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~isPartOf:"Journal of econometrics"
~subject:"Financial crisis"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Korrelationsmaß"
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Financial crisis
Zeitreihenanalyse
Correlation
108
Korrelation
108
Estimation theory
51
Schätztheorie
51
Theorie
32
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32
Time series analysis
25
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18
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Koopman, Siem Jan
2
Asai, Manabu
1
Aït-Sahalia, Yacine
1
Bailey, Natalia
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1
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1
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1
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1
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Journal of econometrics
Economic modelling
23
Discussion paper / Tinbergen Institute
20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Economics letters
18
International review of economics & finance : IREF
15
Applied economics
14
Journal of empirical finance
13
Research in international business and finance
13
CESifo working papers
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Applied economics letters
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International review of financial analysis
10
Journal of international financial markets, institutions & money
9
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CREATES research paper
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International journal of forecasting
7
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7
Journal of international money and finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
The North American journal of economics and finance : a journal of financial economics studies
6
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5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
European journal of operational research : EJOR
5
International journal of finance & economics : IJFE
5
Journal of the American Statistical Association : JASA
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Working paper / Department of Econometrics and Business Statistics, Monash University
5
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Econometrics : open access journal
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Economies : open access journal
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ECONIS (ZBW)
26
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26
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date (oldest first)
1
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
Saved in:
2
Canonical correlation-based model selection for the multilevel factors
Choi, In
;
Lin, Rui
;
Shin, Yongcheol
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 22-44
Persistent link: https://www.econbiz.de/10014340924
Saved in:
3
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
4
Infinite Markov pooling of predictive distributions
Jin, Xin
;
Maheu, John M.
;
Yang, Qiao
- In:
Journal of econometrics
228
(
2022
)
2
,
pp. 302-321
Persistent link: https://www.econbiz.de/10013441752
Saved in:
5
Projected estimation for large-dimensional matrix factor models
Yu, Long
;
He, Yong
;
Kong, Xinbing
;
Zhang, Xinsheng
- In:
Journal of econometrics
229
(
2022
)
1
,
pp. 201-217
Persistent link: https://www.econbiz.de/10013441854
Saved in:
6
Testing high-dimensional covariance matrices under the elliptical distribution and beyond
Yang, Xinxin
;
Zheng, Xinghua
;
Chen, Jiaqi
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 409-423
Persistent link: https://www.econbiz.de/10012619243
Saved in:
7
Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
Saved in:
8
Reducing the state space dimension in a large TVP-VAR
Chan, Joshua
;
Eisenstat, Eric
;
Strachan, Rodney W.
- In:
Journal of econometrics
218
(
2020
)
1
,
pp. 105-118
Persistent link: https://www.econbiz.de/10012482932
Saved in:
9
Factor-adjusted regularized model selection
Fan, Jianqing
;
Ke, Yuan
;
Wang, Kaizheng
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 71-85
Persistent link: https://www.econbiz.de/10012439637
Saved in:
10
Testing serial correlations in high-dimensional time series via extreme value theory
Tsay, Ruey S.
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 106-117
Persistent link: https://www.econbiz.de/10012439650
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