//--> //--> //--> //-->
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:"Computational economics"
~isPartOf:"Journal of econometrics"
~subject:"Capital income"
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:"Rangkorrelation"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Correlation
142
Korrelation
142
Estimation theory
57
Schätztheorie
57
Theorie
44
Theory
44
Time series analysis
29
Zeitreihenanalyse
29
Volatility
27
Volatilität
27
Estimation
24
Schätzung
24
Panel
21
Panel study
21
Kapitaleinkommen
20
ARCH model
19
ARCH-Modell
19
Portfolio selection
19
Portfolio-Management
19
Statistical test
18
Statistischer Test
18
Analysis of variance
17
Varianzanalyse
17
Nichtparametrisches Verfahren
14
Nonparametric statistics
14
Börsenkurs
13
Share price
13
Forecasting model
10
Prognoseverfahren
10
Autocorrelation
9
Autokorrelation
9
Räumliche Interaktion
9
Sampling
9
Spatial interaction
9
Stichprobenerhebung
9
State space model
8
Zustandsraummodell
8
Cointegration
7
Factor analysis
7
more ...
less ...
Online availability
All
Undetermined
19
Type of publication
All
Article
20
Type of publication (narrower categories)
All
Article in journal
20
Aufsatz in Zeitschrift
20
Language
All
English
20
Author
All
Xiu, Dacheng
2
Asai, Manabu
1
Aït-Sahalia, Yacine
1
Bollerslev, Tim
1
Caldeira, João F.
1
Chan, Kung-sik
1
Chan, Thomas W. C.
1
Chang, Chia-Lin
1
Chu, Amanda M. Y.
1
Dai, Chaoxing
1
Deng, Kaihua
1
Feng, Phoenix
1
Gorgi, Paolo
1
Hollstein, Fabian
1
Hong, Seok Young
1
Ikeda, Shin S.
1
Jarjour, Riad
1
Kastner, Gregor
1
Koopman, Siem Jan
1
Lam, Clifford
1
Lee, Jaeyong
1
Lee, Kwangmin
1
Leng, Chenlei
1
Li, Degui
1
Linton, Oliver
1
Lu, Kun
1
Mak, Ving-Vunk
1
McAleer, Michael
1
Moura, Guilherme Valle
1
Noureldin, Diaa
1
Paolella, Marc S.
1
Park, Sujin
1
Patton, Andrew J.
1
Peng, Bin
1
Polak, Pawel
1
Quaedvlieg, Rogier
1
Santos, André A. P.
1
Shephard, Neil G.
1
Sheppard, Kevin
1
So, Mike Ka-pui
1
more ...
less ...
Published in...
All
Computational economics
Journal of econometrics
Finance research letters
24
Journal of empirical finance
23
Journal of banking & finance
18
International review of financial analysis
16
Economic modelling
14
Research in international business and finance
14
The review of financial studies
12
International review of economics & finance : IREF
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Applied economics
10
Discussion paper / Tinbergen Institute
10
Journal of financial econometrics
10
Journal of risk and financial management : JRFM
10
Applied economics letters
9
Economics letters
9
Econometric reviews
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Journal of forecasting
8
The North American journal of economics and finance : a journal of financial economics studies
8
The journal of finance : the journal of the American Finance Association
8
International journal of forecasting
7
Journal of financial markets
7
Journal of international financial markets, institutions & money
7
Journal of international money and finance
7
NBER Working Paper
7
NBER working paper series
7
The European journal of finance
7
The journal of asset management
7
Journal of financial and quantitative analysis : JFQA
6
Quantitative finance
6
The journal of real estate finance and economics
6
Working paper series / University of Zurich, Department of Economics
6
Global business review
5
Global finance journal
5
International journal of economics and financial issues : IJEFI
5
International journal of finance & economics : IJFE
5
Pacific-Basin finance journal
5
Working paper
5
CESifo working papers
4
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Exploring three-style return comovements and contagion using a correlation decomposition GARCH model
Su, Ender
;
Mak, Ving-Vunk
;
So, Po-Yuk
- In:
Computational economics
63
(
2024
)
6
,
pp. 2271-2305
Persistent link: https://www.econbiz.de/10014636737
Saved in:
2
Post-processed posteriors for sparse covariances
Lee, Kwangmin
;
Lee, Jaeyong
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014332347
Saved in:
3
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:
4
Efficient estimation of high-dimensional dynamic covariance by risk factor mapping : applications for financial risk management
So, Mike Ka-pui
;
Chan, Thomas W. C.
;
Chu, Amanda M. Y.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 151-167
Persistent link: https://www.econbiz.de/10013441642
Saved in:
5
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
6
Nonparametric estimation of large covariance matrices with conditional sparsity
Wang, Hanchao
;
Peng, Bin
;
Li, Degui
;
Leng, Chenlei
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 53-72
Persistent link: https://www.econbiz.de/10012619958
Saved in:
7
Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
Saved in:
8
Variance risk : a bird's eye view
Hollstein, Fabian
;
Wese Simen, Chardin
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 517-535
Persistent link: https://www.econbiz.de/10012439498
Saved in:
9
Dynamic conditional angular correlation
Jarjour, Riad
;
Chan, Kung-sik
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 137-150
Persistent link: https://www.econbiz.de/10012439656
Saved in:
10
Sparse Bayesian time-varying covariance estimation in many dimensions
Kastner, Gregor
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 98-115
Persistent link: https://www.econbiz.de/10012303382
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->