//--> //--> //--> //-->
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:"Journal of empirical 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:"dependence"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Correlation
124
Korrelation
124
Estimation
66
Schätzung
66
Volatility
58
Volatilität
58
Theorie
55
Theory
55
ARCH model
50
ARCH-Modell
50
Aktienmarkt
48
Capital income
48
Kapitaleinkommen
48
Stock market
48
Börsenkurs
47
Share price
47
Time series analysis
36
Zeitreihenanalyse
36
Welt
27
World
27
Multivariate Verteilung
26
Multivariate distribution
26
Portfolio selection
23
Portfolio-Management
23
Financial crisis
20
Finanzkrise
20
Oil price
19
Ölpreis
19
Forecasting model
17
Prognoseverfahren
17
Risikomaß
16
Risk measure
16
USA
15
United States
15
China
13
Financial market
12
Finanzmarkt
12
Spillover effect
12
Spillover-Effekt
12
Ansteckungseffekt
11
more ...
less ...
Online availability
All
Undetermined
110
Free
1
Type of publication
All
Article
186
Type of publication (narrower categories)
All
Article in journal
186
Aufsatz in Zeitschrift
186
Language
All
English
186
Author
All
Christiansen, Charlotte
3
Kim, Jong-Min
3
Aloui, Chaker
2
Aslanidis, Nektarios
2
Bucci, Andrea
2
Charfeddine, Lanouar
2
Conrad, Christian
2
Dark, Jonathan
2
Fałdziński, Marcin
2
Fiszeder, Piotr
2
Gribisch, Bastian
2
Hamori, Shigeyuki
2
Hkiri, Besma
2
Ji, Hao
2
Kang, Sang Hoon
2
Kim, Hyeongwoo
2
Liu, Li
2
Mensi, Walid
2
Min, Hong-ghi
2
Mitra, Subrata Kumar
2
Molnár, Peter
2
Pal, Debdatta
2
Rossi, Eduardo
2
Vosgha, Hamed
2
Wan, Jieqiu
2
Wang, Hao
2
Ye, Wuyi
2
Zhao, Zhao
2
Zhou, Jian
2
Abergel, Frédéric
1
Agosto, Arianna
1
Ahmad, Wasim
1
Ahmed, Ali M.
1
Al-Azzam, Moh'd
1
Alagidede, Paul
1
Amirkhalkhali, Saleh
1
Araichi, Sawssen
1
Arbia, Giuseppe
1
Aslanidis, Nekatrios
1
Azad, A. S. M. Sohel
1
more ...
less ...
Published in...
All
Economic modelling
Journal of empirical finance
NBER working paper series
219
NBER Working Paper
184
Working paper / National Bureau of Economic Research, Inc.
181
Journal of econometrics
173
IZA Discussion Papers
160
Economics letters
145
Applied economics
133
Discussion paper series / IZA
132
MPRA Paper
122
Energy economics
112
Finance research letters
107
Insurance / Mathematics & economics
105
Journal of banking & finance
94
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
93
Applied economics letters
86
CESifo working papers
82
Discussion paper / Tinbergen Institute
80
CESifo Working Paper
72
International review of financial analysis
68
Journal of economic behavior & organization : JEBO
66
Research in international business and finance
62
Working paper
59
International review of economics & finance : IREF
57
Econometric reviews
56
European journal of operational research : EJOR
56
The North American journal of economics and finance : a journal of financial economics studies
55
Discussion paper / Centre for Economic Policy Research
52
CESifo Working Paper Series
51
Journal of business research : JBR
51
Journal of health economics
51
Tinbergen Institute Discussion Papers
50
Discussion papers / CEPR
49
Journal of international financial markets, institutions & money
49
Physica A: Statistical Mechanics and its Applications
49
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
47
Working Paper
47
Journal of risk and financial management : JRFM
46
Journal of international money and finance
44
more ...
less ...
Source
All
ECONIS (ZBW)
186
Showing
1
-
10
of
186
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
Drivers of risk correlation among financial institutions : a study based on a textual risk disclosure perspective
Li, Guowen
;
Jing, Zhongbo
;
Li, Jingyu
;
Feng, Yuyao
- In:
Economic modelling
128
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014464430
Saved in:
3
Dynamic
dependence
of futures basis between the Chinese and international grains markets
Wang, Hao
;
Dong, Yizhe
;
Sun, Mingli
;
Shi, Baofeng
;
Ji, Hao
- In:
Economic modelling
130
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014451147
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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...
//-->