//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"International review of financial analysis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"covariance"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Correlation
47
Korrelation
47
Volatility
26
Volatilität
26
Aktienmarkt
19
Capital income
19
Kapitaleinkommen
19
Stock market
19
ARCH model
17
ARCH-Modell
17
Börsenkurs
16
Portfolio selection
16
Portfolio-Management
16
Share price
16
Theorie
16
Theory
16
Estimation
15
Schätzung
15
Financial crisis
8
Finanzkrise
8
Spillover effect
7
Spillover-Effekt
7
Welt
7
World
7
Financial market
6
Finanzmarkt
6
Commodity derivative
5
Hedging
5
Multivariate Verteilung
5
Multivariate distribution
5
Rohstoffderivat
5
USA
5
United States
5
Ansteckungseffekt
4
Bitcoin
4
CAPM
4
Contagion
4
Contagion effect
4
Emerging economies
4
Forecasting model
4
more ...
less ...
Online availability
All
Undetermined
38
Free
1
Type of publication
All
Article
52
Type of publication (narrower categories)
All
Article in journal
52
Aufsatz in Zeitschrift
52
Language
All
English
52
Author
All
Degiannakis, Stavros
2
Filis, George
2
Grobys, Klaus
2
Guidi, Francesco
2
Karanasos, Menelaos
2
Kotkatvuori-Örnberg, Juha
2
Mandal, Anandadeep
2
Poshakwale, Sunil S.
2
Abid, Ilyes
1
Accioly, Victor Bello
1
Ahelegbey, Daniel Felix
1
Ahmad, Wasim
1
Ali, Faek Menla
1
Allard, Anne-Florence
1
Auer, Benjamin R.
1
Bahcivan, Hulusi
1
Ballester, Laura
1
Bams, Dennis
1
Berger, Theo
1
Bertrand, Philippe
1
Bhatia, Shipra
1
Boldanov, Rustam
1
Brandi, Giuseppe
1
Brooks, Chris
1
Brooks, Robert
1
Cagliesi, Gabriella
1
Caloia, Francesco Giuseppe
1
Chen, Yun
1
Chishti, Muhammad Zubair
1
Cipollini, Andrea
1
Daly, Kevin Edward
1
Demirer, Rıza
1
Di Matteo, Tiziana
1
Do, Hung Xuan
1
Díaz-Mendoza, Ana Carmen
1
Eom, Cheoljun
1
Escobar, Marcos
1
Feng, Ling
1
Floros, Christos
1
Ftiti, Zied
1
more ...
less ...
Published in...
All
International review of financial analysis
IMF Working Papers
209
Journal of econometrics
143
Economics letters
109
Finance research letters
103
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
77
Economic modelling
76
Journal of banking & finance
73
Applied economics
71
NBER working paper series
69
NBER Working Paper
66
Journal of empirical finance
64
Working paper / National Bureau of Economic Research, Inc.
62
Psychometrika
60
Working paper
58
Discussion paper / Tinbergen Institute
55
Applied economics letters
53
Econometric reviews
51
Energy economics
48
Journal of Multivariate Analysis
48
International review of economics & finance : IREF
47
Research in international business and finance
47
International journal of theoretical and applied finance
45
Annals of the Institute of Statistical Mathematics
39
European journal of operational research : EJOR
37
Journal of international financial markets, institutions & money
36
Computational economics
35
Discussion paper series / IZA
34
The review of financial studies
34
Journal of international money and finance
33
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
33
CESifo working papers
32
Econometric theory
32
The North American journal of economics and finance : a journal of financial economics studies
32
Discussion paper / Centre for Economic Policy Research
31
International journal of forecasting
31
Journal of financial econometrics : official journal of the Society for Financial Econometrics
30
Journal of risk and financial management : JRFM
30
MPRA Paper
30
SFB 649 discussion paper
30
more ...
less ...
Source
All
ECONIS (ZBW)
52
Showing
1
-
10
of
52
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Connectedness between healthcare cryptocurrencies and major asset classes : implications for hedging and investments strategies
Patel, Ritesh Jayantibhai
;
Gubareva, Mariya
;
Chishti, …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014543529
Saved in:
2
Correlation versus co-fractality : evidence from foreign-exchange-rate variances
Grobys, Klaus
- In:
International review of financial analysis
86
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248594
Saved in:
3
Covariance
dependent kernels, a Q-affine GARCH for multi-asset option pricing
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
International review of financial analysis
87
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014460484
Saved in:
4
Contagion and linkages across international currencies
Bhatia, Shipra
;
Tuteja, Divya
- In:
International review of financial analysis
94
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014544020
Saved in:
5
The sources of portfolio volatility and mutual fund performance
Vafai, Nima
;
Rakowski, David
- In:
International review of financial analysis
91
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014446960
Saved in:
6
Cross-exchange crypto risk : a high-frequency dynamic network perspective
Wang, Yifu
;
Lu, Wanbo
;
Lin, Min-Bin
;
Ren, Rui
;
Härdle, …
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543953
Saved in:
7
Expected stock returns, common idiosyncratic volatility and average idiosyncratic correlation
Ni, Xuanming
;
Qian, Long
;
Zhao, Huimin
;
Liu, Jia
- In:
International review of financial analysis
76
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012805046
Saved in:
8
Random sources correlations and carbon futures pricing
Feng, Ling
;
Wang, Jieyu
- In:
International review of financial analysis
86
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014248391
Saved in:
9
Measuring financial contagion : dealing with the volatility Bias in the correlation dynamics
Starkey, Christopher Michael
;
Tsafack, Georges
- In:
International review of financial analysis
90
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014469938
Saved in:
10
Expected long-term rates of return when short-term returns are serially correlated
Mork, Knut Anton
;
Trønnes, Haakon Andreas
- In:
International review of financial analysis
88
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014462437
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->