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Lux, Thomas
61
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56
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47
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36
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32
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28
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27
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26
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Veronesi, Pietro
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Stambaugh, Robert F.
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Wang, Jiang
21
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He, Xue-zhong
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19
Jovanovic, Boyan
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19
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18
Engle, Robert F.
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Hess, Dieter
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Kansantaloustieteen Laitos <Tampere>
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Massachusetts Institute of Technology / Department of Economics
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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International review of economics & finance : IREF
88
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Economics letters
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76
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75
Applied economics letters
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Journal of international financial markets, institutions & money
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Research in international business and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
51
Applied financial economics
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The American economic review
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Computational economics
49
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49
Pacific-Basin finance journal
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Journal of econometrics
46
Journal of economic behavior & organization : JEBO
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42
Journal of risk and financial management : JRFM
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SFB 649 discussion paper
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The journal of futures markets
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ECONIS (ZBW)
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Showing
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1
Determining the optimal dimensionality of multivariate volatility models with tools from random matrix
theory
Rosenow, Bernd
- In:
Journal of economic dynamics & control
32
(
2008
)
1
,
pp. 279-302
Persistent link: https://www.econbiz.de/10003622775
Saved in:
2
Random matrix approach to
correlation
matrix of financial data : (Mexican stock market case)
Casillas González, Juan Martín
;
Torres, Antonio Alatorre
- In:
Modern economy
6
(
2015
)
9
,
pp. 1033-1042
Persistent link: https://www.econbiz.de/10011441589
Saved in:
3
Application of random matrix
theory
to study cross-correlations of stock prices
Rosenow, Bernd
(
contributor
)
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 399-403
Persistent link: https://www.econbiz.de/10001522893
Saved in:
4
Dynamic stock-bond return correlations and financial market uncertainty
Chiang, Thomas C.
;
Li, Jiandong
;
Yang, Sheng-Yung
- In:
Review of quantitative finance and accounting
45
(
2015
)
1
,
pp. 59-88
Persistent link: https://www.econbiz.de/10011333137
Saved in:
5
Exogenous variables in dynamic conditional
correlation
models for financial markets
Schopen, Jan-Hendrik
-
2012
Dynamic
correlation
, Exogenous variables, DCCX, Macroeconomic Announcements, Diversification benefits. - In this …
Persistent link: https://www.econbiz.de/10009698136
Saved in:
6
The Lucas orchard
Martin, Ian
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
1
,
pp. 55-111
Persistent link: https://www.econbiz.de/10009719114
Saved in:
7
Disequilibria and contagion in financial markets : evidence from a new test
De Angelis, Luca
;
Gardini, Attilio
- In:
Journal of applied economics
18
(
2015
)
2
,
pp. 247-265
Persistent link: https://www.econbiz.de/10011554982
Saved in:
8
The Lucas orchard
Martin, Ian
-
2011
Persistent link: https://www.econbiz.de/10009383065
Saved in:
9
Essays on financial economics
Pinheiro, Marcelo de Albuquerque
-
2003
Persistent link: https://www.econbiz.de/10003628557
Saved in:
10
Equilibrium moment restrictions on asset returns : normal and crisis periods
Simmons, Peter J.
;
Tantisantiwong, Nongnuch
- In:
The European journal of finance
20
(
2014
)
10/12
,
pp. 1064-1089
Persistent link: https://www.econbiz.de/10010465917
Saved in:
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