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~isPartOf:"CORE discussion papers : DP"
~subject:"Finanzmarkt"
~subject:"Kapitaleinkommen"
~subject:"Volatility"
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Search: subject_exact:"Kendall's tau"
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Finanzmarkt
Kapitaleinkommen
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Estimation theory
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correlation
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Bauwens, Luc
5
Storti, Giuseppe
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Braione, Manuela
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Otranto, Edoardo
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Bocart, Fabian Y.R.P.
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Dufays, Arnaud
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Ghysels, Eric
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CORE discussion papers : DP
Economic modelling
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Finance research letters
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Journal of empirical finance
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International review of financial analysis
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26
Research in international business and finance
26
International review of economics & finance : IREF
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Energy economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The North American journal of economics and finance : a journal of financial economics studies
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Discussion paper / Tinbergen Institute
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Economics letters
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Journal of international money and finance
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Applied economics letters
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The review of financial studies
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International journal of theoretical and applied finance
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of risk and financial management : JRFM
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Computational economics
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Journal of financial econometrics
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The European journal of finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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CESifo working papers
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Econometric reviews
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International journal of forecasting
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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
Monthly art market returns
Bocart, Fabian Y.R.P.
;
Ghysels, Eric
;
Hafner, Christian M.
-
2018
Persistent link: https://www.econbiz.de/10011993450
Saved in:
3
Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc
;
Otranto, Edoardo
-
2018
Persistent link: https://www.econbiz.de/10011992647
Saved in:
4
Multiplicative conditional correlation models for realized covariance matrices
Bauwensa, Luc
;
Braione, Manuela
;
Storti, Giuseppe
-
2016
Persistent link: https://www.econbiz.de/10011894432
Saved in:
5
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:
6
Modeling the dependence of conditional correlations on volatility
Bauwens, Luc
;
Otranto, Edoardo
-
2013
Persistent link: https://www.econbiz.de/10010203488
Saved in:
7
Computationally efficient inference procedures for vast dimensional realized covariance models
Bauwens, Luc
;
Storti, Giuseppe
-
2012
Persistent link: https://www.econbiz.de/10009573788
Saved in:
8
Infinite-state Markov-switching for dynamic volatility and correlation models
Dufays, Arnaud
-
2012
Persistent link: https://www.econbiz.de/10009731096
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