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
~person:"Bouri, Elie"
~person:"Corsi, Fulvio"
~subject:"Bitcoin"
~subject:"Correlation"
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
Die langfristige Rendite von I...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Bitcoin
Correlation
Capital income
70
Kapitaleinkommen
70
Volatility
48
Volatilität
48
Forecasting model
29
Prognoseverfahren
29
Börsenkurs
27
Share price
27
Estimation
25
Schätzung
25
Aktienmarkt
22
Stock market
22
Welt
22
World
22
ARCH model
20
ARCH-Modell
20
Coronavirus
12
Risiko
12
Risk
12
Virtual currency
12
Virtuelle Währung
12
USA
11
United States
11
Spillover effect
9
Spillover-Effekt
9
Theorie
9
Theory
9
Korrelation
8
Aktienindex
7
COVID-19 outbreak
7
Risikoprämie
7
Risk premium
7
Stock index
7
Climate change
5
Forecast
5
Handelsvolumen der Börse
5
Klimawandel
5
Oil price
5
more ...
less ...
Online availability
All
Undetermined
13
Free
2
Type of publication
All
Article
15
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
17
Author
All
Bouri, Elie
Corsi, Fulvio
Christiansen, Charlotte
13
Ledoit, Olivier
12
Wolf, Michael
12
Koopman, Siem Jan
11
McMillan, David G.
10
Aslanidis, Nektarios
9
Engle, Robert F.
9
Lucas, André
9
Baele, Lieven
8
Bekaert, Geert
8
Boudt, Kris
8
Diebold, Francis X.
8
Gupta, Rangan
8
Inghelbrecht, Koen
7
Asai, Manabu
6
Brandt, Michael W.
6
Caporale, Guglielmo Maria
6
De Nard, Gianluca
6
Gribisch, Bastian
6
Janus, Paweł
6
Plastun, Alex
6
Roubaud, David
6
Solnik, Bruno
6
Vilkov, Grigory
6
Bauwens, Luc
5
Lau, Chi Keung
5
Opschoor, Anne
5
Pierdzioch, Christian
5
Schüler, Martin
5
Sheppard, Kevin
5
Yang, Jian
5
Al Rababa'a, Abdel Razzaq
4
Anagnostopoulos, Alexios
4
Asgharian, Hossein
4
Atesagaoglu, Orhan Erem
4
Conlon, Thomas
4
Cotter, John
4
Creal, Drew
4
more ...
less ...
Published in...
All
Finance research letters
6
Applied economics
1
Department of Economics working paper series
1
Economic modelling
1
Economic research
1
International journal of forecasting
1
International review of financial analysis
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of emerging market finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
The North American journal of economics and finance : a journal of financial economics studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A Bayesian high-frequency estimator of the multivariate covariance of noisy and asynchronous returns
Peluso, Stefano
;
Corsi, Fulvio
;
Mira, Antonietta
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 665-697
Persistent link: https://www.econbiz.de/10011339256
Saved in:
2
On the dynamic transmission of mean and volatility across the Arab stock markets
Bouri, Elie
;
Azzi, Georges
- In:
Journal of emerging market finance
13
(
2014
)
3
,
pp. 279-304
Persistent link: https://www.econbiz.de/10010492029
Saved in:
3
On the intraday return curves of Bitcoin : predictability and trading opportunities
Bouri, Elie
;
Lau, Chi Keung
;
Saeed, Tareq
;
Wang, Shixuan
; …
- In:
International review of financial analysis
76
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012804738
Saved in:
4
A score-driven conditional correlation model for noisy and asynchronous data : an application to high-frequency covariance dynamics
Buccheri, Giuseppe
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 920-936
Persistent link: https://www.econbiz.de/10012653203
Saved in:
5
A DCC-type approach for realized covariance modeling with score-driven dynamics
Vassallo, Danilo
;
Buccheri, Giuseppe
;
Corsi, Fulvio
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 569-586
Persistent link: https://www.econbiz.de/10012792854
Saved in:
6
Tail dependence in the return-volume of leading cryptocurrencies
Naeem, Muhammad
;
Bouri, Elie
;
Boako, Gideon
;
Roubaud, David
- In:
Finance research letters
36
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012483385
Saved in:
7
Predicting Bitcoin returns : comparing the roles of newspaper- and internet search-based measures of uncertainty
Bouri, Elie
;
Gupta, Rangan
- In:
Finance research letters
38
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012485208
Saved in:
8
Co-explosivity in the cryptocurrency market
Bouri, Elie
;
Shahzad, Syed Jawad Hussain
;
Roubaud, David
- In:
Finance research letters
29
(
2019
),
pp. 178-183
Persistent link: https://www.econbiz.de/10012418571
Saved in:
9
Bitcoin price-volume : a multifractal cross-correlation approach
El Alaoui, Marwane
;
Bouri, Elie
;
Roubaud, David
- In:
Finance research letters
31
(
2019
),
pp. 374-381
Persistent link: https://www.econbiz.de/10012421640
Saved in:
10
Spillovers between Bitcoin and other assets during bear and bull markets
Bouri, Elie
;
Das, Mahamitra
;
Gupta, Rangan
;
Roubaud, David
- In:
Applied economics
50
(
2018
)
55
,
pp. 5935-5949
Persistent link: https://www.econbiz.de/10012062940
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
