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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Multivariate GARCH"
~subject:"Portfolio selection"
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Search: subject_exact:"Kovarianz"
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Multivariate GARCH
Portfolio selection
Correlation
52
Korrelation
52
Volatility
23
Volatilität
23
Börsenkurs
22
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22
ARCH model
17
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Asai, Manabu
1
Caldeira, João F.
1
Chang, Chia-Lin
1
Dong, Xiyong
1
Dreassi, Alberto
1
Filomena, Tiago Pascoal
1
Grégoire, Vincent
1
Hassan, M. Kabir
1
Jouini, Jamel
1
Li, Changhong
1
Liu, Fang
1
Liu, Jiapeng
1
Majdoub, Jihed
1
Mansour, Walid
1
McAleer, Michael
1
Miani, Stefano
1
Mitchell, Douglas W.
1
Mo, Guoli
1
Paltrinieri, Andrea
1
Roengchai Tansuchat
1
Sant'Anna, Leonardo Riegel
1
Sarwar, Ghulam
1
Sclip, Alex
1
So, Mike Ka-pui
1
Tan, Chunzhi
1
Wong, Jerry
1
Yoon, Seong-min
1
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1
Zhong, Yi
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The North American journal of economics and finance : a journal of financial economics studies
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Journal of banking & finance
22
Finance research letters
18
International review of financial analysis
13
Journal of empirical finance
13
Journal of econometrics
11
Research in international business and finance
11
The journal of asset management
11
International review of economics & finance : IREF
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
The review of financial studies
9
Working paper series / University of Zurich, Department of Economics
9
Applied economics
8
Economic modelling
8
Journal of financial econometrics
8
Journal of international financial markets, institutions & money
8
Applied economics letters
7
Quantitative finance
7
Computational economics
6
Energy economics
6
European journal of operational research : EJOR
6
Financial markets and portfolio management
6
Journal of economic dynamics & control
6
Journal of risk and financial management : JRFM
6
NBER Working Paper
6
NBER working paper series
6
The journal of alternative investments
6
Discussion paper / Tinbergen Institute
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International journal of forecasting
5
Journal of risk
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Risks : open access journal
5
The journal of portfolio management : a publication of Institutional Investor
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Working paper
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Applied mathematical finance
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Discussion paper / Deutsche Bundesbank
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Econometric reviews
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
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1
Market risks that change domestic diversification benefits
Sarwar, Ghulam
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014225809
Saved in:
2
Correlations and volatility spillovers between China and Southeast Asian stock markets
Zhong, Yi
;
Liu, Jiapeng
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 57-69
Persistent link: https://www.econbiz.de/10012656194
Saved in:
3
How can investors build a better portfolio in small open economies? : evidence from Asia’s Four Little Dragons
Dong, Xiyong
;
Li, Changhong
;
Yoon, Seong-min
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013186604
Saved in:
4
The rise of passive investing and index-linked comovement
Grégoire, Vincent
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012659532
Saved in:
5
International portfolio of stock indices with spatiotemporal correlations : Can investors still benefit from portfolio, when and where?
Mo, Guoli
;
Tan, Chunzhi
;
Zhang, Weiguo
;
Liu, Fang
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 168-183
Persistent link: https://www.econbiz.de/10012117833
Saved in:
6
The determinants of co-movement dynamics between sukuk and conventional bonds
Hassan, M. Kabir
;
Paltrinieri, Andrea
;
Dreassi, Alberto
; …
- In:
The quarterly review of economics and finance : journal …
68
(
2018
),
pp. 73-84
Persistent link: https://www.econbiz.de/10012034513
Saved in:
7
Index tracking and enhanced indexing using cointegration and correlation with endogenous portfolio selection
Sant'Anna, Leonardo Riegel
;
Filomena, Tiago Pascoal
; …
- In:
The quarterly review of economics and finance : journal …
65
(
2017
),
pp. 146-157
Persistent link: https://www.econbiz.de/10011792475
Saved in:
8
Market integration between conventional and Islamic stock prices
Majdoub, Jihed
;
Mansour, Walid
;
Jouini, Jamel
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 436-457
Persistent link: https://www.econbiz.de/10011672988
Saved in:
9
Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
Saved in:
10
Stress testing correlation matrices for risk management
So, Mike Ka-pui
;
Wong, Jerry
;
Asai, Manabu
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 310-322
Persistent link: https://www.econbiz.de/10010365763
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