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type_genre:"Sammlung"
~subject:"Finanzmarkt"
~subject:"Kapitaleinkommen"
~type_genre:"Konferenzbeitrag"
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Search: subject_exact:"Korrelationsmaß"
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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1
The variance implied conditional correlation
Algaba, Andres
;
Boudt, Kris
;
Vanduffel, Steven
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 200-222
Persistent link: https://www.econbiz.de/10012207197
Saved in:
2
Testing stability of correlations between liquidity proxies derived from intraday data on the Warsaw Stock Exchange
Olbryś, Joanna
- In:
Contemporary Trends and Challenges in Finance : …
,
(pp. 67-79)
.
2018
Persistent link: https://www.econbiz.de/10013369086
Saved in:
3
Three non-Gaussian models of dependence in returns
Madan, Dilip B.
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 107-130)
.
2016
Persistent link: https://www.econbiz.de/10011800343
Saved in:
4
Long-run comovements in East Asian stock market volatility
Truchis, Gilles de
;
Keddad, Benjamin
- In:
Open economies review
27
(
2016
)
5
,
pp. 969-986
Persistent link: https://www.econbiz.de/10011717069
Saved in:
5
Correlated beliefs, returns, and stock market volatility
David, Joel M.
;
Simonovska, Ina
- In:
Journal of international economics
99
(
2016
),
pp. 58-77
Persistent link: https://www.econbiz.de/10011655068
Saved in:
6
Essays on realized volatility and jumps
Larson, Marcus
-
2008
Persistent link: https://www.econbiz.de/10003758871
Saved in:
7
Three essays on modeling conditional correlation
Sheppard, Kevin
-
2004
Persistent link: https://www.econbiz.de/10003550225
Saved in:
8
Asset co-movement and diversification benefits
Li, Lingfeng
-
2003
Persistent link: https://www.econbiz.de/10003623744
Saved in:
9
Essays on financial economics
Pinheiro, Marcelo de Albuquerque
-
2003
Persistent link: https://www.econbiz.de/10003628557
Saved in:
10
Essays in financial economics
Greenwood, Robin
-
2002
Persistent link: https://www.econbiz.de/10003779960
Saved in:
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