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  • Search: subject:"Co-variance"
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Subject
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Correlation 3 Korrelation 3 Theorie 3 Theory 3 Volatility 3 Volatilität 3 Aktienmarkt 2 Analysis of variance 2 Börsenkurs 2 Co-variance 2 Forecasting model 2 Prognoseverfahren 2 Share price 2 Stock market 2 Varianzanalyse 2 ARCH model 1 ARCH-Modell 1 Affine term structure model 1 Anleihe 1 Asymptotic least squares 1 Bond 1 Bond risk premia 1 Capital income 1 Dynamic model averaging 1 Equity market 1 Estimation 1 Estimation theory 1 Großbritannien 1 Kapitaleinkommen 1 M GARCH-VEC 1 Multivariate Analyse 1 Multivariate analysis 1 Partial (co)variance forecasting 1 Quantitative Lockerung 1 Quantitative easing 1 Realized variance 1 Risikoprämie 1 Risk premium 1 Saudi Arabia 1 Saudi-Arabien 1
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Undetermined 3 Free 1
Type of publication
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Article 5
Type of publication (narrower categories)
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Article in journal 5 Aufsatz in Zeitschrift 5
Language
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English 5
Author
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Chen, Zirong 1 Díez de los Ríos, Antonio 1 Eltahir, Yassin 1 Halbleib, Roxana 1 Klabi, Fethi 1 Osman, Hussien Omer 1 Sallam, Osama Azmi 1 Shogbuyi, Abiodun 1 Steeley, James M. 1 Voev, Valeri 1 Zhou, Yao 1
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Published in...
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International journal of economics and financial issues : IJEFI 1 International review of financial analysis 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Journal of financial econometrics : official journal of the Society for Financial Econometrics 1 Quantitative finance 1
Source
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ECONIS (ZBW) 5
Showing 1 - 5 of 5
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Dynamic partial (co)variance forecasting model
Chen, Zirong; Zhou, Yao - In: Quantitative finance 24 (2024) 5, pp. 643-653
Persistent link: https://www.econbiz.de/10014552126
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Interrelations in Saudi stocks market
Eltahir, Yassin; Klabi, Fethi; Sallam, Osama Azmi; … - In: International journal of economics and financial issues … 9 (2019) 3, pp. 91-97
Persistent link: https://www.econbiz.de/10012149516
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The effect of quantitative easing on the variance and covariance of the UK and US equity markets
Shogbuyi, Abiodun; Steeley, James M. - In: International review of financial analysis 52 (2017), pp. 281-291
Persistent link: https://www.econbiz.de/10011868757
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Forecasting covariance matrices : a mixed approach
Halbleib, Roxana; Voev, Valeri - In: Journal of financial econometrics : official journal of … 14 (2016) 2, pp. 383-417
Persistent link: https://www.econbiz.de/10011589016
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A new linear estimator for Gaussian dynamic term structure models
Díez de los Ríos, Antonio - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 2, pp. 282-295
Persistent link: https://www.econbiz.de/10011390043
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