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subject:"Kapitaleinkommen"
~isPartOf:"Economic modelling"
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Search: subject_exact:"Covariance"
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Kapitaleinkommen
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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Theorie
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14
Welt
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Oil price
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Time series analysis
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Ansteckungseffekt
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Contagion effect
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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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Risiko
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English
14
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Min, Hong-ghi
2
Aslanidis, Nektarios
1
Bucci, Andrea
1
Changqing, Luo
1
Chi, Xie
1
Ciciretti, Vito
1
Cong, Yu
1
Gatfaoui, Hayette
1
Haugom, Erik
1
Hwang, Eugene
1
Jiang, Yonghong
1
Kim, Bonghan
1
Kim, Hyeongwoo
1
Kim, Hyun Seok
1
Kong, Xianli
1
Lien, Gudbrand
1
Liu, Xi-Hua
1
Martinez, Oscar
1
Martín-Barragán, Belén
1
McDonald, Judith Ann
1
Mitra, Subrata Kumar
1
Monginsidi, Joe Yohanes
1
Nicholson, Joseph R.
1
Nie, He
1
Pal, Debdatta
1
Pesaran, Bahram
1
Pesaran, M. Hashem
1
Ramos, Sofia B.
1
Si, Dengkui
1
Veiga, Helena
1
Veka, Steinar
1
Westgaard, Sjur
1
Yan, Xu
1
Yang, Yiwen
1
Yao, Jing
1
Zhou, Jian
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Economic modelling
Journal of empirical finance
23
Finance research letters
19
Journal of banking & finance
18
Journal of econometrics
17
International review of financial analysis
16
Research in international business and finance
14
The review of financial studies
12
International review of economics & finance : IREF
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Journal of financial econometrics
10
Journal of risk and financial management : JRFM
10
Applied economics letters
9
Economics letters
9
Applied economics
8
Econometric reviews
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Journal of forecasting
8
The North American journal of economics and finance : a journal of financial economics studies
8
The journal of finance : the journal of the American Finance Association
8
International journal of forecasting
7
Journal of financial markets
7
Journal of international financial markets, institutions & money
7
Journal of international money and finance
7
The European journal of finance
7
The journal of asset management
7
Journal of financial and quantitative analysis : JFQA
6
The journal of real estate finance and economics
6
Global business review
5
Global finance journal
5
International journal of finance & economics : IJFE
5
Pacific-Basin finance journal
5
Quantitative finance
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Energy economics
4
International journal of economics and financial issues : IJEFI
4
International journal of theoretical and applied finance
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Review of quantitative finance and accounting
4
The journal of futures markets
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ECONIS (ZBW)
14
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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
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:
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
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:
7
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:
8
Correlations between oil and stock markets : a wavelet-based approach
Martín-Barragán, Belén
;
Ramos, Sofia B.
;
Veiga, Helena
- In:
Economic modelling
50
(
2015
),
pp. 212-227
Persistent link: https://www.econbiz.de/10011440530
Saved in:
9
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:
10
Economic value of modeling covariance asymmetry for mixed-asset portfolio diversifications
Zhou, Jian
;
Nicholson, Joseph R.
- In:
Economic modelling
45
(
2015
),
pp. 14-21
Persistent link: https://www.econbiz.de/10011334187
Saved in:
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