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Capital income
EU-Staaten
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Gupta, Rangan
109
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70
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56
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53
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52
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49
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42
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33
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33
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32
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31
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30
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29
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28
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28
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26
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24
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24
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23
Asai, Manabu
22
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22
Yılmaz, Kamil
22
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21
Wang, Yudong
21
Wohar, Mark E.
21
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20
Demirer, Rıza
20
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Kumar, Dilip
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19
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18
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18
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18
Campbell, John Y.
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International Center for Financial Asset Management and Engineering
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1
Goethe-Universität Frankfurt am Main / Fachbereich Wirtschaftswissenschaften
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Harvard Institute of Economic Research
1
Internationaler Währungsfonds / Western Hemisphere Department
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Finance research letters
203
International review of financial analysis
159
Journal of banking & finance
145
Journal of empirical finance
131
International review of economics & finance : IREF
124
Research in international business and finance
110
The North American journal of economics and finance : a journal of financial economics studies
107
Energy economics
103
Applied economics
99
Applied financial economics
98
Journal of financial economics
95
Journal of international financial markets, institutions & money
85
Applied economics letters
84
Journal of econometrics
84
Economic modelling
83
NBER working paper series
78
The European journal of finance
77
Pacific-Basin finance journal
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Working paper / National Bureau of Economic Research, Inc.
69
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
68
Journal of risk and financial management : JRFM
66
NBER Working Paper
62
International journal of forecasting
61
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
Economics letters
50
Journal of forecasting
49
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
48
Journal of international money and finance
48
Working paper
47
International journal of finance & economics : IJFE
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Review of quantitative finance and accounting
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Investment management and financial innovations
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Journal of financial markets
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Research paper series / Swiss Finance Institute
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Journal of financial and quantitative analysis : JFQA
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The review of financial studies
38
International journal of economics and finance
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
37
The journal of finance : the journal of the American Finance Association
37
The journal of futures markets
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ECONIS (ZBW)
9,025
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1
On the devolatised returns and dynamic conditional correlations GARCH modelling in selected European indices
Stavroyiannis, Stavros
;
Zarangas, Leonidas P.
- In:
Global business & economics review
17
(
2015
)
3
,
pp. 256-267
Persistent link: https://www.econbiz.de/10011498510
Saved in:
2
Estimating value-at-risk using a multivariate copula-based
volatility
model : evidence from European banks
Sampid, Marius Galabe
;
Hasim, Haslifah Mohamad
- In:
International economics : a journal published by CEPII …
156
(
2018
),
pp. 175-192
Persistent link: https://www.econbiz.de/10012027269
Saved in:
3
Correlation
surprise
Kinlaw, Will
;
Turkington, David
- In:
The journal of asset management
14
(
2013
)
6
,
pp. 385-399
Persistent link: https://www.econbiz.de/10010258478
Saved in:
4
Correlated idiosyncratic
volatility
shocks
Qiao, Xiao
;
Wang, Yongning
- In:
Journal of risk
23
(
2021
)
5
,
pp. 25-54
Persistent link: https://www.econbiz.de/10012630868
Saved in:
5
Translating financial integration into
correlation
risk : a weekly reporting's viewpoint for the
volatility
behavior of stock markets
Gatfaoui, Hayette
- In:
Economic modelling
30
(
2013
),
pp. 776-791
Persistent link: https://www.econbiz.de/10009708799
Saved in:
6
Factor high-frequency based
volatility
(HEAVY) models
Sheppard, Kevin
;
Xu, Wen
-
2014
Persistent link: https://www.econbiz.de/10010365630
Saved in:
7
An econometric approach to incorporating non-normality in VaR measurement
Gumbo, Victor
;
Siziba, Simiso
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 82-98
Persistent link: https://www.econbiz.de/10011543127
Saved in:
8
Dynamic copula models and high frequency data
De Lira Salvatierra, Irving Arturo
;
Patton, Andrew J.
- In:
Journal of empirical finance
30
(
2015
),
pp. 120-135
Persistent link: https://www.econbiz.de/10011489292
Saved in:
9
On the characteristics of dynamic correlations between asset pairs
Jacobs, Michael <Jr.>
;
Karagozoglu, Ahmet K.
- In:
Research in international business and finance
32
(
2014
),
pp. 60-82
Persistent link: https://www.econbiz.de/10010434475
Saved in:
10
Measuring financial market risk contagion using dynamic MRS-Copula models : the case of Chinese and other international stock markets
Changqing, Luo
;
Chi, Xie
;
Cong, Yu
;
Yan, Xu
- In:
Economic modelling
51
(
2015
),
pp. 657-671
Persistent link: https://www.econbiz.de/10011476241
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