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  • Search: subject:"correlation index"
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Year of publication
Subject
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Correlation 4 Korrelation 4 Volatility 4 Volatilität 4 Aktienindex 3 Correlation index 3 Stock index 3 Downside risk 2 GCC stock markets 2 Option pricing theory 2 Optionspreistheorie 2 Portfolio diversification 2 Portfolio selection 2 Portfolio-Management 2 Return dispersion 2 ACL 1 ARCH model 1 ARCH-Modell 1 Adaptive and Exhaustive Variable Selection (AEVS) 1 Aktienmarkt 1 Arabische Golf-Staaten 1 Bank lending 1 Bank risk 1 Bankrisiko 1 Bargeldloser Zahlungsverkehr 1 Basel Accord 1 Basel Capital 1 Basler Akkord 1 Binary Logit Approximation (BLA) 1 Bitcoin 1 Bitcoin forks 1 Börsenkurs 1 Capital Management 1 Capital income 1 Comprehensive Capital Analysis and Review (CCAR) 1 Correlation derivatives 1 Credit Model 1 Credit Risk 1 Credit Scoring 1 Credit Underwriting and Scoring 1
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Online availability
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Undetermined 5 Free 1
Type of publication
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Article 7 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 4 Aufsatz in Zeitschrift 4
Language
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English 6 Undetermined 2
Author
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Babić, Iva 1 Bazán-Palomino, Walter 1 Chen, Colin 1 Curea, Stefania-Cristina 1 Demirer, Riza 1 Demirer, Rıza 1 Dinu, Eduard 1 Escobar, Marcos 1 Lin, Fang 1 Mikulović, Jovan 1 Numpacharoen, Kawee 1 Numpacharoen, Nattachai 1 Đurišić, Željko 1
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Published in...
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Finance research letters 2 Journal of mathematical finance 1 Management for Professionals 1 Renewable Energy 1 Research in International Business and Finance 1 Research in international business and finance 1 Theoretical and Applied Economics 1
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Source
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ECONIS (ZBW) 5 RePEc 3
Showing 1 - 8 of 8
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Practical Credit Risk and Capital Modeling, and Validation : CECL, Basel Capital, CCAR, and Credit Scoring with Examples
Chen, Colin - 2024
modeling; Full Observation Stratified Sampling (FOSS) for unbiased sampling; and Prohibited Correlation Index (PCI) for Fair …
Persistent link: https://www.econbiz.de/10014524754
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How are Bitcoin forks related to Bitcoin?
Bazán-Palomino, Walter - In: Finance research letters 40 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10012819626
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Stochastic volatility models for the implied correlation index : evidence, properties and pricing
Escobar, Marcos; Lin, Fang - In: Finance research letters 35 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012438998
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THE RELEVANCE OF DISCRIMINATORY ANALYSIS FOR THE EVOLUTION OF SHARES BYONE ISSUING ON STOCK EXCHANGE MARKET
Dinu, Eduard; Curea, Stefania-Cristina - In: Theoretical and Applied Economics 05(534)(supplement) (2009) 05(534)(supplement), pp. 14-19
The role and importance of fundamental analysis in the prediction of the course development companies can not be denied. However, among the specialists in the field, dilemma persists on its share in relation to technical analysis. In the context of the financial crisis resulted in a pronounced...
Persistent link: https://www.econbiz.de/10008763583
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Can advanced markets help diversify risks in frontier stock markets? Evidence from Gulf Arab stock markets
Demirer, Riza - In: Research in International Business and Finance 29 (2013) C, pp. 77-98
the Gulf Cooperation Council using two diversification measures: the correlation index and return dispersion. The findings …
Persistent link: https://www.econbiz.de/10010665762
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Estimating realistic implied correlation matrix from option prices
Numpacharoen, Kawee; Numpacharoen, Nattachai - In: Journal of mathematical finance 3 (2013) 4, pp. 401-406
Persistent link: https://www.econbiz.de/10010239524
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Can advanced markets help diversify risks in frontier stock markets? : evidence from Gulf Arab stock markets
Demirer, Rıza - In: Research in international business and finance 29 (2013), pp. 77-98
Persistent link: https://www.econbiz.de/10009759908
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Impact of wind speed variations on wind farm economy in the open market conditions
Đurišić, Željko; Mikulović, Jovan; Babić, Iva - In: Renewable Energy 46 (2012) C, pp. 289-296
Stimulating measures for the production of electrical energy from renewable energy sources (RES) are guaranteed over certain period of operation. Their aim is that the wind power plants (WPP) and other RES are brought to a concurrent position with the conventional power plants at the open market...
Persistent link: https://www.econbiz.de/10011044165
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