//--> //--> //-->
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:"Rockinger, Michael"
~person:"Linton, Oliver"
~type_genre:"Aufsatz in Zeitschrift"
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:"Korrelationsanalyse"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Correlation
8
Korrelation
8
Estimation theory
5
Schätztheorie
5
Sparsity
3
Correlation matrix
2
Dynamic covariance matrix
2
Europa
2
Europe
2
Kronecker product
2
Linear algebra
2
Lineare Algebra
2
MAMAR
2
Matrix logarithm
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Portfolio choice
2
Portfolio selection
2
Portfolio-Management
2
Semiparametric estimation
2
Systemic risk
2
Systemrisiko
2
Uniform consistency
2
Volatility
2
Volatilität
2
ARCH model
1
ARCH-Modell
1
Aktienindex
1
Asynchronous observations
1
Capital income
1
EU countries
1
EU-Staaten
1
Fourier Realized Kernel
1
Kapitaleinkommen
1
Marginal Expected Shortfall
1
Market microstructure
1
Market microstructure noise
1
Marktmikrostruktur
1
Multivariate Verteilung
1
Multivariate distribution
1
more ...
less ...
Online availability
All
Undetermined
3
Free
2
Type of publication
All
Article
6
Book / Working Paper
2
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Graue Literatur
10
Non-commercial literature
10
Arbeitspapier
8
Article in journal
8
Working Paper
8
Language
All
English
8
Author
All
Rockinger, Michael
Linton, Oliver
Tiwari, Aviral Kumar
18
McMillan, David G.
13
Escobar, Marcos
12
Hamori, Shigeyuki
11
McAleer, Michael
11
Asai, Manabu
10
Demirer, Rıza
10
Engle, Robert F.
10
Ur Rehman, Mobeen
10
Ferreira, Paulo
9
Hammoudeh, Shawkat
9
Liow, Kim Hiang
9
Bouri, Elie
8
Degiannakis, Stavros
8
Fan, Jianqing
8
Gupta, Rangan
8
Kakushadze, Zura
8
Wooldridge, Jeffrey M.
8
Christiansen, Charlotte
7
Filis, George
7
Gribisch, Bastian
7
Ledoit, Olivier
7
Nguyen, Duc Khuong
7
Teräsvirta, Timo
7
Zagst, Rudi
7
Zhang, Bing
7
Abakah, Emmanuel Joel Aikins
6
Anghelache, Constantin
6
Aslanidis, Nektarios
6
Dar, Arif Billah
6
Gouriéroux, Christian
6
Guesmi, Khaled
6
Guhr, Thomas
6
Hafner, Christian M.
6
Kang, Sang Hoon
6
Koopman, Siem Jan
6
Lucas, André
6
Mensi, Walid
6
Patton, Andrew J.
6
Santos, André A. P.
6
more ...
less ...
Published in...
All
Journal of econometrics
3
Cambridge working papers in economics
2
Cambridge-INET working papers
1
Global credit review
1
Journal of international money and finance
1
Review of finance : journal of the European Finance Association
1
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimation of a multiplicative correlation structure in the large dimensional case
Hafnery, Christian
;
Linton, Oliver
;
Tang, Haihan
-
2018
Persistent link: https://www.econbiz.de/10012671159
Saved in:
2
A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables
Chen, Jia
;
Li, Degui
;
Linton, Oliver
-
2018
-
version: October 24, 2018
Persistent link: https://www.econbiz.de/10012671372
Saved in:
3
Estimation of a multiplicative correlation structure in the large dimensional case
Hafner, Christian M.
;
Linton, Oliver
;
Tang, Haihan
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 431-470
Persistent link: https://www.econbiz.de/10012482816
Saved in:
4
A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables
Chen, Jia
;
Li, Degui
;
Linton, Oliver
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 155-176
Persistent link: https://www.econbiz.de/10012303906
Saved in:
5
Estimating the quadratic covariation matrix for asynchronously observed high frequency stock returns corrupted by additive measurement error
Park, Sujin
;
Hong, Seok Young
;
Linton, Oliver
- In:
Journal of econometrics
191
(
2016
)
2
,
pp. 325-347
Persistent link: https://www.econbiz.de/10011610563
Saved in:
6
Systemic risk in Europe
Engle, Robert F.
;
Jondeau, Eric
;
Rockinger, Michael
- In:
Review of finance : journal of the European Finance …
19
(
2015
)
1
,
pp. 145-190
Persistent link: https://www.econbiz.de/10011343055
Saved in:
7
Systemic risk in Europe
Jondeau, Eric
;
Rockinger, Michael
- In:
Global credit review
3
(
2013
),
pp. 1-6
Persistent link: https://www.econbiz.de/10009774864
Saved in:
8
The Copula-GARCH model of conditional dependencies : an international stock market application
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of international money and finance
25
(
2006
)
5
,
pp. 827-853
Persistent link: https://www.econbiz.de/10003405036
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->