//--> //--> //--> //-->
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:"Applied economics letters"
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
Option-implied correlations, f...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation
1,182
Schätzung
1,182
Theorie
1,095
Theory
1,095
Volatility
264
Volatilität
264
United States
240
USA
239
Börsenkurs
215
Share price
215
Welt
204
World
204
Capital income
184
Kapitaleinkommen
184
Aktienmarkt
142
Stock market
142
Time series analysis
141
Zeitreihenanalyse
141
Economic growth
134
Wirtschaftswachstum
134
Portfolio selection
132
Portfolio-Management
132
Forecasting model
129
Prognoseverfahren
129
Kaufkraftparität
118
Purchasing power parity
118
Cointegration
115
Kointegration
115
Panel
109
Panel study
109
Einheitswurzeltest
95
Geldpolitik
95
Monetary policy
95
Unit root test
95
Risiko
91
Risk
91
Business cycle
81
Konjunktur
81
Exchange rate
78
Wechselkurs
78
more ...
less ...
Online availability
All
Undetermined
899
Free
12
Type of publication
All
Article
2,368
Type of publication (narrower categories)
All
Article in journal
2,366
Aufsatz in Zeitschrift
2,366
Rezension
1
Systematic review
1
Übersichtsarbeit
1
Language
All
English
2,368
Author
All
Chang, Tsangyao
37
Su, Chi-Wei
16
Bahmani-Oskooee, Mohsen
11
Gil-Alaña, Luis A.
11
Pierdzioch, Christian
10
Afonso, António
9
Gupta, Rangan
9
Afonso, Oscar
8
Bhaskara Rao, Buddhavarapu
8
Caporale, Guglielmo Maria
8
Chang, Hsu-Ling
8
Hamori, Shigeyuki
8
Wagner, Joachim
8
Cook, Steven
7
Goel, Rajeev K.
7
Hatemi-J, Abdulnasser
7
Hsing, Yu
7
Huang, Ho-chuan
7
Lee, Chia-hao
7
Simonian, Joseph
7
Sosvilla-Rivero, Simón
7
Weisman, Dennis L.
7
Yoon, Gawon
7
Apergēs, Nikolaos
6
Herzer, Dierk
6
Liu, Wen-chi
6
Peel, David
6
Schaub, Mark
6
Tiwari, Aviral Kumar
6
Cebula, Richard J.
5
Chong, Terence Tai-Leung
5
Grobys, Klaus
5
Haley, M. Ryan
5
Liu, Yu-Shao
5
Lu, Yang-cheng
5
Narayan, Paresh Kumar
5
Paudel, Krishna P.
5
Ryu, Doojin
5
Shaffer, Sherrill
5
Shavit, Tal
5
more ...
less ...
Published in...
All
Applied economics letters
NBER working paper series
9,291
Working paper / National Bureau of Economic Research, Inc.
9,027
NBER Working Paper
8,380
Economics letters
6,124
Discussion paper / Centre for Economic Policy Research
5,792
European journal of operational research : EJOR
5,244
Discussion paper series / IZA
5,002
CESifo working papers
4,948
Working paper
3,737
Applied economics
3,334
Journal of economic theory
2,926
Discussion paper / Tinbergen Institute
2,796
Journal of economic dynamics & control
2,689
IZA Discussion Paper
2,649
The American economic review
2,648
Economic modelling
2,588
IZA Discussion Papers
2,541
CESifo Working Paper
2,518
Discussion paper
2,482
Journal of economic behavior & organization : JEBO
2,422
Computers & operations research : and their applications to problems of world concern ; an international journal
2,350
Europäische Hochschulschriften / 5
2,279
Journal of econometrics
2,222
Journal of banking & finance
2,211
European economic review : EER
2,184
CESifo Working Paper Series
2,037
SpringerLink / Bücher
2,015
International journal of production research
1,986
Energy economics
1,970
Journal of public economics
1,943
The economic journal : the journal of the Royal Economic Society
1,937
Games and economic behavior
1,875
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,827
Finance research letters
1,810
Discussion paper / Center for Economic Research, Tilburg University
1,791
IMF working papers
1,791
Discussion papers / CEPR
1,762
Management science : journal of the Institute for Operations Research and the Management Sciences
1,721
Journal of monetary economics
1,599
more ...
less ...
Source
All
ECONIS (ZBW)
2,368
Showing
1
-
10
of
2,368
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Implied
correlation
indices and
volatility
forecasting
Fink, Holger Maria
;
Geppert, Sabrina
- In:
Applied economics letters
24
(
2017
)
7/9
,
pp. 584-588
Persistent link: https://www.econbiz.de/10011713025
Saved in:
2
Asymmetric ambiguity spillover among international equity markets
Qin, Xiao
;
Wang, Yuwen
- In:
Applied economics letters
30
(
2023
)
13
,
pp. 1843-1849
Persistent link: https://www.econbiz.de/10014305155
Saved in:
3
Correlation
evidence in the dynamics of agricultural commodity prices
Boroumand, Raphaël Homayoun
;
Goutte, Stephane
; …
- In:
Applied economics letters
21
(
2014
)
16/18
,
pp. 1238-1242
Persistent link: https://www.econbiz.de/10010465638
Saved in:
4
Dynamic correlations and
volatility
spillovers between stock price and exchange rate in BRIICS economies : evidence from the COVID-19 outbreak period
Rai, Karan
;
Garg, Bhavesh
- In:
Applied economics letters
29
(
2022
)
8
,
pp. 738-745
Persistent link: https://www.econbiz.de/10013171046
Saved in:
5
A change in the time-varying
correlation
between oil prices and the stock market
Jones, Paul
;
Collins, Luke
- In:
Applied economics letters
26
(
2019
)
7
,
pp. 537-542
Persistent link: https://www.econbiz.de/10012204266
Saved in:
6
Estimating portfolio value-at-risk via dynamic conditional
correlation
MGARCH model : an empirical study on foreign exchange rates
Hsu Ku, Yuan-Hung
;
Wang, Jai Jen
- In:
Applied economics letters
15
(
2008
)
7/9
,
pp. 533-538
Persistent link: https://www.econbiz.de/10003741298
Saved in:
7
Are momentum crashes pervasive regardless of strategy? : evidence from the foreign exchange market
Grobys, Klaus
;
Haga, Jesper
- In:
Applied economics letters
24
(
2017
)
20
,
pp. 1499-1503
Persistent link: https://www.econbiz.de/10011853099
Saved in:
8
Saving-investment correlations and capital mobility in OECD countries : an error correction analysis
Kalyoncu, Husyin
- In:
Applied economics letters
14
(
2007
)
7/9
,
pp. 597-601
Persistent link: https://www.econbiz.de/10003512274
Saved in:
9
Testing the Friedman-Schwartz hypothesis using time-varying
correlation
analysis
Ghosh, Taniya
;
Parab, Prashant Mehul
- In:
Applied economics letters
26
(
2019
)
20
,
pp. 1694-1699
Persistent link: https://www.econbiz.de/10012204884
Saved in:
10
Time-varying ARFIMA-GARCH model with symmetric thresholds : applications to inflation
Tan, Zhengxun
;
Liu, Juan
- In:
Applied economics letters
28
(
2021
)
5
,
pp. 373-377
Persistent link: https://www.econbiz.de/10012485002
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->