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~isPartOf:"International journal of forecasting"
~subject:"Finanzmarkt"
~subject:"Kapitaleinkommen"
~subject:"Volatility"
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Search: subject_exact:"Kendall's tau"
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Finanzmarkt
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Bauwens, Luc
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International journal of forecasting
Economic modelling
36
Finance research letters
35
Journal of empirical finance
34
International review of financial analysis
29
Journal of econometrics
26
Research in international business and finance
26
International review of economics & finance : IREF
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Journal of banking & finance
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Energy economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The North American journal of economics and finance : a journal of financial economics studies
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Economics letters
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Journal of international money and finance
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Applied economics letters
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The review of financial studies
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International journal of theoretical and applied finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of risk and financial management : JRFM
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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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
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:
3
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:
4
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:
5
Conditional value-at-risk forecasts of an optimal foreign currency portfolio
Kim, Dongwhan
;
Kang, Kyu Ho
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 838-861
Persistent link: https://www.econbiz.de/10012792873
Saved in:
6
A dynamic conditional approach to forecasting portfolio weights
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Palandri, …
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1111-1126
Persistent link: https://www.econbiz.de/10012794818
Saved in:
7
The effect of price volatility on judgmental forecasts : the correlated response model
Sobolev, Daphne
- In:
International journal of forecasting
33
(
2017
)
3
,
pp. 605-617
Persistent link: https://www.econbiz.de/10011746193
Saved in:
8
Correlation dynamics and international diversification benefits
Christoffersen, Peter F.
;
Errunza, Vihang R.
;
Jacobs, Kris
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 807-824
Persistent link: https://www.econbiz.de/10010516049
Saved in:
9
Testing the value of directional forecasts in the presence of serial correlation
Blaskowitz, Oliver Jim
;
Herwartz, Helmut
- In:
International journal of forecasting
30
(
2013
)
1
,
pp. 30-42
Persistent link: https://www.econbiz.de/10010243646
Saved in:
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