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~subject:"Korrelation"
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Korrelation
Theorie
60
Theory
60
Forecasting model
53
Prognoseverfahren
53
Volatility
42
Volatilität
41
Time series analysis
38
Zeitreihenanalyse
38
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33
ARCH-Modell
33
Capital income
29
Kapitaleinkommen
29
Correlation
23
Estimation theory
20
Schätztheorie
20
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18
Finanzmarkt
18
Multivariate Verteilung
17
Multivariate distribution
17
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16
Hedgefonds
16
Estimation
15
Portfolio selection
15
Portfolio-Management
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Schätzung
15
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14
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12
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12
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11
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11
Analysis of variance
10
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10
Multivariate Analyse
10
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10
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10
Risk premium
10
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10
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9
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14
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11
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5
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English
19
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Patton, Andrew J.
11
Sheppard, Kevin
9
Bollerslev, Tim
3
Engle, Robert F.
3
Oh, Dong Hwan
3
Quaedvlieg, Rogier
3
Shephard, Neil G.
3
Cappiello, Lorenzo
2
Xu, Wen
2
De Lira Salvatierra, Irving Arturo
1
Lunde, Asger
1
Noureldin, Diaa
1
Pakel, Cavit
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of econometrics
3
Handbook of financial time series
2
Department of Economics discussion paper series / University of Oxford
1
ERID working paper
1
Economic Research Initiatives at Duke (ERID) Working Paper
1
Finance and economics discussion series
1
Handbook of economic forecasting ; Volume 2B
1
International economic review
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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Evaluating volatility and correlation forecasts
Patton, Andrew J.
;
Sheppard, Kevin
- In:
Handbook of financial time series
,
(pp. 801-838)
.
2009
Persistent link: https://www.econbiz.de/10003834236
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2
Copula-based models for financial time series
Patton, Andrew J.
- In:
Handbook of financial time series
,
(pp. 767-785)
.
2009
Persistent link: https://www.econbiz.de/10003834225
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3
Three essays on modeling conditional correlation
Sheppard, Kevin
-
2004
Persistent link: https://www.econbiz.de/10003550225
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4
Asymmetric dynamics in the correlations of global equity and bond returns
Cappiello, Lorenzo
;
Engle, Robert F.
;
Sheppard, Kevin
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
4
,
pp. 537-572
Persistent link: https://www.econbiz.de/10003565737
Saved in:
5
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 16-30
Persistent link: https://www.econbiz.de/10010258286
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6
Factor high-frequency based volatility (HEAVY) models
Sheppard, Kevin
;
Xu, Wen
-
2014
Persistent link: https://www.econbiz.de/10010365630
Saved in:
7
Fitting vast dimensional time-varying covariance models
Pakel, Cavit
;
Shephard, Neil G.
;
Sheppard, Kevin
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 652-668
Persistent link: https://www.econbiz.de/10012588005
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8
Econometric analysis of vast covariance matrices using composite realized kernels and their application to portfolio choice
Lunde, Asger
;
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
4
,
pp. 504-518
Persistent link: https://www.econbiz.de/10011692391
Saved in:
9
Factor high-frequency-based volatility (HEAVY) models
Sheppard, Kevin
;
Xu, Wen
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 33-65
Persistent link: https://www.econbiz.de/10012054425
Saved in:
10
Asymmetric dynamics in the correlations of global equity and bond return
Cappiello, Lorenzo
-
2003
Persistent link: https://www.econbiz.de/10013434528
Saved in:
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