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Search: subject:"Realized correlation"
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Realized correlation
21
Correlation
15
Korrelation
15
realized correlation
13
Volatility
7
Volatilität
7
Estimation
6
Realized volatility
6
Schätzung
6
Time series analysis
6
Zeitreihenanalyse
6
Portfolio selection
5
Capital income
4
Kapitaleinkommen
4
Portfolio-Management
4
Risikoprämie
4
Risk premium
4
ARCH model
3
ARCH-Modell
3
Bond-stock correlation
3
Double bounded time series
3
Estimation theory
3
Financial market
3
Finanzmarkt
3
Forecasting model
3
High-frequency data
3
Macroeconomic announcements
3
Prognoseverfahren
3
Schätztheorie
3
correlation risk premium
3
implied correlation
3
international equity options
3
Aktienmarkt
2
Bitcoin
2
Bond market
2
Börsenkurs
2
Cryptocurrency
2
Dependence
2
EU countries
2
EU-Staaten
2
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Undetermined
17
Free
12
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Article
18
Book / Working Paper
17
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12
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12
Working Paper
5
Arbeitspapier
4
Graue Literatur
4
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4
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English
18
Undetermined
17
Author
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Christiansen, Charlotte
4
Patton, Andrew J.
4
Gorgi, Paolo
3
Koopman, Siem Jan
3
Lee, Hyunchul
3
Ranaldo, Angelo
3
Audrino, Francesco
2
Corsi, Fulvio
2
Dovonon, Prosper
2
Faria, Gonçalo
2
Haugom, Erik
2
Hsu, Yuan-Teng
2
Kosowski, Robert L.
2
Lien, Gudbrand
2
Liu, Hung-Chun
2
Meddahi, Nour
2
Veka, Steinar
2
Wang, Jying-Nan
2
Wang, Tianyu
2
Westgaard, Sjur
2
Alexeev, Vitali
1
Aslanidis, Nektarios
1
Barra, Istvan
1
Beltratti, Andrea
1
Bertram, Philip
1
Bollerslev, Tim
1
Bombardini, Matilde
1
Cutinelli-Rendina, Olimpia
1
De Lira Salvatierra, Irving
1
De Lira Salvatierra, Irving Arturo
1
Dijk, Dick van
1
Dimpfl, Thomas
1
Dungey, Mardi
1
Fresoli, Diego
1
Gillas, Konstantinos Gkillas
1
Goncalves, Silvia
1
Gonçalves, Sílvia
1
Katsiampa, Paraskevi
1
Kim, Heeho
1
Kim, Hyunseok
1
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School of Economics and Political Science, Universität St. Gallen
2
Schweizerische Nationalbank (SNB)
2
Departamento de Estadistica, Universidad Carlos III de Madrid
1
Department of Economics, University of Peloponnese
1
Duke University, Department of Economics
1
Ehrvervøkonomisk Institut, Institut for Økonomi
1
International Centre for Economic Research (ICER)
1
School of Economics and Finance, Tasmanian School of Business and Economics
1
School of Economics and Management, University of Aarhus
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
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Finance research letters
3
Discussion paper / Tinbergen Institute
2
Discussion papers / CEPR
2
Journal of econometrics
2
Journal of empirical finance
2
Working Papers / Schweizerische Nationalbank (SNB)
2
CREATES Research Papers
1
Economic Modelling
1
Economic modelling
1
Economics Bulletin
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Finance Research Group Working Papers
1
ICER Working Papers
1
International journal of finance & economics : IJFE
1
Journal of Econometrics
1
Journal of Empirical Finance
1
Journal of banking & finance
1
MPRA Paper
1
Review of Economics & Finance
1
Statistical Papers / Springer
1
Statistics and Econometrics Working Papers
1
The quarterly review of economics and finance
1
Tinbergen Institute Discussion Paper
1
University of St. Gallen Department of Economics working paper series 2007
1
University of St. Gallen Department of Economics working paper series 2008
1
Working Papers / Department of Economics, University of Peloponnese
1
Working Papers / Duke University, Department of Economics
1
Working Papers / School of Economics and Finance, Tasmanian School of Business and Economics
1
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RePEc
18
ECONIS (ZBW)
16
EconStor
1
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1
Time-varying co-movement of sovereign credit default swaps markets : evidence from Asia-Pacific countries
Lee, Hyunchul
;
Kim, Hyunseok
- In:
Finance research letters
69
(
2024
)
2
,
pp. 1-11
Persistent link: https://www.econbiz.de/10015191081
Saved in:
2
A u-shaped relationship between the crypto fear-greed index and the price synchronicity of cryptocurrencies
Wang, Jying-Nan
;
Liu, Hung-Chun
;
Hsu, Yuan-Teng
- In:
Finance research letters
59
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014445400
Saved in:
3
Hacks and the price synchronicity of bitcoin and ether
Wang, Jying-Nan
;
Vigne, Samuel A.
;
Liu, Hung-Chun
;
Hsu, …
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 294-299
Persistent link: https://www.econbiz.de/10014631539
Saved in:
4
Greek government-debt crisis events and European financial markets : news surprises on Greek bond yields and inter-relations of European financial markets
Gillas, Konstantinos Gkillas
;
Katsiampa, Paraskevi
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4037-4054
Persistent link: https://www.econbiz.de/10014429282
Saved in:
5
Beta observation-driven models with exogenous regressors : a joint analysis of
realized
correlation
and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
Saved in:
6
Attention and retail investor herding in cryptocurrency markets
Koch, Sophia
;
Dimpfl, Thomas
- In:
Finance research letters
51
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014304817
Saved in:
7
Beta observation-driven models with exogenous regressors: a joint analysis of
realized
correlation
and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
-
2020
impact of past values of
realized
correlation
on future values is at least 10% higher when stock returns are negative rather …
Persistent link: https://www.econbiz.de/10012233966
Saved in:
8
Beta observation-driven models with exogenous regressors : a joint analysis of
realized
correlation
and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
-
2020
impact of past values of
realized
correlation
on future values is at least 10% higher when stock returns are negative rather …
Persistent link: https://www.econbiz.de/10012161059
Saved in:
9
The correlation risk premium : international evidence
Faria, Gonçalo
;
Kosowski, Robert L.
;
Wang, Tianyu
- In:
Journal of banking & finance
136
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013448802
Saved in:
10
The correlation risk premium : international evidence
Faria, Gonçalo
;
Kosowski, Robert L.
;
Wang, Tianyu
-
2021
Persistent link: https://www.econbiz.de/10012592939
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