//--> //--> //--> //-->
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
person:"Bekaert, Geert"
~person:"Corsi, Fulvio"
~person:"Croux, Christophe"
~type_genre:"Arbeitspapier"
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:"Kovarianz"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Correlation
16
Korrelation
16
Estimation theory
8
Schätztheorie
8
USA
6
United States
6
Estimation
5
Robust statistics
5
Robustes Verfahren
5
Schätzung
5
1990-2003
4
Capital income
4
Kapitaleinkommen
4
Theorie
4
Theory
4
1970-2005
3
Aktie
3
Anleihe
3
Bond
3
Bond market
3
CAPM
3
Market microstructure
3
Marktmikrostruktur
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Portfolio selection
3
Portfolio-Management
3
Rentenmarkt
3
Share
3
Time series analysis
3
Welt
3
World
3
Zeitreihenanalyse
3
Bias
2
Modellierung
2
Ranking method
2
Ranking-Verfahren
2
Scientific modelling
2
Systematischer Fehler
2
1962-1997
1
more ...
less ...
Online availability
All
Free
14
Undetermined
1
Type of publication
All
Book / Working Paper
16
Type of publication (narrower categories)
All
Arbeitspapier
Graue Literatur
17
Non-commercial literature
17
Working Paper
16
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
16
Author
All
Bekaert, Geert
Corsi, Fulvio
Croux, Christophe
Pesaran, M. Hashem
21
McAleer, Michael
20
Ledoit, Olivier
16
Wolf, Michael
16
Bauwens, Luc
13
Weber, Enzo
12
Christiansen, Charlotte
11
Hafner, Christian M.
11
Lucas, André
11
Ray, Indrajit
10
Caporin, Massimiliano
9
Engle, Robert F.
9
Gupta, Sonali Sen
9
Kapetanios, George
9
Bailey, Natalia
8
Dijk, Dick van
8
Koopman, Siem Jan
8
Phillips, Peter C. B.
8
Shephard, Neil G.
7
Teräsvirta, Timo
7
Audrino, Francesco
6
Bhattacharjee, Arnab
6
Bibinger, Markus
6
Hautsch, Nikolaus
6
Heinlein, Reinhold
6
Linton, Oliver
6
Mahadeo, Scott M. R.
6
Malec, Peter
6
Silvennoinen, Annastiina
6
Trenkler, Carsten
6
Becker, Bo
5
Biewen, Martin
5
Boudt, Kris
5
Chudik, Alexander
5
Edmans, Alex
5
Gao, Jiti
5
Giesecke, Kay
5
Härdle, Wolfgang
5
more ...
less ...
Published in...
All
KBI
6
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
3
Working papers on finance
2
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Centre for Economic Policy Research
1
Working paper / National Bank of Belgium
1
Working paper / National Bank of Belgium / National Bank of Belgium
1
Working paper / National Bureau of Economic Research, Inc.
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Robust and sparse estimation of the inverse covariance matrix using rank correlation measures
Croux, Christophe
;
Öllerer, Viktoria
-
2015
Persistent link: https://www.econbiz.de/10011290636
Saved in:
2
Robust sparse canonical correlation analysis
Wilms, Ines
;
Croux, Christophe
-
2014
Persistent link: https://www.econbiz.de/10010485679
Saved in:
3
Sparse canonical correlation analysis from a predictive point of view
Wilms, Ines
;
Croux, Christophe
-
2013
Persistent link: https://www.econbiz.de/10010238525
Saved in:
4
Jump robust daily covariance estimation by disentangling variance and correlation components
Boudt, Kris
;
Cornelissen, Jonathan
;
Croux, Christophe
-
2010
Persistent link: https://www.econbiz.de/10008989131
Saved in:
5
The Gaussian rank correlation estimator : robustness properties
Boudt, Kris
;
Cornelissen, Jonathan
;
Croux, Christophe
-
2010
Persistent link: https://www.econbiz.de/10008989132
Saved in:
6
The determinants of stock and bond return comovements
Baele, Lieven
;
Bekaert, Geert
;
Inghelbrecht, Koen
-
2009
Persistent link: https://www.econbiz.de/10003875843
Saved in:
7
Realized covariance tick-by-tick in presence of rounded time stamps and general microstructure effects
Corsi, Fulvio
;
Audrino, Francesco
-
2008
Persistent link: https://www.econbiz.de/10003903350
Saved in:
8
Modeling tick-by-tick realized correlations
Audrino, Francesco
;
Corsi, Fulvio
-
2008
Persistent link: https://www.econbiz.de/10003903352
Saved in:
9
Robustness versus efficiency for nonparametric correlation measureso
Croux, Christophe
;
Dehon, Catherine
-
2008
Persistent link: https://www.econbiz.de/10003976901
Saved in:
10
Modeling tick-by-tick realized correlations
Audrino, Francesco
;
Corsi, Fulvio
-
2008
Persistent link: https://www.econbiz.de/10003723942
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->