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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:"Multivariate GARCH"
~subject:"Portfolio selection"
~subject:"USA"
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Multivariate GARCH
Portfolio selection
USA
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1
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1
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1
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Journal of banking & finance
29
Working paper / National Bureau of Economic Research, Inc.
25
Finance research letters
24
Journal of empirical finance
20
The review of financial studies
19
Journal of international financial markets, institutions & money
18
Research in international business and finance
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International review of financial analysis
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International review of economics & finance : IREF
12
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The North American journal of economics and finance : a journal of financial economics studies
11
The journal of finance : the journal of the American Finance Association
11
Discussion paper / Centre for Economic Policy Research
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
The journal of futures markets
10
Applied economics letters
9
Working paper series / University of Zurich, Department of Economics
9
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Journal of economic dynamics & control
8
Journal of financial econometrics
8
Journal of financial economics
8
Journal of international money and finance
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7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
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7
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7
Journal of risk and financial management : JRFM
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NBER working paper series
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Quantitative finance
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The journal of alternative investments
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The journal of real estate finance and economics
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European journal of operational research : EJOR
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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:
2
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:
3
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:
4
Meet the "born efficient" financial institutions : evidence from the boom years of US REITs
Isik, Ihsan
;
Topuz, John C.
- In:
The quarterly review of economics and finance : journal …
66
(
2017
),
pp. 70-99
Persistent link: https://www.econbiz.de/10011792743
Saved in:
5
Dynamic transmissions between the U.S. and equity markets in the MENA countries : new evidence from pre- and post-global financial crisis
Maghyereh, Aktham I.
;
Awartani, Basel
;
Hilu, Khalil Al
- In:
The quarterly review of economics and finance : journal …
56
(
2015
),
pp. 123-138
Persistent link: https://www.econbiz.de/10011574365
Saved in:
6
Long memory and structural breaks in modeling the return and volatility dynamics of precious metals
Arouri, Mohamed
;
Hammoudeh, Shawkat
;
Lahiani, Amine
; …
- In:
The quarterly review of economics and finance : journal …
52
(
2012
)
2
,
pp. 207-218
Persistent link: https://www.econbiz.de/10009700518
Saved in:
7
Wavelet domain correlation between the futures prices of natural gas and oil
Tonn, Victor Lux
;
Li, H. C.
;
McCarthy, Joseph
- In:
The quarterly review of economics and finance : journal …
50
(
2010
)
4
,
pp. 408-414
Persistent link: https://www.econbiz.de/10009247691
Saved in:
8
Gold and platinum : toward solving the price puzzle
Kearney, Adrienne A.
;
Lombra, Raymond E.
- In:
The quarterly review of economics and finance : journal …
49
(
2009
)
3
,
pp. 884-892
Persistent link: https://www.econbiz.de/10003873648
Saved in:
9
Instability and predictability of factor betas of industrial stocks : the flexible least squares solutions
He, Ling T.
- In:
The quarterly review of economics and finance : journal …
45
(
2005
)
4/5
,
pp. 619-640
Persistent link: https://www.econbiz.de/10003099286
Saved in:
10
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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