//--> //--> //--> //-->
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:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Research in international business and finance"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Correlation
155
Korrelation
155
Volatility
48
Volatilität
48
ARCH model
45
ARCH-Modell
45
Capital income
41
Kapitaleinkommen
41
Estimation
39
Schätzung
39
Aktienmarkt
36
Stock market
36
Theorie
33
Theory
33
Börsenkurs
32
Share price
32
Portfolio selection
25
Portfolio-Management
25
USA
23
United States
23
Financial crisis
17
Finanzkrise
17
Welt
16
World
16
Stochastic process
15
Stochastischer Prozess
15
Time series analysis
14
Zeitreihenanalyse
14
Option pricing theory
13
Optionspreistheorie
13
Dynamic conditional correlation
10
Forecasting model
10
Prognoseverfahren
10
Credit risk
9
Derivat
9
Derivative
9
Financial market
9
Finanzmarkt
9
Kreditrisiko
9
Multivariate Verteilung
9
more ...
less ...
Online availability
All
Undetermined
87
Free
1
Type of publication
All
Article
129
Book / Working Paper
26
Type of publication (narrower categories)
All
Article in journal
129
Aufsatz in Zeitschrift
129
Arbeitspapier
26
Working Paper
26
Graue Literatur
25
Non-commercial literature
25
Language
All
English
155
Author
All
Christiansen, Charlotte
3
Guhr, Thomas
3
Schäfer, Rudi
3
Conrad, Christian
2
Dark, Jonathan
2
Ehrhardt, Matthias
2
Fałdziński, Marcin
2
Fiszeder, Piotr
2
Golosnoy, Vasyl
2
Gribisch, Bastian
2
Günther, Michael
2
Li, Leon
2
McMillan, David G.
2
Mensah, Jones Odei
2
Molnár, Peter
2
Premaratne, Gamini
2
Romo, Jacinto Marabel
2
Schmitt, Thilo A.
2
Teng, Long
2
Tiwari, Aviral Kumar
2
Ungeheuer, Michael
2
Weber, Martin
2
Abbas-Turki, Lokman A.
1
Abergel, Frédéric
1
Aboura, Sofiane
1
Agosto, Arianna
1
Agudelo, Diego A.
1
Al Rababa'a, Abdel Razzaq
1
Albanesi, Stefania
1
Alomari, Mohammad
1
Aly, Sidi Mohamed Ould
1
Antonakakis, Nikolaos
1
Artis, Michael J.
1
Artis, Micheal J
1
Aslanidis, Nekatrios
1
Aslanidis, Nektarios
1
Babalos, Vassilios
1
Bae, Jinho
1
Ball, Clifford A.
1
Bams, Dennis
1
more ...
less ...
Published in...
All
Discussion paper / Centre for Economic Policy Research
International journal of theoretical and applied finance
Journal of empirical finance
Research in international business and finance
Journal of econometrics
108
Economics letters
96
Finance research letters
77
Economic modelling
70
Journal of banking & finance
66
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
66
Applied economics
61
NBER Working Paper
59
NBER working paper series
59
Working paper / National Bureau of Economic Research, Inc.
51
Applied economics letters
47
Discussion paper / Tinbergen Institute
45
International review of financial analysis
44
Working paper
43
International review of economics & finance : IREF
42
Energy economics
41
Econometric reviews
38
Journal of international financial markets, institutions & money
34
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
European journal of operational research : EJOR
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
24
Cambridge working papers in economics
23
International journal of forecasting
23
CREATES research paper
22
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)
155
Showing
1
-
10
of
155
Sort
Relevance
Date (newest first)
Date (oldest first)
1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca
;
Zhao, Zhao
- In:
Journal of empirical finance
72
(
2023
),
pp. 23-35
Persistent link: https://www.econbiz.de/10014476795
Saved in:
3
Industry regulation and the comovement of stock returns
Blau, Benjamin
;
Griffith, Todd
;
Whitby, Ryan J.
- In:
Journal of empirical finance
73
(
2023
),
pp. 206-219
Persistent link: https://www.econbiz.de/10014477011
Saved in:
4
Futures contract collateralization and its implications
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477096
Saved in:
5
Estimating historical downside risks of global financial market indices via inflation rate-adjusted dependence graphs
Choi, Insu
;
Kim, Woo Chang
- In:
Research in international business and finance
66
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014463360
Saved in:
6
Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 308-321
Persistent link: https://www.econbiz.de/10014423712
Saved in:
7
Are cryptocurrencies a safe haven for stock investors? : a regime-switching approach
Li, Leon
;
Miu, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 367-385
Persistent link: https://www.econbiz.de/10014423734
Saved in:
8
Correlation between geopolitical risk, economic policy uncertainty, and Bitcoin using partial and multiple wavelet coherence in P5 + 1 nations
Sanjeet Singh
;
Bansal, Pooja
;
Bhardwaj, Nav
- In:
Research in international business and finance
63
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014248923
Saved in:
9
Correlation structure analysis of the global agricultural futures market
Dai, Yun-Shi
;
Ngoc Quang Anh Huynh
;
Zheng, Qing-Huan
; …
- In:
Research in international business and finance
61
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014246883
Saved in:
10
Asymmetric volatility dynamics in cryptocurrency markets on multi-time scales
Kakinaka, Shinji
;
Umeno, Ken
- In:
Research in international business and finance
62
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014248649
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...
//-->