//--> //--> //--> //-->
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:"CREATES research paper"
~isPartOf:"Economics letters"
~subject:"ARCH-Modell"
~subject:"Korrelation"
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:"Covariance"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Korrelation
Correlation
118
Theorie
36
Theory
36
Estimation theory
29
Schätztheorie
29
Time series analysis
24
Zeitreihenanalyse
24
Volatility
20
Volatilität
20
Estimation
18
Schätzung
18
ARCH model
17
Capital income
13
Kapitaleinkommen
13
Börsenkurs
11
Share price
11
Aktienmarkt
9
Business cycle
9
Konjunktur
9
Regression analysis
9
Regressionsanalyse
9
Stock market
9
USA
9
United States
9
Forecasting model
8
Prognoseverfahren
8
Panel
7
Panel study
7
Statistical test
7
Statistischer Test
7
Autocorrelation
6
Autokorrelation
6
Welt
6
World
6
Heteroscedasticity
5
Heteroskedastizität
5
Inflation
5
Investition
5
more ...
less ...
Online availability
All
Undetermined
36
Free
22
Type of publication
All
Article
96
Book / Working Paper
22
Type of publication (narrower categories)
All
Article in journal
96
Aufsatz in Zeitschrift
96
Arbeitspapier
22
Graue Literatur
22
Non-commercial literature
22
Working Paper
22
Language
All
English
118
Author
All
Christiansen, Charlotte
6
Teräsvirta, Timo
5
Aslanidis, Nektarios
4
Silvennoinen, Annastiina
4
Asgharian, Hossein
3
Hou, Ai Jun
3
Wooldridge, Jeffrey M.
3
Christoffersen, Peter F.
2
Demirer, Rıza
2
Elder, John
2
Gupta, Rangan
2
Gurmu, Shiferaw
2
Jacobs, Kris
2
Kang, Jian
2
Prokhorov, Artem
2
Shin, Dong-wan
2
Tse, Yiu Kuen
2
Abrevaya, Jason
1
Agosto, Arianna
1
Amado, Cristina
1
Andrle, Michal
1
André, Francisco J.
1
Asger, Lunde
1
Atak, Alev
1
Bautista, Carlos C.
1
Beetsma, Roel
1
Bin, Peng
1
Brown, Heather
1
Brumm, Harold J.
1
Calcagnini, Giorgio
1
Callot, Laurent
1
Camarero Olivas, Mariam
1
Casas, Isabel
1
Cattaneo, Matias D.
1
Cavaliere, Giuseppe
1
Chan, Wing Hong
1
Chang, Bo Young
1
Chen, Mingjing
1
Chen, Qianheng
1
Choi, Ji-Eun
1
more ...
less ...
Published in...
All
CREATES research paper
Economics letters
Journal of econometrics
109
Finance research letters
76
Economic modelling
70
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
66
Journal of banking & finance
65
Applied economics
61
NBER Working Paper
59
NBER working paper series
59
Journal of empirical finance
54
Working paper / National Bureau of Economic Research, Inc.
51
Applied economics letters
47
Discussion paper / Tinbergen Institute
45
International review of financial analysis
44
Research in international business and finance
43
Working paper
43
Energy economics
42
International review of economics & finance : IREF
42
Econometric reviews
38
Journal of international financial markets, institutions & money
34
International journal of theoretical and applied finance
32
Journal of international money and finance
32
Computational economics
30
CESifo working papers
29
Discussion paper series / IZA
29
Econometric theory
28
The North American journal of economics and finance : a journal of financial economics studies
28
Journal of risk and financial management : JRFM
27
The review of financial studies
27
Discussion paper / Centre for Economic Policy Research
26
European journal of operational research : EJOR
26
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Cambridge working papers in economics
23
International journal of forecasting
23
Games and economic behavior
22
Journal of economic dynamics & control
22
Journal of forecasting
22
Journal of the American Statistical Association : JASA
22
more ...
less ...
Source
All
ECONIS (ZBW)
118
Showing
1
-
10
of
118
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
3
Bootstrapping quantile correlations with an application for income status across generations
Hartley, Robert Paul
;
Lamarche, Carlos
;
Ziliak, James P.
- In:
Economics letters
228
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014451211
Saved in:
4
Some identification results in a correlated random coefficients sample selection model
Zhu, Xun
;
Jin, Zequn
- In:
Economics letters
233
(
2023
),
pp. 1-3
Persistent link: https://www.econbiz.de/10014505133
Saved in:
5
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:
6
Peer correlations in income : evidence from a Guanxi network in rural China
Fang, Hang
;
Chen, Qianheng
;
Delgado, Michael S.
;
He, Qinying
- In:
Economics letters
222
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014232740
Saved in:
7
Covariates distributions balancing for continuous treatment
Jiang, Qingshan
;
Xu, Li
;
Huang, Can
- In:
Economics letters
217
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013465162
Saved in:
8
A correlated random effects approach to the estimation of models with multiple fixed effects
Yang, Yimin
- In:
Economics letters
213
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013442147
Saved in:
9
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316892
Saved in:
10
Economic policy uncertainty and long-run stock market volatility and correlation
Asgharian, Hossein
;
Christiansen, Charlotte
;
Hou, Ai Jun
-
2018
Persistent link: https://www.econbiz.de/10011864884
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...
//-->