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  • Search: subject:"covariation"
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Year of publication
Subject
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quadratic covariation 10 Korrelation 6 Schätztheorie 6 co-jumps 6 intraday (co-)variation risk 6 local method of moments 6 microstructure noise 6 smoothing 6 spot covariance 6 CAPM 5 Correlation 4 Estimation theory 4 Volatilität 4 asymptotic equivalence 4 asynchronous observations 4 non-synchronous observations 4 spectral estimation 4 Estimation 3 Schätzung 3 Theorie 3 Varianzanalyse 3 Volatility 3 asset pricing 3 continuous-time methods 3 covariation 3 equity betas 3 long memory 3 nonlinear fractional cointegration 3 quadratic variation and covariation 3 realized volatility 3 ARCH model 2 ARCH-Modell 2 Analysis of variance 2 Brownian motion 2 Börsenkurs 2 Calculus via regularization 2 Capital income 2 Covariation and Quadratic variation 2 Dirichlet processes 2 Dirichlet spaces 2
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Online availability
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Free 36
Type of publication
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Book / Working Paper 29 Article 7
Type of publication (narrower categories)
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Working Paper 13 Arbeitspapier 4 Article in journal 4 Aufsatz in Zeitschrift 4 Graue Literatur 4 Non-commercial literature 4 Article 2
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Language
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English 24 Undetermined 12
Author
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Bibinger, Markus 16 Hautsch, Nikolaus 8 Malec, Peter 8 Reiss, Markus 6 Reiß, Markus 4 Andersen, Torben G. 3 Bollerslev, Tim 3 Diebold, Francis X. 3 Wu, Jin 3 Chen, Yue-Yang 2 Föllmer, Hans 2 Mancini, Cecilia 2 Protter, Philip E. 2 Sunder, Shyam 2 Tsai, I-Chen 2 Vetter, Mathias 2 Winkelmann, Lars 2 Wu, I-Jen 2 Barunik, Jozef 1 Bouckenooghe, Dave 1 Cartea, Alvaro 1 FABBRI, Giorgio 1 Fabbri, Giorgio 1 Gobbi, Fabio 1 Holý, Vladimír 1 Karyampas, Dimitrios 1 Linton, Oliver 1 Park, Sujin 1 Phong Thanh Nguyen 1 RUSSO, Francesco 1 Rafferty, Alannah E. 1 Russo, Francesco 1 Sanders, Karin 1 Schwarz, Gavin 1 Tomanová, Petra 1 Varneskov, Rasmus Tangsgaard 1 Wylomanska, Agnieszka 1
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Institution
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 6 Center for Financial Studies 3 Dipartimento di Scienze per l'Economia e l'Impresa, Università degli Studi di Firenze 2 Departamento de Economía de la Empresa, Universidad Carlos III de Madrid 1 Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska 1 Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain 1 School of Economics and Management, University of Aarhus 1 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1
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Published in...
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SFB 649 Discussion Paper 6 SFB 649 Discussion Papers 6 CFS Working Paper Series 4 Working Papers - Mathematical Economics 2 ACTA VSFS 1 Business Economics Working Papers 1 CFS Working Paper 1 CFS working paper series 1 CREATES Research Papers 1 Computational economics 1 Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1 Discussion paper / Institut de Recherches Économiques et Sociales de l'Université Catholique de Louvain 1 Discussion paper / LSE Financial Markets Group 1 HSC Research Reports 1 International Journal of Management, Economics and Social Sciences (IJMESS) 1 International journal of management, economics and social sciences : IJMESS 1 Journal of Capital Markets Studies (JCMS) 1 Journal of business research : JBR 1 Journal of capital markets studies 1 SFB 373 Discussion Paper 1 SFB 373 Discussion Papers 1 SFB 649 discussion paper 1
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Source
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RePEc 17 EconStor 11 ECONIS (ZBW) 8
Showing 1 - 10 of 36
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Human resource management system strength in times of crisis
Sanders, Karin; Phong Thanh Nguyen; Bouckenooghe, Dave; … - In: Journal of business research : JBR 171 (2024), pp. 1-15
Persistent link: https://www.econbiz.de/10014541619
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Streaming approach to quadratic covariation estimation using financial ultra-high-frequency data
Holý, Vladimír; Tomanová, Petra - In: Computational economics 62 (2023) 1, pp. 463-485
Persistent link: https://www.econbiz.de/10014327571
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The effect of fit between manufacturing strategy, strategic orientation, and marketing strategy on business performance
Chen, Yue-Yang; Wu, I-Jen; Tsai, I-Chen - In: International Journal of Management, Economics and … 7 (2018) 4, pp. 301-320
at those dimensions from a fit as covariation perspective. A fit model was proposed and exemplified using empirical data …
Persistent link: https://www.econbiz.de/10011971471
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The effect of fit between manufacturing strategy, strategic orientation, and marketing strategy on business performance
Chen, Yue-Yang; Wu, I-Jen; Tsai, I-Chen - In: International journal of management, economics and … 7 (2018) 4, pp. 301-320
at those dimensions from a fit as covariation perspective. A fit model was proposed and exemplified using empirical data …
Persistent link: https://www.econbiz.de/10011956543
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Statistical studies of financial reports and stock markets
Sunder, Shyam - In: Journal of capital markets studies 1 (2017) 1, pp. 5-9
often claimed that statistical studies of co-variation between financial and stock market data can help set better financial … reporting policy. Such co-variation, even when it can be estimated, tells us little about which financial reports help to make … advised to be extremely careful in drawing inferences from studies of co-variation between accounting and stock market data …
Persistent link: https://www.econbiz.de/10012063520
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Cover Image
Statistical studies of financial reports and stock markets
Sunder, Shyam - In: Journal of Capital Markets Studies (JCMS) 1 (2017) 1, pp. 5-9
often claimed that statistical studies of co-variation between financial and stock market data can help set better financial … reporting policy. Such co-variation, even when it can be estimated, tells us little about which financial reports help to make … advised to be extremely careful in drawing inferences from studies of co-variation between accounting and stock market data …
Persistent link: https://www.econbiz.de/10015327846
Saved in:
Cover Image
Infinite dimensional weak Dirichlet processes and convolution type processes
Fabbri, Giorgio; Russo, Francesco - 2016
Persistent link: https://www.econbiz.de/10011700694
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Truncated Realized Covariance when prices have infinite variation jumps.
Mancini, Cecilia - Dipartimento di Scienze per l'Economia e l'Impresa, … - 2015
The speed of convergence of the truncated realized covariance to the integrated covariation between the two Brownian …
Persistent link: https://www.econbiz.de/10011252297
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Estimating the spot covariation of asset prices: Statistical theory and empirical evidence
Bibinger, Markus; Hautsch, Nikolaus; Malec, Peter; … - 2014
patterns, (ii) reveal substantial intraday variability associated with (co-)variation risk, (iii) are strongly serially …
Persistent link: https://www.econbiz.de/10010420341
Saved in:
Cover Image
Estimating the spot covariation of asset prices: Statistical theory and empirical evidence
Bibinger, Markus; Hautsch, Nikolaus; Malec, Peter; … - 2014
patterns, (ii) reveal substantial intraday variability associated with (co-)variation risk, (iii) are strongly serially …
Persistent link: https://www.econbiz.de/10010427038
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