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~isPartOf:"Journal of banking & finance"
~subject:"ARCH model"
~type_genre:"Amtliche Publikation"
~type_genre:"Article in journal"
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Search: subject_exact:"Korrelationskoeffizient"
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ARCH model
Correlation
65
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65
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24
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21
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21
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18
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Adams, Zeno
1
Asgharian, Hossein
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Journal of banking & finance
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Economic modelling
21
Journal of empirical finance
20
Energy economics
18
International review of financial analysis
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of international financial markets, institutions & money
16
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International review of economics & finance : IREF
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Economics letters
11
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Applied economics letters
9
Journal of international money and finance
9
The North American journal of economics and finance : a journal of financial economics studies
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8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
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International journal of forecasting
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Review of quantitative finance and accounting
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International Journal of Energy Economics and Policy : IJEEP
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ECONIS (ZBW)
14
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14
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1
The effect of uncertainty on stock market volatility and correlation
Asgharian, Hossein
;
Christiansen, Charlotte
;
Hou, Ai Jun
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014486544
Saved in:
2
Large dynamic covariance matrices : enhancements based on intraday data
De Nard, Gianluca
;
Engle, Robert F.
;
Ledoit, Olivier
; …
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461761
Saved in:
3
A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012819586
Saved in:
4
Comparing high-dimensional conditional covariance matrices : implications for portfolio selection
Moura, Guilherme Valle
;
Santos, André A. P.
;
Ruiz, Esther
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012521005
Saved in:
5
Covariance forecasting in equity markets
Symitsi, Efthymia
;
Symeonidis, Lazaros
;
Kourtis, Apostolos
- In:
Journal of banking & finance
96
(
2018
),
pp. 153-168
Persistent link: https://www.econbiz.de/10011967197
Saved in:
6
Are correlations constant? : empirical and theoretical results on popular correlation models in finance
Adams, Zeno
;
Füss, Roland
;
Glück, Thorsten
- In:
Journal of banking & finance
84
(
2017
),
pp. 9-24
Persistent link: https://www.econbiz.de/10011816833
Saved in:
7
Financial indicators signaling correlation changes in sovereign bond markets
De Santis, Roberto A.
;
Stein, Michael
- In:
Journal of banking & finance
56
(
2015
),
pp. 86-102
Persistent link: https://www.econbiz.de/10011488597
Saved in:
8
Nonparametric correlation models for portfolio allocation
Aslanidis, Nektarios
;
Casas, Isabel
- In:
Journal of banking & finance
37
(
2013
)
7
,
pp. 2268-2283
Persistent link: https://www.econbiz.de/10009760686
Saved in:
9
Dependence structure and extreme comovements in international equity and bond markets
Garcia, René
;
Tsafack, Georges
- In:
Journal of banking & finance
35
(
2011
)
8
,
pp. 1954-1970
Persistent link: https://www.econbiz.de/10009247377
Saved in:
10
Regime switching correlation hedging
Lee, Hsiang-tai
- In:
Journal of banking & finance
34
(
2010
)
11
,
pp. 2728-2741
Persistent link: https://www.econbiz.de/10008858841
Saved in:
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