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McAleer, Michael
106
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79
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72
Gupta, Rangan
55
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49
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46
Härdle, Wolfgang
42
Koopman, Siem Jan
42
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41
Lux, Thomas
41
Asai, Manabu
33
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33
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32
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32
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31
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30
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30
Chang, Chia-Lin
29
Engle, Robert F.
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27
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26
Christoffersen, Peter F.
26
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Meddahi, Nour
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25
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25
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Todorov, Viktor
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24
Yu, Jun
23
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22
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Clements, Adam
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Ghysels, Eric
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Karanasos, Menelaos
22
Aït-Sahalia, Yacine
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International Monetary Fund
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Federal Reserve System / Division of Research and Statistics
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Gottfried Wilhelm Leibniz Universität Hannover
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Springer Fachmedien Wiesbaden
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World Bank
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Judge Institute of Management Studies
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Kansantaloustieteen Laitos <Tampere>
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Massachusetts Institute of Technology / Department of Economics
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Umeå Universitet / Institutionen för Nationalekonomi
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NBER working paper series
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Finance research letters
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Journal of econometrics
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Journal of banking & finance
137
Economic modelling
130
Energy economics
124
International review of financial analysis
119
International review of economics & finance : IREF
105
Journal of empirical finance
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The North American journal of economics and finance : a journal of financial economics studies
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Discussion paper / Tinbergen Institute
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Economics letters
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Applied economics
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International journal of forecasting
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International journal of theoretical and applied finance
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Journal of international money and finance
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Discussion paper / Centre for Economic Policy Research
84
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
84
Journal of economic dynamics & control
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Journal of international financial markets, institutions & money
78
Journal of financial economics
76
Mathematical finance : an international journal of mathematics, statistics and financial theory
74
The European journal of finance
69
Journal of forecasting
67
Journal of risk and financial management : JRFM
67
Applied economics letters
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Research in international business and finance
62
The review of financial studies
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Econometric reviews
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Computational economics
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Applied mathematical finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Research paper series / Swiss Finance Institute
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The journal of futures markets
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ECONIS (ZBW)
12,434
RePEc
33
EconStor
11
ArchiDok
1
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1
Time-varying
correlation
in housing prices
Zimmer, David M.
- In:
The journal of real estate finance and economics
51
(
2015
)
1
,
pp. 86-100
Persistent link: https://www.econbiz.de/10011474934
Saved in:
2
Pricing CDOs with a smile : the local
correlation
model
Turc, Julien
;
Very, Philippe
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 235-250)
.
2009
Persistent link: https://www.econbiz.de/10003787606
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
Collateralization and asset price bubbles when investors disagree about risk
Broer, Tobias
;
Kero, Afroditi
- In:
Journal of banking & finance
128
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012821680
Saved in:
5
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
Saved in:
6
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:
7
Managing portfolio risk during crisis times : a dynamic conditional
correlation
perspective
Zhang, Hanyu
;
Dufour, Alfonso
- In:
The quarterly review of economics and finance
94
(
2024
),
pp. 241-251
Persistent link: https://www.econbiz.de/10014494675
Saved in:
8
Non-homogeneous volatility correlations in the bivariate multifractal model
Liu, Ruipeng
;
Lux, Thomas
- In:
The European journal of finance
21
(
2015
)
10/12
,
pp. 971-991
Persistent link: https://www.econbiz.de/10011301954
Saved in:
9
Range-based DCC models for covariance and value-at-risk forecasting
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Journal of empirical finance
54
(
2019
),
pp. 58-76
Persistent link: https://www.econbiz.de/10012174846
Saved in:
10
Comparing multivariate volatility forecasts by direct and indirect approaches
Amendola, Alessandra
;
Candila, Vincenzo
- In:
Journal of risk
19
(
2017
)
6
,
pp. 33-57
Persistent link: https://www.econbiz.de/10011799128
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