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Derivat
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66
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Frino, Alex
3
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3
Füss, Roland
3
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3
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3
Taylor, Stephen
3
Wagner, Wolf
3
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Journal of banking & finance
Journal of econometrics
1,729
Economics letters
1,098
Econometric theory
747
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
643
IMF Working Papers
522
NBER Working Paper
479
Econometric reviews
478
NBER working paper series
466
The journal of futures markets
446
CEMMAP working papers / Centre for Microdata Methods and Practice
378
Discussion paper / Tinbergen Institute
372
Working paper / National Bureau of Economic Research, Inc.
367
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
341
Journal of the American Statistical Association : JASA
337
European journal of operational research : EJOR
321
Applied economics
300
Applied economics letters
292
The econometrics journal
273
Discussion paper series / IZA
264
Série des documents de travail / Centre de Recherche en Économie et Statistique
255
Working paper
251
Economic modelling
244
Journal of applied econometrics
239
International journal of theoretical and applied finance
233
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
227
Cowles Foundation discussion paper
226
Discussion paper
216
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
215
Discussion paper / Center for Economic Research, Tilburg University
213
Energy economics
208
Finance research letters
204
Oxford bulletin of economics and statistics
202
International journal of forecasting
189
Journal of quantitative economics : official journal of the Indian Econometric Society
174
Working paper / Department of Econometrics and Business Statistics, Monash University
173
The review of economics and statistics
172
Working paper series
165
Computational economics
163
CREATES research paper
160
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ECONIS (ZBW)
313
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1
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313
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1
An approximation method for analysis and valuation of credit
correlation
derivatives
Egami, Masahiko
;
Esteghamat, Kian
- In:
Journal of banking & finance
30
(
2006
)
2
,
pp. 341-364
Persistent link: https://www.econbiz.de/10003291266
Saved in:
2
Are correlations constant? : empirical and theoretical results on popular
correlation
models in finance
Adams, Zeno
;
Füss, Roland
;
Glück, Thorsten
- In:
Journal of banking & finance
84
(
2017
),
pp. 9-24
Persistent link: https://www.econbiz.de/10011816833
Saved in:
3
Parameter uncertainty in portfolio selection : shrinking the inverse covariance matrix
Kourtis, Apostolos
;
Dotsis, George
;
Markellos, Raphaēl N.
- In:
Journal of banking & finance
36
(
2012
)
9
,
pp. 2522-2531
Persistent link: https://www.econbiz.de/10009656151
Saved in:
4
Nonparametric
correlation
models for portfolio allocation
Aslanidis, Nektarios
;
Casas, Isabel
- In:
Journal of banking & finance
37
(
2013
)
7
,
pp. 2268-2283
Persistent link: https://www.econbiz.de/10009760686
Saved in:
5
Foreign exchange risk and the predictability of carry trade returns
Cenedese, Gino
;
Sarno, Lucio
;
Tsiakas, Ilias
- In:
Journal of banking & finance
42
(
2014
),
pp. 302-313
Persistent link: https://www.econbiz.de/10010408374
Saved in:
6
Covariance complexity and rates of return on assets
MacLean, Leonard C.
;
Foster, Michael E.
;
Ziemba, William T.
- In:
Journal of banking & finance
31
(
2007
)
11
,
pp. 3503-3523
Persistent link: https://www.econbiz.de/10003577517
Saved in:
7
Geostatistical modeling of dependent credit spreads : estimation of large covariance matrices and imputation of missing data
Hüttner, Amelie
;
Scherer, Matthias
;
Gräler, Benedikt
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012521061
Saved in:
8
A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012819586
Saved in:
9
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
10
Sensitivity-implied tail-
correlation
matrices
Paulusch, Joachim
;
Schlütter, Sebastian
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013400104
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