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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Working paper"
~subject:"Capital income"
~subject:"Correlation"
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Capital income
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ECONIS (ZBW)
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Sluggish news reactions: a combinatorial approach for synchronizing stock jumps
Bouamara, Nabil
;
Boudt, Kris
;
Laurent, Sébastien
; …
-
2024
Persistent link: https://www.econbiz.de/10014521306
Saved in:
2
Multivariate stochastic volatility models based on generalized Fisher transformation
Chen, Han
;
Fei, Yijie
;
Yu, Jun
-
2023
Persistent link: https://www.econbiz.de/10014329798
Saved in:
3
Age-dependent multi-cohort affine mortality model with cohort correlation
Zhou, Yuxin
;
Garces, Len Patrick
;
Shen, Yang
;
Sherris, …
-
2023
Persistent link: https://www.econbiz.de/10014458816
Saved in:
4
Meta-analysis and partial correlation coefficients : a matter of weights
Hong, Sanghyun
;
Reed, W. Robert
-
2023
Persistent link: https://www.econbiz.de/10014469239
Saved in:
5
Covariance dependent kernels, a Q-affine GARCH for multi-asset option pricing
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
-
2023
Persistent link: https://www.econbiz.de/10014281687
Saved in:
6
Computing cardinality constrained portfolio selection efficient frontiers via closest correlation matrices
Steuer, Ralph E.
;
Qi, Yue
;
Wimmer, Maximilian
- In:
European journal of operational research : EJOR
313
(
2024
)
2
,
pp. 628-636
Persistent link: https://www.econbiz.de/10014456608
Saved in:
7
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
-
2021
Persistent link: https://www.econbiz.de/10012603081
Saved in:
8
Portfolio selection with a rank-deficient covariance matrix
Gulliksson, Mårten
;
Oleynik, Anna
;
Mazur, Stepan
-
2021
Persistent link: https://www.econbiz.de/10012605415
Saved in:
9
A mathematical programming-based solution method for the nonstationary inventory problem under correlated demand
Xiang, Mengyuan
;
Rossi, Roberto
;
Martin-Barragan, Belen
; …
- In:
European journal of operational research : EJOR
304
(
2023
)
2
,
pp. 515-524
Persistent link: https://www.econbiz.de/10013534539
Saved in:
10
Corporate credit risk counter-cyclical interdependence : a systematic analysis of cross-border and cross-sector correlation dynamics
Yfanti, Stavroula
;
Karanasos, Menelaos
;
Zopounidis, …
- In:
European journal of operational research : EJOR
304
(
2023
)
2
,
pp. 813-831
Persistent link: https://www.econbiz.de/10013534569
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