//--> //--> //--> //-->
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:"Economic modelling"
~isPartOf:"International journal of forecasting"
~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
93
Korrelation
93
Volatilität
36
Estimation
33
Schätzung
33
Theorie
30
Theory
30
ARCH model
27
ARCH-Modell
27
Aktienmarkt
24
Stock market
24
Forecasting model
23
Prognoseverfahren
23
Börsenkurs
22
Share price
22
Capital income
21
Kapitaleinkommen
21
Time series analysis
18
Zeitreihenanalyse
18
Welt
14
World
14
Financial crisis
12
Finanzkrise
12
Oil price
12
Portfolio selection
12
Portfolio-Management
12
Ölpreis
12
Financial market
9
Ansteckungseffekt
8
Contagion effect
8
Risikomaß
8
Risk measure
8
China
7
Estimation theory
7
International financial market
7
Internationaler Finanzmarkt
7
Risiko
7
Risk
7
more ...
less ...
Online availability
All
Undetermined
25
Type of publication
All
Article
39
Type of publication (narrower categories)
All
Article in journal
39
Aufsatz in Zeitschrift
39
Language
All
English
39
Author
All
Bucci, Andrea
2
Min, Hong-ghi
2
Aslanidis, Nektarios
1
Azad, A. S. M. Sohel
1
Batten, Jonathan A.
1
Baumöhl, Eduard
1
Bauwens, Luc
1
Beljid, Makram
1
Benhmad, François
1
Boubaker, Adel
1
Brownlees, Christian
1
Buccheri, Giuseppe
1
Changqing, Luo
1
Chen, Ching-cheng
1
Chen, Fen-ying
1
Chi, Xie
1
Ciciretti, Vito
1
Cipollini, Fabrizio
1
Clements, Adam
1
Cong, Yu
1
Corsi, Fulvio
1
Deng, Pingjun
1
Ding, Zhihua
1
Drovandi, Christopher
1
Fang, Libing
1
Fang, Victor
1
Fard, Farzad Alavi
1
Fattoum, Salma
1
Gallo, Giampiero M.
1
Gatfaoui, Hayette
1
Guesmi, Khaled
1
Haugom, Erik
1
Hwang, Eugene
1
Jian, Zhihong
1
Jouini, Jamel
1
Kang, Kyu Ho
1
Keddad, Benjamin
1
Kim, Bonghan
1
Kim, Dongwhan
1
Kim, Hyeongwoo
1
more ...
less ...
Published in...
All
Economic modelling
International journal of forecasting
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
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
8
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
Working paper
7
Applied mathematical finance
6
CORE discussion papers : DP
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)
39
Showing
1
-
10
of
39
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
2
Risk-return tradeoff and serial correlation in the Chinese stock market : a bailout-driven crash feedback hypothesis
Yao, Jing
;
Yang, Yiwen
- In:
Economic modelling
129
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014472100
Saved in:
3
The asymmetric dynamics of stock-bond liquidity correlation in China : the role of macro-financial determinants
Pan, Beier
- In:
Economic modelling
124
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463273
Saved in:
4
The role of uncertainty in forecasting volatility comovements across stock markets
Bucci, Andrea
;
Palomba, Giulio
;
Rossi, Eduardo
- In:
Economic modelling
125
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014463541
Saved in:
5
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
6
Projected Dynamic Conditional Correlations
Llorens-Terrazas, Jordi
;
Brownlees, Christian
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1761-1776
Persistent link: https://www.econbiz.de/10014465352
Saved in:
7
When are the effects of economic policy uncertainty on oil-stock correlations larger? : evidence from a regime-switching analysis
Liu, Zhenhua
;
Zhang, Huiying
;
Ding, Zhihua
;
Lv, Tao
; …
- In:
Economic modelling
114
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013367585
Saved in:
8
Asymmetric multivariate HAR models for realized covariance matrix : a study based on volatility timing strategies
Qu, Hui
;
Zhang, Yi
- In:
Economic modelling
106
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013347668
Saved in:
9
Market regime detection via realized covariances
Bucci, Andrea
;
Ciciretti, Vito
- In:
Economic modelling
111
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013349063
Saved in:
10
A DCC-type approach for realized covariance modeling with score-driven dynamics
Vassallo, Danilo
;
Buccheri, Giuseppe
;
Corsi, Fulvio
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 569-586
Persistent link: https://www.econbiz.de/10012792854
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->