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subject:"Konjunktur"
~isPartOf:"Journal of banking & finance"
~subject:"ARCH model"
~subject:"Share price"
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Search: subject_exact:"Spearman's rho"
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Konjunktur
ARCH model
Share price
Correlation
65
Korrelation
65
Theorie
24
Theory
24
Portfolio selection
21
Portfolio-Management
21
Capital income
18
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Adams, Zeno
1
Anderson, Heather M.
1
Asgharian, Hossein
1
Aslanidis, Nektarios
1
Bartram, Söhnke M.
1
Beine, Michel
1
Box, Travis
1
Broman, Markus S.
1
Cai, Yijie
1
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Chang, Eric Chieh
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De Nard, Gianluca
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1
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Geertsema, Paul
1
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1
Glück, Thorsten
1
Hou, Ai Jun
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Ma, Jun
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Markellos, Raphaēl N.
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Martens, Martin
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1
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Journal of banking & finance
Finance research letters
41
Economic modelling
37
Journal of empirical finance
32
Research in international business and finance
28
International review of economics & finance : IREF
27
Applied economics
25
International review of financial analysis
25
Economics letters
22
Energy economics
22
Applied economics letters
20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Journal of international financial markets, institutions & money
19
The North American journal of economics and finance : a journal of financial economics studies
19
Journal of econometrics
16
Discussion paper / Tinbergen Institute
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
14
Computational economics
13
Journal of international money and finance
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The journal of futures markets
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Journal of risk and financial management : JRFM
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The European journal of finance
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The empirical economics letters : a monthly international journal of economics
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Discussion paper / Centre for Economic Policy Research
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of forecasting
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Journal of financial markets
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Review of quantitative finance and accounting
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Working paper series / University of Zurich, Department of Economics
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ECONIS (ZBW)
26
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1
The effect of uncertainty on stock market volatility and correlation
Asgharian, Hossein
;
Christiansen, Charlotte
;
Hou, Ai Jun
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014486544
Saved in:
2
Large dynamic covariance matrices : enhancements based on intraday data
De Nard, Gianluca
;
Engle, Robert F.
;
Ledoit, Olivier
; …
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461761
Saved in:
3
Dynamic comovement among banks, systemic risk, and the macroeconomy
Kapinos, Pavel
;
Kishor, N. Kundan
;
Ma, Jun
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013461953
Saved in:
4
A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012819586
Saved in:
5
Return comovement
Parsley, David C.
;
Popper, Helen Ann
- In:
Journal of banking & finance
112
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012225323
Saved in:
6
Comparing high-dimensional conditional covariance matrices : implications for portfolio selection
Moura, Guilherme Valle
;
Santos, André A. P.
;
Ruiz, Esther
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012521005
Saved in:
7
Local demand shocks, excess comovement and return predictability
Broman, Markus S.
- In:
Journal of banking & finance
119
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521271
Saved in:
8
The correlation structure of anomaly strategies
Geertsema, Paul
;
Lu, Helen
- In:
Journal of banking & finance
119
(
2020
),
pp. 1-39
Persistent link: https://www.econbiz.de/10012521278
Saved in:
9
The R&D anomaly : risk or mispricing?
Leung, Woon Sau
;
Evans, Kevin P.
;
Mazouz, Khelifa
- In:
Journal of banking & finance
115
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012489196
Saved in:
10
Testing for cojumps in high-frequency financial data : an approach based on first-high-low-last prices
Liao, Yin
;
Anderson, Heather M.
- In:
Journal of banking & finance
99
(
2019
),
pp. 252-274
Persistent link: https://www.econbiz.de/10012162415
Saved in:
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