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~isPartOf:"International journal of energy sector management : IJESM"
~isPartOf:"Journal of empirical finance"
~subject:"Gulf countries"
~subject:"Zeitreihenanalyse"
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Gulf countries
Zeitreihenanalyse
Correlation
58
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Boujelbene, Younes
2
Dark, Jonathan
2
Ghorbel, Achraf
2
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1
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International journal of energy sector management : IJESM
Journal of empirical finance
Journal of econometrics
25
Discussion paper / Tinbergen Institute
20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Economics letters
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International review of economics & finance : IREF
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Cambridge working papers in economics
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International review of financial analysis
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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
On the robustness of the principal volatility components
Trucíos, Carlos
;
Hotta, Luiz K.
;
Pereira, Pedro L. Valls
- In:
Journal of empirical finance
52
(
2019
),
pp. 201-219
Persistent link: https://www.econbiz.de/10012171112
Saved in:
3
Exponential smoothing of realized portfolio weights
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Seifert, Miriam
- In:
Journal of empirical finance
53
(
2019
),
pp. 222-237
Persistent link: https://www.econbiz.de/10012171651
Saved in:
4
Multivariate models with long memory dependence in conditional correlation and volatility
Dark, Jonathan
- In:
Journal of empirical finance
48
(
2018
),
pp. 162-180
Persistent link: https://www.econbiz.de/10012109291
Saved in:
5
Study and analyze the development of China coal mine safety management
Wei, Lian-jiang
;
Hu, Jian-kun
;
Luo, Xin-rong
;
Liang, Wei
- In:
International journal of energy sector management : IJESM
11
(
2017
)
1
,
pp. 80-90
Persistent link: https://www.econbiz.de/10011704837
Saved in:
6
Testing against changing correlation
Harvey, Andrew C.
;
Thiele, Stephen
- In:
Journal of empirical finance
38
(
2016
),
pp. 575-589
Persistent link: https://www.econbiz.de/10011663373
Saved in:
7
Dynamic copula models and high frequency data
De Lira Salvatierra, Irving Arturo
;
Patton, Andrew J.
- In:
Journal of empirical finance
30
(
2015
),
pp. 120-135
Persistent link: https://www.econbiz.de/10011489292
Saved in:
8
Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of empirical finance
29
(
2014
),
pp. 187-206
Persistent link: https://www.econbiz.de/10011300485
Saved in:
9
Behavioral explanation of contagion between oil and stock markets
Ghorbel, Achraf
;
Boujelbene, Abbes
;
Boujelbene, Younes
- In:
International journal of energy sector management : IJESM
8
(
2014
)
1
,
pp. 121-144
Persistent link: https://www.econbiz.de/10010350513
Saved in:
10
High frequency lead/lag relationships : empirical facts
Huth, Nicolas
;
Abergel, Frédéric
- In:
Journal of empirical finance
26
(
2014
),
pp. 41-58
Persistent link: https://www.econbiz.de/10010472008
Saved in:
1
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