//--> //--> //-->
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:"Sheppard, Kevin"
~subject:"USA"
~subject:"Volatility"
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:"Korrelation"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
USA
Volatility
Correlation
9
Korrelation
9
Volatilität
8
ARCH model
7
ARCH-Modell
7
Capital income
5
Kapitaleinkommen
5
Theorie
4
Theory
4
Analysis of variance
3
Estimation theory
3
International financial market
3
Internationaler Finanzmarkt
3
Portfolio selection
3
Portfolio-Management
3
Schätztheorie
3
Varianzanalyse
3
1987-2001
2
Aktienmarkt
2
Beta risk
2
Betafaktor
2
Bond market
2
CAPM
2
EU countries
2
EU-Staaten
2
Euro
2
Euro area
2
Eurozone
2
Forecasting model
2
Multivariate Analyse
2
Multivariate analysis
2
Prognoseverfahren
2
Rentenmarkt
2
Stock market
2
Börsenkurs
1
Common persistence
1
Composite likelihood
1
Conditional Beta
1
Conditional Covariance
1
more ...
less ...
Online availability
All
Free
2
Undetermined
2
Type of publication
All
Article
5
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Graue Literatur
3
Non-commercial literature
3
Arbeitspapier
2
Working Paper
2
Aufsatz im Buch
1
Book section
1
Collection of articles written by one author
1
Hochschulschrift
1
Sammlung
1
Thesis
1
more ...
less ...
Language
All
English
8
Author
All
Sheppard, Kevin
Christiansen, Charlotte
19
Engle, Robert F.
16
Bauwens, Luc
15
Pesaran, M. Hashem
13
Asgharian, Hossein
10
Hou, Ai Jun
10
Koopman, Siem Jan
10
Tiwari, Aviral Kumar
10
Asai, Manabu
9
Corsi, Fulvio
9
Gupta, Rangan
9
Lucas, André
9
McAleer, Michael
9
Weber, Enzo
9
Hamori, Shigeyuki
8
Heinlein, Reinhold
8
Mahadeo, Scott M. R.
8
Silvennoinen, Annastiina
8
Zhang, Bing
8
Boudt, Kris
7
Bouri, Elie
7
Conrad, Christian
7
Kapetanios, George
7
Karanasos, Menelaos
7
Liow, Kim Hiang
7
Opschoor, Anne
7
Otranto, Edoardo
7
Pesaran, Bahram
7
Shephard, Neil G.
7
Teräsvirta, Timo
7
Audrino, Francesco
6
Bailey, Natalia
6
Dijk, Dick van
6
Ledoit, Olivier
6
Manera, Matteo
6
McMillan, David G.
6
Patton, Andrew J.
6
Schmierer, Daniel
6
Storti, Giuseppe
6
more ...
less ...
Published in...
All
Department of Economics discussion paper series / University of Oxford
1
Handbook of financial time series
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Working paper series / European Central Bank ; Eurosystem
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Fitting vast dimensional time-varying covariance models
Pakel, Cavit
;
Shephard, Neil G.
;
Sheppard, Kevin
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 652-668
Persistent link: https://www.econbiz.de/10012588005
Saved in:
2
Factor high-frequency-based volatility (HEAVY) models
Sheppard, Kevin
;
Xu, Wen
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 33-65
Persistent link: https://www.econbiz.de/10012054425
Saved in:
3
Factor high-frequency based volatility (HEAVY) models
Sheppard, Kevin
;
Xu, Wen
-
2014
Persistent link: https://www.econbiz.de/10010365630
Saved in:
4
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 16-30
Persistent link: https://www.econbiz.de/10010258286
Saved in:
5
Asymmetric dynamics in the correlations of global equity and bond return
Cappiello, Lorenzo
-
2003
Persistent link: https://www.econbiz.de/10013434528
Saved in:
6
Evaluating volatility and correlation forecasts
Patton, Andrew J.
;
Sheppard, Kevin
- In:
Handbook of financial time series
,
(pp. 801-838)
.
2009
Persistent link: https://www.econbiz.de/10003834236
Saved in:
7
Asymmetric dynamics in the correlations of global equity and bond returns
Cappiello, Lorenzo
;
Engle, Robert F.
;
Sheppard, Kevin
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
4
,
pp. 537-572
Persistent link: https://www.econbiz.de/10003565737
Saved in:
8
Three essays on modeling conditional correlation
Sheppard, Kevin
-
2004
Persistent link: https://www.econbiz.de/10003550225
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->