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~subject:"Korrelation"
~type_genre:"Article in journal"
~type_genre:"Government document"
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Search: subject_exact:"GARCH model"
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Korrelation
ARCH model
6,650
ARCH-Modell
6,650
Volatility
4,349
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4,349
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2,030
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2,029
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1,687
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1,175
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800
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Hamori, Shigeyuki
8
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6
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5
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5
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5
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5
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4
Fałdziński, Marcin
4
Filis, George
4
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4
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4
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4
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4
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4
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4
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4
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4
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4
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4
Ur Rehman, Mobeen
4
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4
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3
Alomari, Mohammad
3
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Asai, Manabu
3
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3
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3
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3
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3
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3
Kang, Sang Hoon
3
Karanasos, Menelaos
3
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3
Ledoit, Olivier
3
Lee, Chien-chiang
3
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Economics letters
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The North American journal of economics and finance : a journal of financial economics studies
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
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7
International journal of forecasting
6
Review of quantitative finance and accounting
6
The European journal of finance
6
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International Journal of Energy Economics and Policy : IJEEP
5
International journal of economics and financial issues : IJEFI
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5
Econometric reviews
4
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Global business review
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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3
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ECONIS (ZBW)
566
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81
Large dynamic covariance matrices : enhancements based on intraday data
De Nard, Gianluca
;
Engle, Robert F.
;
Ledoit, Olivier
; …
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461761
Saved in:
82
ETF risk models
Kakushadze, Zura
;
Yu, Willie
- In:
Bulletin of applied economics
9
(
2022
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10013407268
Saved in:
83
Exchange options and spread options with stochastically correlated underlyings
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
12
,
pp. 1060-1068
Persistent link: https://www.econbiz.de/10013412038
Saved in:
84
Modeling dynamic conditional correlations with leverage effects and volatility spillover effects : evidence from the Chinese and US stock markets affected by the recent trade frict...
Pan, Qunxing
;
Mei, Xiaowen
;
Gao, Tianqing
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013413579
Saved in:
85
Contagion testing in frontier markets under alternative stressful S&P 500 market scenarios
Mahadeo, Scott M. R.
;
Heinlein, Reinhold
;
Legrenzi, …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013449099
Saved in:
86
Can infectious disease pandemic impact the long-term volatility and correlation of gold and crude oil markets?
Wei, Yu
;
Wang, Zhuo
;
Li, Dongxin
;
Chen, Xiaodan
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013459840
Saved in:
87
The geometry of the world of currency volatilities
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
Computational economics
60
(
2022
)
1
,
pp. 125-145
Persistent link: https://www.econbiz.de/10013262502
Saved in:
88
Exploring the dynamics of the equity-commodity nexus : a study of base metal futures
Saishree, Ipsita
;
Padhi, Puja
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1573-1596
Persistent link: https://www.econbiz.de/10013288006
Saved in:
89
A model of price correlations between clean energy indices and energy commodities
Kanamura, Takashi
- In:
Journal of sustainable finance & investment
12
(
2022
)
2
,
pp. 319-359
Persistent link: https://www.econbiz.de/10013177366
Saved in:
90
The "necessary evil" in Chinese commodity markets
Fan, John Hua
;
Mo, Di
;
Zhang, Tingxi
- In:
Journal of commodity markets
25
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013204452
Saved in:
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