//--> //--> //-->
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
~accessRights:"restricted"
~person:"Li, Leon"
~subject:"Basel Accord"
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:"Kovarianz"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Basel Accord
Correlation
4
Korrelation
4
Volatility
3
Volatilität
3
ARCH model
2
ARCH-Modell
2
Börsenkurs
2
Estimation
2
Markov chain
2
Markov-Kette
2
Schätzung
2
Share price
2
Aktienmarkt
1
Anlageverhalten
1
Bank lending
1
Basler Akkord
1
Behavioural finance
1
Correlation clustering
1
Credit rating
1
Credit risk
1
Cryptocurrency
1
Default correlation
1
Diversification
1
Diversifikation
1
Dynamic conditional correlation
1
Estimation theory
1
Insolvency
1
Insolvenz
1
Kreditgeschäft
1
Kreditrisiko
1
Kreditwürdigkeit
1
Market integration
1
Markov switching
1
Markov-switching model
1
Marktintegration
1
Portfolio management
1
Portfolio selection
1
Portfolio-Management
1
Regional cluster
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Li, Leon
Chen, Jiun-Lin
2
Ho, Kung-Cheng
2
Lee, Shih-Cheng
2
Lee, Yong Woong
2
Penikas, Henry
2
Blümke, Oliver
1
Borzykh, Dmitriy
1
Chamizo, Álvaro
1
Charlin, Ventura
1
Chen, Carl R.
1
Cho, Yongbok
1
Cifuentes, Arturo
1
Dias, Fabio S.
1
Du, Zunwei
1
Fonollosa, Alexandre
1
Griffin, John M.
1
Imanto, Christopher Paulus
1
Kiefer, Nicholas Maximilian
1
Nickerson, Jordan
1
Novales, Alfonso
1
Pérez Montes, Carlos
1
Rösch, Daniel
1
Scheule, Harald
1
Stoffberg, Hestia Jacomina
1
Suh, Sangwon
1
Van Vuuren, Gary
1
Wu, Min
1
Wunderer, Christoph
1
Yang, Bill Huajian
1
Yang, Yimin
1
more ...
less ...
Published in...
All
Applied economics
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The domino effect of credit defaults : test of asymmetric default correlations using realised default data
Li, Leon
;
Chen, Carl R.
- In:
Applied economics
50
(
2018
)
44
,
pp. 4803-4813
Persistent link: https://www.econbiz.de/10012061636
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->