EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"correlation)"
Narrow search

Narrow search

Year of publication
Subject
All
Correlation 8,392 Korrelation 8,096 Theorie 3,760 Theory 3,717 Autokorrelation 2,455 Autocorrelation 2,454 Schätztheorie 2,187 Estimation theory 2,176 Volatility 1,648 Schätzung 1,627 Volatilität 1,613 Estimation 1,601 Zeitreihenanalyse 1,524 Time series analysis 1,519 Portfolio-Management 1,398 Portfolio selection 1,383 Kapitaleinkommen 1,366 Capital income 1,363 ARCH-Modell 1,142 ARCH model 1,136 Börsenkurs 1,120 Share price 1,106 Aktienmarkt 1,104 Stock market 1,104 correlation 1,064 USA 859 United States 850 Prognoseverfahren 763 Forecasting model 758 Welt 743 World 734 Regressionsanalyse 536 Regression analysis 535 Risk 479 Risiko 472 Räumliche Interaktion 467 Spatial interaction 467 Credit risk 452 Kreditrisiko 436 Statistischer Test 436
more ... less ...
Online availability
All
Free 6,724 Undetermined 4,290 CC license 282
Type of publication
All
Article 8,752 Book / Working Paper 6,558 Other 14 Journal 1
Type of publication (narrower categories)
All
Article in journal 6,282 Aufsatz in Zeitschrift 6,282 Working Paper 2,388 Graue Literatur 2,055 Non-commercial literature 2,055 Arbeitspapier 2,050 Aufsatz im Buch 298 Book section 298 Article 174 Hochschulschrift 129 Thesis 114 research-article 95 Conference paper 52 Konferenzbeitrag 52 Collection of articles written by one author 42 Sammlung 42 Collection of articles of several authors 14 Sammelwerk 14 Forschungsbericht 12 Amtsdruckschrift 11 Conference Paper 11 Government document 11 Reprint 11 Aufsatzsammlung 7 Konferenzschrift 7 Case study 6 Fallstudie 6 Dissertation u.a. Prüfungsschriften 5 Lehrbuch 4 review-article 4 Systematic review 3 case-report 3 technical-paper 3 Übersichtsarbeit 3 Bibliografie enthalten 2 Bibliography included 2 Conference proceedings 2 Congress Report 2 Mikroform 2 Rezension 2
more ... less ...
Language
All
English 12,428 Undetermined 2,643 German 125 Spanish 36 French 25 Polish 18 Portuguese 14 Russian 9 Italian 6 Croatian 5 Lithuanian 5 Czech 4 Romanian 3 Slovak 3 Kazakh 2 Macedonian 1 Norwegian 1 Ukrainian 1
more ... less ...
Author
All
Phillips, Peter C. B. 83 McAleer, Michael 70 Pesaran, M. Hashem 68 Teräsvirta, Timo 53 Lee, Lung-fei 47 Wolf, Michael 43 Ledoit, Olivier 42 Hafner, Christian M. 40 Sun, Yixiao 39 Baltagi, Badi H. 38 Koopman, Siem Jan 38 Engle, Robert F. 37 Lucas, André 37 Christiansen, Charlotte 36 Tiwari, Aviral Kumar 35 Kapetanios, George 34 Dijk, Dick van 30 Weber, Enzo 30 Gupta, Rangan 28 Antonakakis, Nikolaos 27 Bauwens, Luc 27 Robinson, Peter M. 27 Aslanidis, Nektarios 26 Croux, Christophe 26 Franses, Philip Hans 26 Hamori, Shigeyuki 26 Westermann, Frank 26 Bekaert, Geert 25 Gouriéroux, Christian 24 Silvennoinen, Annastiina 24 Asai, Manabu 23 Blasques, Francisco 23 Düllmann, Klaus 23 Ray, Indrajit 23 Timmermann, Allan 23 Caporin, Massimiliano 22 Fan, Jianqing 22 Lesage, James P. 22 McMillan, David G. 22 Sensoy, Ahmet 22
more ... less ...
Institution
All
International Monetary Fund (IMF) 411 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 165 National Bureau of Economic Research 86 International Monetary Fund 39 EconWPA 30 C.E.P.R. Discussion Papers 26 HAL 23 CESifo 22 Département de Sciences Économiques, Université de Montréal 22 Deutsche Bundesbank 17 School of Economics and Management, University of Aarhus 17 Université Paris-Dauphine (Paris IX) 17 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 16 Institute for the Study of Labor (IZA) 15 Tinbergen Instituut 14 European Central Bank 12 London School of Economics (LSE) 12 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 11 Banque de France 9 Department of Economics, Auburn University 9 Ekonomiska forskningsinstitutet <Stockholm> 9 Tinbergen Institute 9 Agricultural and Applied Economics Association - AAEA 8 Departamento de Estadistica, Universidad Carlos III de Madrid 8 Department of Econometrics and Business Statistics, Monash Business School 8 Econometric Society 8 Erasmus University Rotterdam, Econometric Institute 8 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 8 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 8 Wirtschaftswissenschaftliche Fakultät, Universität Regensburg 8 eSocialSciences 8 Center for Policy Research, Maxwell School 7 Bank for International Settlements (BIS) 6 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 6 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 6 Department of Economics and Business, Universitat Pompeu Fabra 6 Department of Economics and Finance, College of Business and Economics 6 Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 6 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 6 Henley Business School, University of Reading 6
more ... less ...
Published in...
All
IMF Working Papers 392 Physica A: Statistical Mechanics and its Applications 297 Journal of econometrics 280 Economics letters 185 MPRA Paper 165 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 123 Finance research letters 121 Economic modelling 104 Applied economics 94 Econometric theory 94 Journal of banking & finance 88 Econometric reviews 87 Energy economics 84 Applied economics letters 82 Psychometrika 82 Journal of empirical finance 80 NBER Working Paper 77 Discussion paper / Tinbergen Institute 76 NBER working paper series 74 Working paper 73 International review of financial analysis 70 Working paper / National Bureau of Economic Research, Inc. 66 CESifo working papers 62 Research in international business and finance 61 International review of economics & finance : IREF 59 European journal of operational research : EJOR 58 Journal of forecasting 55 The North American journal of economics and finance : a journal of financial economics studies 50 Computational economics 49 International journal of forecasting 49 Journal of international financial markets, institutions & money 48 Journal of risk and financial management : JRFM 46 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 45 The econometrics journal 44 International journal of theoretical and applied finance 43 CREATES research paper 42 CESifo Working Paper Series 41 Discussion paper series / IZA 41 Working Paper 41 CESifo Working Paper 37
more ... less ...
Source
All
ECONIS (ZBW) 11,276 RePEc 3,298 EconStor 527 Other ZBW resources 141 BASE 66 USB Cologne (EcoSocSci) 16 USB Cologne (business full texts) 1
more ... less ...
Showing 1 - 10 of 15,325
Cover Image
The implications of non-synchronous trading in G-7 financial markets
Dimitriou, Dimitrios; Kenourgios, Dimitris; Simos, Theodore - 2025
Persistent link: https://www.econbiz.de/10015337909
Saved in:
Cover Image
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:
Cover Image
"Good" inflation, "bad" inflation : implications for risky asset prices
Bonelli, Diego; Palazzo, Berardino; Yamarthy, Ram S. - 2025
Persistent link: https://www.econbiz.de/10015271346
Saved in:
Cover Image
Inflation synchronization and shock transmission between the eurozone and the non-euro CEE Economies : a wavelet quantile VAR approach
Alqaralleh, Huthaifa; Canepa, Alessandra; Muchova, Eva - 2025
Persistent link: https://www.econbiz.de/10015371761
Saved in:
Cover Image
Efficient positive semidefinite matrix approximation by iterative optimisations and gradient descent method
Asimit, Vali; Wang, Runshi; Zhou, Feng; Rui, Zhu - In: Risks : open access journal 13 (2025) 2, pp. 1-25
the nearest valid correlation matrix that is positive semidefinite (PSD). The first method converts the PSDisation problem …
Persistent link: https://www.econbiz.de/10015333751
Saved in:
Cover Image
On the correlations in linearized multivariate stochastic volatility models
Moussa, Karim - 2025
In the analysis of multivariate stochastic volatility models, many estimation procedures begin by transforming the data, taking the logarithm of the squared returns to obtain a linear state space model. A well-known series representation links the correlations between elements of the observation...
Persistent link: https://www.econbiz.de/10015333113
Saved in:
Cover Image
Correlation aversion in foreign direct investment
Khotamov, Navruz; Jinji, Naoto - In: Finance research letters 74 (2025), pp. 1-5
Persistent link: https://www.econbiz.de/10015406406
Saved in:
Cover Image
Good inflation, bad inflation : implications for risky asset prices
Bonelli, Diego; Palazzo, Berardino; Yamarthy, Ram - 2025
Persistent link: https://www.econbiz.de/10015407096
Saved in:
Cover Image
Beyond fragmentation : unraveling the drivers of yield divergence in the euro area
Bonelli, Diego; Palazzo, Berardino; Yamarthy, Ram - 2025
Persistent link: https://www.econbiz.de/10015407097
Saved in:
Cover Image
Multifractal analysis of Bitcoin price dynamics
Bucur, Cristian; Tudorică, Bogdan-George; Bâra, Adela; … - In: Journal of business economics and management 26 (2025) 1, pp. 21-48
trends in multifractality with implications for market efficiency. Furthermore, correlation analysis unveils connections … among multifractal properties. For instance, a positive correlation between oil prices and Bitcoin suggests similar market …
Persistent link: https://www.econbiz.de/10015413228
Saved in:
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • 11
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...