//--> //--> //--> //-->
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"
~subject:"Portfolio selection"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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:"Rank correlation"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Zeitreihenanalyse
Correlation
1,366
Korrelation
1,366
Volatility
382
Volatilität
382
Estimation
379
Schätzung
379
Theorie
370
Theory
370
Capital income
306
Kapitaleinkommen
306
ARCH model
302
ARCH-Modell
302
Aktienmarkt
287
Börsenkurs
287
Share price
287
Stock market
287
Portfolio-Management
262
Estimation theory
229
Schätztheorie
229
Time series analysis
162
Welt
130
World
130
Forecasting model
126
Prognoseverfahren
126
Financial crisis
92
Finanzkrise
92
State space model
82
Zustandsraummodell
82
Risk
81
Risiko
79
USA
76
United States
76
Spillover effect
73
Spillover-Effekt
73
Financial market
71
Finanzmarkt
71
Oil price
69
Ölpreis
69
more ...
less ...
Online availability
All
Undetermined
Free
80
Type of publication
All
Article
411
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
411
Arbeitspapier
12
Graue Literatur
12
Non-commercial literature
12
Working Paper
12
Aufsatz im Buch
5
Book section
5
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
411
Author
All
Ledoit, Olivier
5
Demirer, Rıza
4
Gribisch, Bastian
4
Hammoudeh, Shawkat
4
Kang, Sang Hoon
4
McMillan, David G.
4
Patton, Andrew J.
4
Tiwari, Aviral Kumar
4
Wolf, Michael
4
Yoon, Seong-min
4
Anderson, Randy I.
3
Asai, Manabu
3
Bauwens, Luc
3
De Nard, Gianluca
3
Fan, Jianqing
3
Kakushadze, Zura
3
Koopman, Siem Jan
3
Mensi, Walid
3
Obiyathulla Ismath Bacha
3
Santos, André A. P.
3
Teräsvirta, Timo
3
Tjostheim, Dag
3
Yu, Willie
3
Zhao, Zhao
3
Agiakloglou, Christos N.
2
Albulescu, Claudiu Tiberiu
2
Bailey, Natalia
2
Balcilar, Mehmet
2
Balcılar, Mehmet
2
Baruník, Jozef
2
Bollerslev, Tim
2
Bongiorno, Christian
2
Božović, Miloš
2
Caldeira, João F.
2
Challet, Damien
2
Chan, Joshua
2
Chen, Jiaqi
2
Clements, Adam
2
Conlon, Thomas
2
Cotter, John
2
more ...
less ...
Published in...
All
Journal of econometrics
27
Finance research letters
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Journal of banking & finance
17
International review of economics & finance : IREF
14
Journal of financial econometrics
14
Applied economics
13
Economic modelling
12
International review of financial analysis
12
Economics letters
11
International journal of forecasting
10
Journal of empirical finance
10
Energy economics
8
Quantitative finance
8
The journal of asset management
8
Applied economics letters
7
Computational economics
7
Research in international business and finance
7
The North American journal of economics and finance : a journal of financial economics studies
7
Econometric reviews
6
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Global finance journal
6
European journal of operational research : EJOR
5
Journal of risk
5
Journal of economic dynamics & control
4
Journal of international financial markets, institutions & money
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Pacific-Basin finance journal
4
The journal of investment strategies
4
Asia-Pacific journal of financial studies
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
IMA journal of management mathematics
3
International journal of financial engineering
3
Journal of applied econometrics
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The European journal of finance
3
The econometrics journal
3
The journal of portfolio management : JPM
3
more ...
less ...
Source
All
ECONIS (ZBW)
411
Showing
1
-
10
of
411
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Portfolio selection based on emd denoising with correlation coefficient test criterion
Su, Kuangxi
;
Yao, Yinhong
;
Zheng, Chengli
;
Xie, Wenzhao
- In:
Computational economics
63
(
2024
)
1
,
pp. 391-421
Persistent link: https://www.econbiz.de/10014472254
Saved in:
2
Computing cardinality constrained portfolio selection efficient frontiers via closest correlation matrices
Steuer, Ralph E.
;
Qi, Yue
;
Wimmer, Maximilian
- In:
European journal of operational research : EJOR
313
(
2024
)
2
,
pp. 628-636
Persistent link: https://www.econbiz.de/10014456608
Saved in:
3
Managing portfolio risk during crisis times : a dynamic conditional correlation perspective
Zhang, Hanyu
;
Dufour, Alfonso
- In:
The quarterly review of economics and finance
94
(
2024
),
pp. 241-251
Persistent link: https://www.econbiz.de/10014494675
Saved in:
4
Can crude oil price returns drive stock returns of oil producing countries in Africa? : evidence from bivariate and multiple wavelet
Asafo-Adjei, Emmanuel
;
Adam, Anokye M.
;
Darkwa, Patrick
- In:
Macroeconomics and finance in emerging market economies
17
(
2024
)
1
,
pp. 59-77
Persistent link: https://www.econbiz.de/10014511848
Saved in:
5
If GPU(time) == money : sustainable crypto-asset market? : analysis of similarity among crypto-asset financial time series
Zięba, Damian
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 863-912
Persistent link: https://www.econbiz.de/10014446819
Saved in:
6
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
7
An enhanced factor model for portfolio selection in high dimensions
Shi, Fangquan
;
Shu, Lianjie
;
Gu, Xinhua
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 94-118
Persistent link: https://www.econbiz.de/10014526307
Saved in:
8
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
9
Dynamic graph reinforcement learning algorithm for portfolio management : a novel time-frequency correlated model
Ma, Cong
;
Nan, Shijing
- In:
Finance research letters
63
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014531565
Saved in:
10
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->