//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Audrino, Francesco"
~person:"Christiansen, Charlotte"
~person:"Hautsch, Nikolaus"
~subject:"United States"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Covariance"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
United States
Correlation
44
Korrelation
44
Volatility
20
Volatilität
20
Estimation
16
Schätzung
16
Bond market
15
Capital income
15
Kapitaleinkommen
15
Rentenmarkt
15
Aktienmarkt
13
Stock market
13
USA
13
Börsenkurs
12
Share price
12
Estimation theory
11
Schätztheorie
11
Theorie
10
Theory
10
Regression analysis
7
Regressionsanalyse
7
Time series analysis
7
Zeitreihenanalyse
7
Ankündigungseffekt
6
Announcement effect
6
Business cycle
6
Konjunktur
6
Risiko
6
Risk
6
Forecasting model
5
Method of moments
5
Momentenmethode
5
Portfolio selection
5
Portfolio-Management
5
Prognoseverfahren
5
1990-2003
4
ARCH model
4
ARCH-Modell
4
Anleihe
4
more ...
less ...
Online availability
All
Free
7
Type of publication
All
Book / Working Paper
10
Article
3
Type of publication (narrower categories)
All
Arbeitspapier
10
Graue Literatur
10
Non-commercial literature
10
Working Paper
10
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
13
Author
All
Audrino, Francesco
Christiansen, Charlotte
Hautsch, Nikolaus
Weber, Enzo
7
Corsi, Fulvio
6
Gupta, Rangan
5
Mumford, Kevin J.
5
Bailey, Natalia
4
Barberis, Nicholas
4
Conrad, Christian
4
Dittmar, Robert F.
4
Dueker, Michael
4
Fischer, Andreas M.
4
Heckman, James J.
4
Iacoviello, Matteo
4
Kapetanios, George
4
Pesaran, M. Hashem
4
Schmierer, Daniel
4
Shleifer, Andrei
4
Tiwari, Aviral Kumar
4
Urzua, Sergio
4
Wurgler, Jeffrey
4
Zhang, Bing
4
Antonakakis, Nikolaos
3
Artis, Michael J.
3
Cenedese, Gino
3
Cholodilin, Konstantin Arkadʹevič
3
Contessi, Silvio
3
Das, Sanjiv R.
3
De Nicolò, Gianni
3
De Pace, Pierangelo
3
DeSimone, Jeff
3
Dreger, Christian
3
Edmans, Alex
3
Fang, Libing
3
Gao, Ruzhao
3
Greenwood, Robin
3
Guidolin, Massimo
3
Gökmenoglu, Korhan K.
3
Jacob, Brian Aaron
3
Jenter, Dirk
3
more ...
less ...
Published in...
All
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
3
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
Working papers on finance
2
CREATES research paper
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
SNB working papers
1
The journal of futures markets
1
Working paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Smooth transition patterns in the realized stock bond correlation
Aslanidis, Nektarios
;
Christiansen, Charlotte
-
2010
Persistent link: https://www.econbiz.de/10003956890
Saved in:
2
Realized covariance tick-by-tick in presence of rounded time stamps and general microstructure effects
Corsi, Fulvio
;
Audrino, Francesco
-
2008
Persistent link: https://www.econbiz.de/10003903350
Saved in:
3
Modeling tick-by-tick realized correlations
Audrino, Francesco
;
Corsi, Fulvio
-
2008
Persistent link: https://www.econbiz.de/10003903352
Saved in:
4
Modeling tick-by-tick realized correlations
Audrino, Francesco
;
Corsi, Fulvio
-
2008
Persistent link: https://www.econbiz.de/10003723942
Saved in:
5
Realized covariance tick-by-tick in presence of rounded time stamps and general microstructure effects
Corsi, Fulvio
;
Audrino, Francesco
-
2008
Persistent link: https://www.econbiz.de/10003676667
Saved in:
6
Realized correlation tick-by-tick
Corsi, Fulvio
;
Audrino, Francesco
-
2007
Persistent link: https://www.econbiz.de/10003419771
Saved in:
7
Realized bond-stock correlation : macroeconomic announcement effects
Christiansen, Charlotte
;
Ranaldo, Angelo
-
2006
Persistent link: https://www.econbiz.de/10003285575
Saved in:
8
Realized covariance tick-by-tick in presence of rounded time stamps and general microstructure effects
Corsi, Fulvio
;
Audrino, Francesco
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
4
,
pp. 591-616
Persistent link: https://www.econbiz.de/10009671897
Saved in:
9
Realized bond-stock correlation : macroeconomic announcement effects
Christiansen, Charlotte
;
Ranaldo, Angelo
- In:
The journal of futures markets
27
(
2007
)
5
,
pp. 439-469
Persistent link: https://www.econbiz.de/10003493097
Saved in:
10
Realized bond-stocked correlation : macroeconomic announcement effects
Christiansen, Charlotte
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003008422
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->