//--> //--> //--> //-->
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
~isPartOf:"CORE discussion papers : DP"
~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~subject:"Finanzmarkt"
~subject:"Volatility"
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:"Kendall's tau"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Finanzmarkt
Volatility
Correlation
29
Korrelation
29
ARCH model
12
ARCH-Modell
12
Volatilität
12
Aktienmarkt
10
Stock market
10
Estimation
9
Schätzung
9
Estimation theory
8
Schätztheorie
8
Capital income
7
Kapitaleinkommen
7
Analysis of variance
5
Linear algebra
5
Lineare Algebra
5
Portfolio selection
5
Portfolio-Management
5
State space model
5
Theorie
5
Theory
5
Time series analysis
5
Varianzanalyse
5
Zeitreihenanalyse
5
Zustandsraummodell
5
Börsenkurs
4
Financial market
4
Share price
4
Spillover effect
4
Spillover-Effekt
4
dynamic conditional correlation
4
Ansteckungseffekt
3
Contagion effect
3
Emerging economies
3
International financial market
3
Internationaler Finanzmarkt
3
Schwellenländer
3
Dynamic conditional correlations
2
more ...
less ...
Online availability
All
Free
6
Undetermined
6
Type of publication
All
Article
8
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
14
Author
All
Bauwens, Luc
5
Otranto, Edoardo
2
Storti, Giuseppe
2
Amin, Abu S.
1
Andrieş, Alin Marius
1
Braione, Manuela
1
Cigu, Elena
1
Cărăuşu, Dumitru Nicuşor
1
Dufays, Arnaud
1
Espinosa Méndez, Christian
1
Filip, Bogdan Florin
1
Gorigoitía, Juan
1
Ihnatov, Iulian
1
Kabir, Sarkar Humayun
1
Kang, Sang Hoon
1
Kuper, Gerard H.
1
Lestano, Lestano
1
Liu, Yaqing
1
Masih, Abdul Mansur M.
1
McIver, Ron
1
Obiyathulla Ismath Bacha
1
Orłowski, Lucjan T.
1
Ouyang, Hongbing
1
Tiwari, Aviral Kumar
1
Toderaşcu, Carmen
1
Vieito, João Paulo
1
Xu, Yongdeng
1
Yoon, Seong-min
1
more ...
less ...
Published in...
All
CORE discussion papers : DP
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
Economic modelling
32
Finance research letters
26
International review of financial analysis
24
Research in international business and finance
21
Journal of empirical finance
20
Energy economics
19
International review of economics & finance : IREF
19
Journal of econometrics
19
Journal of international financial markets, institutions & money
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
The North American journal of economics and finance : a journal of financial economics studies
16
Applied economics
15
Discussion paper / Tinbergen Institute
15
Economics letters
13
Journal of banking & finance
13
Journal of international money and finance
13
International journal of theoretical and applied finance
11
Computational economics
10
The European journal of finance
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Applied economics letters
9
CESifo working papers
9
Econometric reviews
9
Journal of risk and financial management : JRFM
9
Journal of financial econometrics
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
CREATES research paper
7
International journal of finance & economics : IJFE
7
International journal of forecasting
7
Working paper
7
Applied mathematical finance
6
Global finance journal
6
Investment management and financial innovations
6
Journal of economic dynamics & control
6
Journal of financial markets
6
Journal of forecasting
6
Journal of mathematical finance
6
Quantitative finance
6
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
Relevance
Date (newest first)
Date (oldest first)
1
DCC-HEAVY : a multivariate GARCH model based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
-
2019
Persistent link: https://www.econbiz.de/10012215175
Saved in:
2
Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc
;
Otranto, Edoardo
-
2018
Persistent link: https://www.econbiz.de/10011992647
Saved in:
3
Forecasting comparison of long term component dynamic models for realized covariance matrices
Bauwens, Luc
;
Braione, Manuela
;
Storti, Giuseppe
-
2014
Persistent link: https://www.econbiz.de/10010484208
Saved in:
4
Contagion of capital markets in CEE countries : evidence from wavelet analysis
Cărăuşu, Dumitru Nicuşor
;
Filip, Bogdan Florin
; …
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
1/2/3
,
pp. 618-641
Persistent link: https://www.econbiz.de/10012123340
Saved in:
5
Modeling the dependence of conditional correlations on volatility
Bauwens, Luc
;
Otranto, Edoardo
-
2013
Persistent link: https://www.econbiz.de/10010203488
Saved in:
6
Computationally efficient inference procedures for vast dimensional realized covariance models
Bauwens, Luc
;
Storti, Giuseppe
-
2012
Persistent link: https://www.econbiz.de/10009573788
Saved in:
7
Infinite-state Markov-switching for dynamic volatility and correlation models
Dufays, Arnaud
-
2012
Persistent link: https://www.econbiz.de/10009731096
Saved in:
8
Risk-return profiles of Islamic equities and commodity portfolios in different market conditions
Kabir, Sarkar Humayun
;
Masih, Abdul Mansur M.
; …
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
7/8/9
,
pp. 1477-1500
Persistent link: https://www.econbiz.de/10011823800
Saved in:
9
Is the virtual integration of financial markets beneficial in emerging markets? : evidence from MILA
Espinosa Méndez, Christian
;
Gorigoitía, Juan
;
Vieito, …
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
10/11/12
,
pp. 2279-2302
Persistent link: https://www.econbiz.de/10011825315
Saved in:
10
Correlation dynamics in east Asian financial markets
Lestano, Lestano
;
Kuper, Gerard H.
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
1/3
,
pp. 382-399
Persistent link: https://www.econbiz.de/10011562458
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->