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Correlation
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52
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Blazsek, Szabolcs
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Applied economics
European journal of operational research : EJOR
797
International journal of theoretical and applied finance
635
Insurance / Mathematics & economics
554
Journal of econometrics
528
IMF Working Papers
404
Journal of banking & finance
369
Finance and stochastics
344
Economics letters
330
Mathematical finance : an international journal of mathematics, statistics and financial theory
320
The journal of futures markets
314
Quantitative finance
303
Finance research letters
301
Discussion paper / Tinbergen Institute
299
Applied mathematical finance
288
The journal of computational finance
279
Journal of economic dynamics & control
278
Risks : open access journal
266
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
238
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236
NBER working paper series
231
The journal of derivatives : the official publication of the International Association of Financial Engineers
229
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228
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215
Operations research letters
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207
International journal of production research
202
Computers & operations research : and their applications to problems of world concern ; an international journal
199
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199
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Management science : journal of the Institute for Operations Research and the Management Sciences
185
Mathematics of operations research
184
Review of derivatives research
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174
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The European journal of finance
160
Journal of empirical finance
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Applied economics letters
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ECONIS (ZBW)
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1
Can cryptocurrencies be a safe haven : a tail risk perspective analysis
Feng, Wenjun
;
Yiming, Wang
;
Zhang, Zhengjun
- In:
Applied economics
50
(
2018
)
44
,
pp. 4745-4762
Persistent link: https://www.econbiz.de/10012061627
Saved in:
2
Systematic extreme
correlation
of Chinese stock market
Long, Jun
;
Yuan, Xianghui
;
Jin, Liwei
;
Zhao, Chencheng
; …
- In:
Applied economics
56
(
2024
)
39
,
pp. 4718-4729
Persistent link: https://www.econbiz.de/10014560394
Saved in:
3
An alternative approach for testing for linear association for two independent stationary AR(1) processess
Agiakloglou, Christos N.
;
Tsimpanos, Apostolos
- In:
Applied economics
44
(
2012
)
34/36
,
pp. 4799-4803
Persistent link: https://www.econbiz.de/10009713321
Saved in:
4
Unobserved heterogeneity in stochastic cost frontier models : an application to Swiss nursing homes
Farsi, Mehdi
;
Filippini, Massimo
;
Kuenzle, Michael
- In:
Applied economics
37
(
2005
)
18
,
pp. 2127-2141
Persistent link: https://www.econbiz.de/10003180485
Saved in:
5
Unconditional density vs conditional density functions in estimating value-at-risk
Chiu, Yen-Chen
;
Chuang, I-Yuan
- In:
Applied economics
53
(
2021
)
4
,
pp. 482-494
Persistent link: https://www.econbiz.de/10012416070
Saved in:
6
The use of option prices to assess the skewness risk premium
Elyasiani, Elyas
;
Gambarelli, Luca
;
Muzzioli, Silvia
- In:
Applied economics
52
(
2020
)
55
,
pp. 6057-6074
Persistent link: https://www.econbiz.de/10012308429
Saved in:
7
Jumps and volatility dynamics in agricultural commodity spot prices
Boroumand, Raphaël Homayoun
;
Goutte, Stéphane
; …
- In:
Applied economics
49
(
2017
)
40
,
pp. 4035-4054
Persistent link: https://www.econbiz.de/10011820009
Saved in:
8
What explains long memory in futures price volatility?
Power, G. J.
;
Turvey, Calum Greig
- In:
Applied economics
43
(
2011
)
22/24
,
pp. 3395-3404
Persistent link: https://www.econbiz.de/10009357366
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9
Option smiling when investors' estimates of asset volatility disagree
Lin, Chien-chih
- In:
Applied economics
46
(
2014
)
31/33
,
pp. 3812-3827
Persistent link: https://www.econbiz.de/10010419898
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10
Evaluating the economy embedded in the Brazilian ethanol-gasoline flex-fuel car : a Real Options approach
Samanez, Carlos P.
;
Ferreira, Léo da R.
;
Nascimento, …
- In:
Applied economics
46
(
2014
)
13/15
,
pp. 1565-1581
Persistent link: https://www.econbiz.de/10010412451
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