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subject:"Kapitaleinkommen"
~isPartOf:"Economic modelling"
~subject:"World"
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Search: subject_exact:"Covariance"
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Kapitaleinkommen
World
Correlation
70
Korrelation
70
Volatility
29
Volatilität
29
Estimation
28
Schätzung
28
Aktienmarkt
24
Stock market
24
ARCH model
21
ARCH-Modell
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Capital income
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Welt
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Oil price
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Ansteckungseffekt
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China
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International financial market
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Internationaler Finanzmarkt
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Portfolio selection
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Portfolio-Management
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State space model
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Min, Hong-ghi
2
Mitra, Subrata Kumar
2
Pal, Debdatta
2
Al-Azzam, Moh'd
1
Aslanidis, Nektarios
1
Baumöhl, Eduard
1
Bucci, Andrea
1
Changqing, Luo
1
Charfeddine, Lanouar
1
Chen, Ching-cheng
1
Chi, Xie
1
Ciciretti, Vito
1
Cong, Yu
1
Fard, Farzad Alavi
1
Fingleton, Bernard
1
Gatfaoui, Hayette
1
Haugom, Erik
1
Hwang, Eugene
1
Jiang, Yonghong
1
Keddad, Benjamin
1
Kim, Bonghan
1
Kim, Hyeongwoo
1
Kim, Hyun Seok
1
Kim, Jong-Min
1
Kong, Xianli
1
Lien, Gudbrand
1
Liu, Li
1
Liu, Xi-Hua
1
Lyócsa, Štefan
1
Martinez, Oscar
1
Martín-Barragán, Belén
1
McDonald, Judith Ann
1
Mimouni, Karim
1
Monginsidi, Joe Yohanes
1
Nicholson, Joseph R.
1
Nie, He
1
Ozer-Imer, Itir
1
Ozkan, Ibrahim
1
Pesaran, Bahram
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Pesaran, M. Hashem
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Economic modelling
Finance research letters
35
Journal of banking & finance
25
Journal of empirical finance
25
International review of financial analysis
23
Research in international business and finance
23
International review of economics & finance : IREF
18
Journal of econometrics
18
Energy economics
17
Applied economics
16
Journal of international money and finance
16
Economics letters
13
Journal of international financial markets, institutions & money
13
NBER Working Paper
13
NBER working paper series
13
The review of financial studies
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Journal of risk and financial management : JRFM
11
Applied economics letters
10
Global finance journal
10
Journal of financial econometrics
10
The North American journal of economics and finance : a journal of financial economics studies
10
Working paper / National Bureau of Economic Research, Inc.
10
Discussion paper / Tinbergen Institute
9
The journal of finance : the journal of the American Finance Association
9
Working paper
9
Econometric reviews
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Journal of forecasting
8
The European journal of finance
8
The journal of asset management
8
CESifo working papers
7
International journal of finance & economics : IJFE
7
International journal of forecasting
7
Journal of financial markets
7
Quantitative finance
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The journal of futures markets
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Discussion paper / Centre for Economic Policy Research
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ECONIS (ZBW)
24
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1
Risk-return tradeoff and serial correlation in the Chinese stock market : a bailout-driven crash feedback hypothesis
Yao, Jing
;
Yang, Yiwen
- In:
Economic modelling
129
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014472100
Saved in:
2
Market regime detection via realized covariances
Bucci, Andrea
;
Ciciretti, Vito
- In:
Economic modelling
111
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013349063
Saved in:
3
Correlation regimes in international equity and bond returns
Aslanidis, Nektarios
;
Martinez, Oscar
- In:
Economic modelling
97
(
2021
),
pp. 397-410
Persistent link: https://www.econbiz.de/10012793476
Saved in:
4
Correlation dynamics of crude oil with agricultural commodities : a comparison between energy and food crops
Pal, Debdatta
;
Mitra, Subrata Kumar
- In:
Economic modelling
82
(
2019
),
pp. 453-466
Persistent link: https://www.econbiz.de/10012203189
Saved in:
5
The comovement and causality between stock market cycle and business cycle in China : evidence from a wavelet analysis
Si, Dengkui
;
Liu, Xi-Hua
;
Kong, Xianli
- In:
Economic modelling
83
(
2019
),
pp. 17-30
Persistent link: https://www.econbiz.de/10012204412
Saved in:
6
Oil price and automobile stock return co-movement : a wavelet coherence analysis
Pal, Debdatta
;
Mitra, Subrata Kumar
- In:
Economic modelling
76
(
2019
),
pp. 172-181
Persistent link: https://www.econbiz.de/10012198304
Saved in:
7
Co-movement of ASEAN stock markets : new evidence from wavelet and VMD-based copula tests
Jiang, Yonghong
;
Nie, He
;
Monginsidi, Joe Yohanes
- In:
Economic modelling
64
(
2017
),
pp. 384-398
Persistent link: https://www.econbiz.de/10011761283
Saved in:
8
On the risk comovements between the crude oil market and U.S. dollar exchange rates
Truchis, Gilles de
;
Keddad, Benjamin
- In:
Economic modelling
52
(
2016
),
pp. 206-215
Persistent link: https://www.econbiz.de/10011645629
Saved in:
9
Do oil producing countries offer international diversification benefits? : evidence from GCC countries
Mimouni, Karim
;
Charfeddine, Lanouar
;
Al-Azzam, Moh'd
- In:
Economic modelling
57
(
2016
),
pp. 263-280
Persistent link: https://www.econbiz.de/10011646913
Saved in:
10
Returns, correlations, and volatilities in equity markets : evidence from six OECD countries during the US financial crisis
Kim, Hyun Seok
;
Min, Hong-ghi
;
McDonald, Judith Ann
- In:
Economic modelling
59
(
2016
),
pp. 9-22
Persistent link: https://www.econbiz.de/10011647590
Saved in:
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