//--> //--> //-->
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
isPartOf:"Journal of economic dynamics & control"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Lineare Algebra"
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
Search: subject_exact:"Kendall's tau"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Lineare Algebra
Correlation
54
Korrelation
54
Theorie
23
Theory
23
Option pricing theory
14
Optionspreistheorie
14
Volatility
14
Volatilität
14
Stochastic process
11
Stochastischer Prozess
11
Estimation
10
Schätzung
10
Portfolio selection
9
Portfolio-Management
9
CAPM
8
Credit risk
8
Kreditrisiko
8
Börsenkurs
7
Capital income
7
Derivat
7
Derivative
7
Kapitaleinkommen
7
Share price
7
Time series analysis
5
Zeitreihenanalyse
5
Business cycle
4
Financial market
4
Finanzmarkt
4
Konjunktur
4
Linear algebra
4
Option trading
4
Optionsgeschäft
4
Risiko
4
Risk
4
ARCH model
3
ARCH-Modell
3
Estimation theory
3
Exchange rate
3
Heston model
3
more ...
less ...
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Rosenow, Bernd
2
Gallegati, Mauro
1
Laloux, Laurent
1
Lillo, Fabrizio
1
Mantegna, Rasario N.
1
Tola, Vincenzo
1
Published in...
All
Journal of economic dynamics & control
International journal of theoretical and applied finance
CORE discussion papers : DP
5
Journal of econometrics
4
Working paper series / University of Zurich, Department of Economics
3
Discussion paper / Tinbergen Institute
2
Economics letters
2
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
2
Journal of mathematical finance
2
Journal of the American Statistical Association : JASA
2
Quantitative finance
2
Applied economics letters
1
Astin bulletin : the journal of the International Actuarial Association
1
CEMMAP working papers / Centre for Microdata Methods and Practice
1
CORE DISCUSSION PAPER SERIES, 2020
1
CREATES research paper
1
Cambridge working papers in economics
1
Econophysics of systemic risk and network dynamics : [Econophys-Kolkata VI Conference]
1
Finance research letters
1
Financial engineering, E-commerce and supply chain
1
International journal of production research
1
International review of economics & finance : IREF
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of investment management : JOIM
1
MSCI Barra Research Paper
1
Mathematics Preprint Archive
1
Modern economy
1
Ogólnopolskie Seminarium Naukowe, 4–6 wrzeœnia 2007 w Toruniu Katedra Ekonometrii i Statystyki, Uniwersytet Miko³aja Kopernika w Toruniu
1
Pacific-Basin finance journal
1
Research in international business and finance
1
Research memorandum / International Institute for Applied Systems Analysis : RM
1
Risk management decisions and value under uncertainty
1
The econometrics journal
1
The journal of operational risk
1
University of Zurich, Departmenf of Economics, Working Paper
1
University of Zurich, Department of Economics, Working Paper
1
Working paper
1
Working papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Cluster analysis for portfolio optimization
Tola, Vincenzo
;
Lillo, Fabrizio
;
Gallegati, Mauro
; …
- In:
Journal of economic dynamics & control
32
(
2008
)
1
,
pp. 235-258
Persistent link: https://www.econbiz.de/10003622751
Saved in:
2
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:
3
Random matrix theory and financial correlations
Laloux, Laurent
(
contributor
)
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 391-397
Persistent link: https://www.econbiz.de/10001522891
Saved in:
4
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->