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
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:"Realized correlation"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Realized correlation
20
Correlation
13
Korrelation
13
realized correlation
13
Estimation
9
Schätzung
9
Capital income
6
Kapitaleinkommen
6
Realized volatility
6
Time series analysis
6
Zeitreihenanalyse
6
Volatility
5
Volatilität
5
Portfolio selection
4
Bond-stock correlation
3
Double bounded time series
3
Estimation theory
3
Forecasting model
3
High-frequency data
3
Macroeconomic announcements
3
Portfolio-Management
3
Prognoseverfahren
3
Risikoprämie
3
Risk premium
3
Schätztheorie
3
Welt
3
World
3
correlation risk premium
3
implied correlation
3
international equity options
3
ARCH model
2
ARCH-Modell
2
Aktienmarkt
2
Bitcoin
2
Bond market
2
Cryptocurrency
2
Dependence
2
EU countries
2
EU-Staaten
2
Edgeworth expansions
2
more ...
less ...
Online availability
All
Undetermined
16
Free
12
Type of publication
All
Article
17
Book / Working Paper
17
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Working Paper
5
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Language
All
English
17
Undetermined
17
Author
All
Christiansen, Charlotte
4
Patton, Andrew J.
4
Gorgi, Paolo
3
Koopman, Siem Jan
3
Ranaldo, Angelo
3
Audrino, Francesco
2
Corsi, Fulvio
2
Dovonon, Prosper
2
Faria, Gonçalo
2
Haugom, Erik
2
Hsu, Yuan-Teng
2
Kosowski, Robert L.
2
Lee, Hyunchul
2
Lien, Gudbrand
2
Liu, Hung-Chun
2
Meddahi, Nour
2
Veka, Steinar
2
Wang, Jying-Nan
2
Wang, Tianyu
2
Westgaard, Sjur
2
Alexeev, Vitali
1
Aslanidis, Nektarios
1
Barra, Istvan
1
Beltratti, Andrea
1
Bertram, Philip
1
Bollerslev, Tim
1
Bombardini, Matilde
1
Cutinelli-Rendina, Olimpia
1
De Lira Salvatierra, Irving
1
De Lira Salvatierra, Irving Arturo
1
Dijk, Dick van
1
Dimpfl, Thomas
1
Dungey, Mardi
1
Fresoli, Diego
1
Gillas, Konstantinos Gkillas
1
Goncalves, Silvia
1
Gonçalves, Sílvia
1
Katsiampa, Paraskevi
1
Kim, Heeho
1
Koch, Sophia
1
more ...
less ...
Institution
All
School of Economics and Political Science, Universität St. Gallen
2
Schweizerische Nationalbank (SNB)
2
Departamento de Estadistica, Universidad Carlos III de Madrid
1
Department of Economics, University of Peloponnese
1
Duke University, Department of Economics
1
Ehrvervøkonomisk Institut, Institut for Økonomi
1
International Centre for Economic Research (ICER)
1
School of Economics and Finance, Tasmanian School of Business and Economics
1
School of Economics and Management, University of Aarhus
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
more ...
less ...
Published in...
All
Discussion paper / Tinbergen Institute
2
Discussion papers / CEPR
2
Finance research letters
2
Journal of econometrics
2
Journal of empirical finance
2
Working Papers / Schweizerische Nationalbank (SNB)
2
CREATES Research Papers
1
Economic Modelling
1
Economic modelling
1
Economics Bulletin
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Finance Research Group Working Papers
1
ICER Working Papers
1
International journal of finance & economics : IJFE
1
Journal of Econometrics
1
Journal of Empirical Finance
1
Journal of banking & finance
1
MPRA Paper
1
Review of Economics & Finance
1
Statistical Papers / Springer
1
Statistics and Econometrics Working Papers
1
The quarterly review of economics and finance
1
Tinbergen Institute Discussion Paper
1
University of St. Gallen Department of Economics working paper series 2007
1
University of St. Gallen Department of Economics working paper series 2008
1
Working Papers / Department of Economics, University of Peloponnese
1
Working Papers / Duke University, Department of Economics
1
Working Papers / School of Economics and Finance, Tasmanian School of Business and Economics
1
more ...
less ...
Source
All
RePEc
18
ECONIS (ZBW)
15
EconStor
1
Showing
1
-
10
of
34
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Hacks and the price synchronicity of bitcoin and ether
Wang, Jying-Nan
;
Vigne, Samuel A.
;
Liu, Hung-Chun
;
Hsu, …
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 294-299
Persistent link: https://www.econbiz.de/10014631539
Saved in:
2
A u-shaped relationship between the crypto fear-greed index and the price synchronicity of cryptocurrencies
Wang, Jying-Nan
;
Liu, Hung-Chun
;
Hsu, Yuan-Teng
- In:
Finance research letters
59
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014445400
Saved in:
3
Beta observation-driven models with exogenous regressors : a joint analysis of
realized
correlation
and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
Saved in:
4
Greek government-debt crisis events and European financial markets : news surprises on Greek bond yields and inter-relations of European financial markets
Gillas, Konstantinos Gkillas
;
Katsiampa, Paraskevi
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4037-4054
Persistent link: https://www.econbiz.de/10014429282
Saved in:
5
Attention and retail investor herding in cryptocurrency markets
Koch, Sophia
;
Dimpfl, Thomas
- In:
Finance research letters
51
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014304817
Saved in:
6
Beta observation-driven models with exogenous regressors: a joint analysis of
realized
correlation
and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
-
2020
impact of past values of
realized
correlation
on future values is at least 10% higher when stock returns are negative rather …
Persistent link: https://www.econbiz.de/10012233966
Saved in:
7
Beta observation-driven models with exogenous regressors : a joint analysis of
realized
correlation
and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
-
2020
impact of past values of
realized
correlation
on future values is at least 10% higher when stock returns are negative rather …
Persistent link: https://www.econbiz.de/10012161059
Saved in:
8
The correlation risk premium : international evidence
Faria, Gonçalo
;
Kosowski, Robert L.
;
Wang, Tianyu
- In:
Journal of banking & finance
136
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013448802
Saved in:
9
The correlation risk premium : international evidence
Faria, Gonçalo
;
Kosowski, Robert L.
;
Wang, Tianyu
-
2021
Persistent link: https://www.econbiz.de/10012592939
Saved in:
10
Lobbying behind the frontier
Bombardini, Matilde
;
Cutinelli-Rendina, Olimpia
; …
-
2021
Persistent link: https://www.econbiz.de/10012592948
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
