//--> //--> //--> //-->
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"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Zeitreihenanalyse
Correlation
1,492
Korrelation
1,492
Estimation
408
Schätzung
408
Theorie
408
Theory
408
Volatility
398
Volatilität
398
Capital income
320
Kapitaleinkommen
320
ARCH model
314
ARCH-Modell
314
Börsenkurs
306
Share price
306
Aktienmarkt
305
Stock market
305
Portfolio-Management
275
Estimation theory
243
Schätztheorie
243
Time series analysis
168
Welt
143
World
143
Forecasting model
137
Prognoseverfahren
137
Financial crisis
98
Finanzkrise
98
USA
98
United States
98
Risk
87
Risiko
85
State space model
83
Zustandsraummodell
83
Financial market
75
Finanzmarkt
75
Spillover effect
75
Spillover-Effekt
75
Oil price
71
Ölpreis
71
more ...
less ...
Online availability
All
Undetermined
Free
503
Type of publication
All
Article
418
Book / Working Paper
12
Type of publication (narrower categories)
All
Article in journal
411
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
430
Author
All
Ledoit, Olivier
9
Wolf, Michael
8
De Nard, Gianluca
5
Engle, Robert F.
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
Yoon, Seong-min
4
Anderson, Randy I.
3
Asai, Manabu
3
Bauwens, Luc
3
Bollerslev, Tim
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
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
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
Discussion papers / CEPR
4
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
Working paper series / University of Zurich, Department of Economics
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
more ...
less ...
Source
All
ECONIS (ZBW)
430
Showing
31
-
40
of
430
Sort
Relevance
Date (newest first)
Date (oldest first)
31
Modeling realized covariance matrices : a class of hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1376-1401
Persistent link: https://www.econbiz.de/10014391463
Saved in:
32
Canonical portfolios : optimal asset and signal combination
Firoozye, Nikan B.
;
Tan, Vincent
;
Zohren, Stefan
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014491774
Saved in:
33
Characterizing correlation matrices that admit a clustered factor representation
Tong, Chen
;
Hansen, Peter Reinhard
- In:
Economics letters
233
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014506906
Saved in:
34
Correlation impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Finance research letters
57
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014513333
Saved in:
35
Correlation matrix of equi-correlated normal population : fluctuation of the largest eigenvalue, scaling of the bulk eigenvalues, and stock market
Akama, Yohji
- In:
International journal of theoretical and applied …
26
(
2023
)
2/3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014365670
Saved in:
36
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:
37
Forecasting the stock-cryptocurrency relationship : evidence from a dynamic GAS model
Ivanovski, Kris
;
Hailemariam, Abebe
- In:
International review of economics & finance : IREF
86
(
2023
),
pp. 97-111
Persistent link: https://www.econbiz.de/10014431156
Saved in:
38
Large covariance estimation using a factor model with common and group-specific factors
Shi, Yafeng
;
Ai, Chunrong
;
Shi, Yanlong
;
Ying, Tingting
; …
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2217-2248
Persistent link: https://www.econbiz.de/10014432877
Saved in:
39
Temporal aspects of trade-offs in organisational performance : an illustration from post-disaster debris removal
Zhang, Xin
;
Mendonça, David
- In:
European journal of industrial engineering : EJIE
17
(
2023
)
6
,
pp. 856-874
Persistent link: https://www.econbiz.de/10014434431
Saved in:
40
Long monthly European temperature series and the North Atlantic Oscillation
He, Changli
;
Kang, Jian
;
Silvennoinen, Annastiina
; …
- In:
Energy economics
126
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014481089
Saved in:
First
Prev
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...
//-->