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~subject:"Business cycle"
~subject:"Theory"
~subject:"Zeitreihenanalyse"
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Pesaran, M. Hashem
18
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16
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14
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Engle, Robert F.
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Kočenda, Evžen
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Opschoor, Anne
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Shay, Brian
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7
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Journal of econometrics
48
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41
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37
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34
Finance research letters
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ECONIS (ZBW)
2,402
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1
Putting all eggs in one basket : some insights from a correlation inequality
Dubey, Pradeep
;
Sahi, Siddhartha
;
Wang, Guanyang
-
2024
Persistent link: https://www.econbiz.de/10014575655
Saved in:
2
Robust inference for high-dimensional panel data models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2024
Persistent link: https://www.econbiz.de/10014584602
Saved in:
3
Interactions between equity REITs and S&P 500 returns
Rahman, A. K. M. Matiur
- In:
International journal of economics and financial issues …
14
(
2024
)
3
,
pp. 206-211
Persistent link: https://www.econbiz.de/10014631808
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4
Locally adaptive online functional data
Patilea, Valentin
;
Racine, Jeffrey
-
2024
Persistent link: https://www.econbiz.de/10014546088
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5
Ordered correlation forest
Di Francesco, Riccardo
-
2024
Persistent link: https://www.econbiz.de/10014549052
Saved in:
6
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
7
Sluggish news reactions: a combinatorial approach for synchronizing stock jumps
Bouamara, Nabil
;
Boudt, Kris
;
Laurent, Sébastien
; …
-
2024
Persistent link: https://www.econbiz.de/10014521306
Saved in:
8
Cross validation based transfer learning for cross-sectional non-linear shrinkage : a data-driven approach in portfolio optimization
Mörstedt, Torsten
;
Lutz, Bernhard
;
Neumann, Dirk
- In:
European journal of operational research : EJOR
318
(
2024
)
2
,
pp. 670-685
Persistent link: https://www.econbiz.de/10015048040
Saved in:
9
Cross-section without factors : a string model for expected returns
Distaso, Walter
;
Mele, Antonio
;
Vilkov, Grigory
- In:
Quantitative finance
24
(
2024
)
6
,
pp. 693-718
Persistent link: https://www.econbiz.de/10015050788
Saved in:
10
Determinants of regional business cycle synchronization in Greece
Delis, Panagiotis
;
Degiannakis, Stavros
;
Filis, George
; …
-
2024
Persistent link: https://www.econbiz.de/10014546439
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