bianconi, Marcelo
5
Bouri, Elie I.
5
Jin, Xisong
5
Kim, Bong-Han
5
Stern, Liliana
5
Weber, Enzo
5
Zhang, Bing
5
Erturk, Mutahhar
4
Katzke, Nico
4
Munandar, Haris
4
Ozturk, Kevser
4
Signori, Ombretta
4
Ülkü, Numan
4
Akhtaruzzaman, Md.
3
Balcilar, Mehmet
3
Connor, Gregory
3
Dijk, Dick van
3
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3
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
14
Department of Economics, Auburn University
9
Research Department, Borsa İstanbul
5
School of Economics and Management, University of Aarhus
5
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
3
Erasmus University Rotterdam, Econometric Institute
3
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
3
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3
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2
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
2
Centro Ricerche Nord Sud (CRENoS)
2
Departamento de Estadistica, Universidad Carlos III de Madrid
2
Department of Economics and Finance, College of Business and Economics
2
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2
Department of Economics, Tufts University
2
EconWPA
2
EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X)
2
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2
Finance Discipline Group, Business School
2
Hong Kong Monetary Authority
2
Institut de Préparation à l'Administration et à la Gestion (IPAG)
2
Institut für Volkswirtschaftslehre, Johannes-Kepler-Universität Linz
2
Tinbergen Instituut
2
University of Toronto, Department of Economics
2
Université Paris-Dauphine
2
Vienna University of Economics and Business, Department of Economics
2
Wirtschaftswissenschaftliche Fakultät, Universität Regensburg
2
İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi
2
Banque de France
1
Center for Advanced Research in Finance and Banking (CARFIB), Academia de Studii Economice din Bucureşti
1
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1
Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials
1
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1
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1
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1
Department of Economics, Faculty of Economic and Management Sciences
1
Department of Economics, National University of Ireland
1
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1
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1
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MPRA Paper
14
Economic modelling
13
International review of economics & finance : IREF
12
Research in international business and finance
12
Journal of international financial markets, institutions & money
10
Applied economics
9
Auburn Economics Working Paper Series
9
International review of financial analysis
9
The North American journal of economics and finance : a journal of financial economics studies
9
Energy economics
7
Finance research letters
7
CREATES Research Papers
5
Economic Modelling
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
Journal of International Financial Markets, Institutions and Money
5
Journal of Risk and Financial Management
5
Journal of empirical finance
5
Journal of risk and financial management : JRFM
5
Working Paper / Research Department, Borsa İstanbul
5
International Review of Economics & Finance
4
International Review of Financial Analysis
4
International journal of economics and financial issues : IJEFI
4
Journal of International Money and Finance
4
Physica A: Statistical Mechanics and its Applications
4
SSE/EFI Working Paper Series in Economics and Finance
4
Working Paper
4
Working paper
4
Computational economics
3
Discussion paper / Tinbergen Institute
3
Econometric Institute Report
3
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3
Econometric Reviews
3
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3
Economics Bulletin
3
Economics Letters
3
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3
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3
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ECONIS (ZBW)
272
RePEc
198
EconStor
31
BASE
4
Other ZBW resources
4
Showing
31
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40
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509
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31
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:
32
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
Saved in:
33
The relationship between crude oil futures and exchange rates in the context of the Covid-19 shock : a tale of two markets
Yu, Ziliang
;
Liu, Yanan
;
Mang, Huiting
;
Liu, Xiaomeng
- In:
Journal of risk
25
(
2023
)
4
,
pp. 83-120
Persistent link: https://www.econbiz.de/10014314628
Saved in:
34
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:
35
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
Saved in:
36
The relationship between crude oil futures and exchange rates in the context of the Covid-19 shock : a tale of two markets
Yu, Ziliang
;
Liu, Yanan
;
Mang, Huiting
;
Liu, Xiaomeng
- In:
Journal of risk : JOR
25
(
2023
)
4
,
pp. 83-120
Persistent link: https://www.econbiz.de/10014487111
Saved in:
37
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:
38
Analyzing commodity futures and stock market indices : hedging strategies using asymmetric dynamic
conditional
correlation
models
Alshammari, Saad
;
Obeid, Hassan
- In:
Finance research letters
56
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014473654
Saved in:
39
Deconstructing the Gerber statistic
Flint, Emlyn
;
Polakow, Daniel
- In:
Finance research letters
56
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014473719
Saved in:
40
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:
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