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~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Estimation"
~subject:"Multivariate GARCH"
~subject:"Portfolio selection"
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Caldeira, João F.
1
Ding, Liang
1
Dreassi, Alberto
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Filomena, Tiago Pascoal
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Hassan, M. Kabir
1
Liu, Jiapeng
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Miani, Stefano
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Mitchell, Douglas W.
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Economic modelling
34
Finance research letters
33
Journal of banking & finance
30
Journal of empirical finance
29
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
27
Journal of econometrics
25
International review of financial analysis
24
Applied economics letters
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International review of economics & finance : IREF
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Research in international business and finance
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NBER Working Paper
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NBER working paper series
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Applied economics
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Journal of international financial markets, institutions & money
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Economics letters
15
Journal of financial econometrics
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The North American journal of economics and finance : a journal of financial economics studies
14
CESifo working papers
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Discussion paper / Tinbergen Institute
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Energy economics
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Working paper
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Working paper / National Bureau of Economic Research, Inc.
13
The journal of asset management
12
Cambridge working papers in economics
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Discussion paper series / IZA
11
Journal of economic dynamics & control
11
Journal of international money and finance
11
Journal of risk and financial management : JRFM
11
Quantitative finance
11
Computational economics
10
The review of financial studies
10
Discussion papers / CEPR
9
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
9
The European journal of finance
9
Working paper series / University of Zurich, Department of Economics
9
CREATES research paper
8
Econometric reviews
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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1
Conditional correlation between exchange rates and stock prices
Ding, Liang
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 452-463
Persistent link: https://www.econbiz.de/10012655525
Saved in:
2
Housing price dynamics : the impact of stock market sentiment and the spillover effect
Zheng, Yao
;
Osmer, Eric
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 854-867
Persistent link: https://www.econbiz.de/10012655714
Saved in:
3
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:
4
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:
5
Equivalent volume and comovement
Staer, Arsenio
;
Sottile, Pedro
- In:
The quarterly review of economics and finance : journal …
68
(
2018
),
pp. 143-157
Persistent link: https://www.econbiz.de/10012034530
Saved in:
6
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:
7
Realized correlation analysis of contagion
Vortelinos, Dimitrios I.
- In:
The quarterly review of economics and finance : journal …
60
(
2016
),
pp. 138-148
Persistent link: https://www.econbiz.de/10011627396
Saved in:
8
Estimation of variance of housing prices using spatial conditional heteroskedasticity (SARCH) model with an application to Boston housing price data
Simlai, Prodosh
- In:
The quarterly review of economics and finance : journal …
54
(
2014
)
1
,
pp. 17-30
Persistent link: https://www.econbiz.de/10010468803
Saved in:
9
Effects of decision interval on optimal intertemporal portfolios with serially correlated returns
Mitchell, Douglas W.
- In:
The quarterly review of economics and finance : journal …
41
(
2001
)
3
,
pp. 427-438
Persistent link: https://www.econbiz.de/10001603000
Saved in:
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