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  • Search: subject:"partial correlation coefficient"
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Year of publication
Subject
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Correlation 4 Korrelation 4 partial correlation coefficient 4 Estimation theory 3 Partial correlation coefficient 3 Schätztheorie 3 Portfolio selection 2 Portfolio-Management 2 cluster analysis 2 portfolio diversification 2 stock market returns 2 wavelets 2 Aktienmarkt 1 Artificial intelligence 1 Bayes-Statistik 1 Bayesian inference 1 Bayesian model averaging 1 Börsenkurs 1 Capital income 1 China 1 Cluster analysis 1 Clusteranalyse 1 Conditional mutual information (CMI) 1 Credit rating 1 Credit rating model 1 Credit risk 1 Downside risk 1 Entropic value-at-risk (EVaR) 1 Estimation 1 Export 1 Exports 1 Financial market 1 Finanzmarkt 1 Graph theory 1 Graphentheorie 1 Immobilienbewertung 1 KMU 1 Kapitaleinkommen 1 Kreditrisiko 1 Kreditwürdigkeit 1
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Online availability
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Undetermined 6 Free 2 CC license 1
Type of publication
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Article 8
Type of publication (narrower categories)
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Article in journal 5 Aufsatz in Zeitschrift 5 Article 1
Language
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English 6 Undetermined 2
Author
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Michis, Antonis A. 2 Chen, Hongyu 1 Choi, Insu 1 Das, Kuntal K. 1 Dmytrów, Krzysztof 1 Duan, Jianhua 1 Fan, Lidong 1 Gdakowicz, Anna 1 Gupta, A. 1 Kabe, D. 1 Kamasani, Chandra 1 Kim, Woo Chang 1 Kuang, Haibo 1 Lv, Liang 1 Meng, Bin 1 Meriluoto, Laura 1 Perugu, Mallikarjuna 1 Putek-Szeląg, Ewa 1 Reed, W. Robert 1 Singam, Aruna 1
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Published in...
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets 1 Folia oeconomica Stetinensia : FOS 1 Journal of Risk and Financial Management 1 Journal of risk and financial management : JRFM 1 Metrika 1 Research in international business and finance 1 Review of world economics 1 Water Resources Management 1
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Source
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ECONIS (ZBW) 5 RePEc 2 EconStor 1
Showing 1 - 8 of 8
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Multiscale partial correlation clustering of stock market returns
Michis, Antonis A. - In: Journal of Risk and Financial Management 15 (2022) 1, pp. 1-22
This study proposes a wavelet procedure for estimating partial correlation coefficients between stock market returns over different time scales. The estimated partial correlations are subsequently used in a cluster analysis to identify, for each time scale, groups of stocks that exhibit distinct...
Persistent link: https://www.econbiz.de/10013201328
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Cover Image
Multiscale partial correlation clustering of stock market returns
Michis, Antonis A. - In: Journal of risk and financial management : JRFM 15 (2022) 1, pp. 1-22
This study proposes a wavelet procedure for estimating partial correlation coefficients between stock market returns over different time scales. The estimated partial correlations are subsequently used in a cluster analysis to identify, for each time scale, groups of stocks that exhibit distinct...
Persistent link: https://www.econbiz.de/10012813576
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Estimating historical downside risks of global financial market indices via inflation rate-adjusted dependence graphs
Choi, Insu; Kim, Woo Chang - In: Research in international business and finance 66 (2023), pp. 1-24
Persistent link: https://www.econbiz.de/10014463360
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A novel credit rating model : empirical analysis from Chinese small enterprises
Meng, Bin; Kuang, Haibo; Lv, Liang; Fan, Lidong; Chen, … - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 8, pp. 2368-2387
Persistent link: https://www.econbiz.de/10013190367
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Estimating the effect of spillovers on exports : a meta-analysis
Duan, Jianhua; Das, Kuntal K.; Meriluoto, Laura; Reed, … - In: Review of world economics 156 (2020) 2, pp. 219-249
Persistent link: https://www.econbiz.de/10012432663
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Statistical relations of the qualitative attributes of real properties subject to mass appraisal
Dmytrów, Krzysztof; Gdakowicz, Anna; Putek-Szeląg, Ewa - In: Folia oeconomica Stetinensia : FOS 19 (2019) 2, pp. 25-37
Persistent link: https://www.econbiz.de/10012261990
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Multiple Linear Correlation Analysis of Daily Reference Evapotranspiration
Perugu, Mallikarjuna; Singam, Aruna; Kamasani, Chandra - In: Water Resources Management 27 (2013) 5, pp. 1489-1500
An accurate estimation of reference evapotranspiration (ET<Subscript>0</Subscript>) is of paramount importance for many studies such as hydrologic water balance, irrigation system design and management, crop yield simulation, and water resources planning and management. Simple regression techniques, may sometimes,...</subscript>
Persistent link: https://www.econbiz.de/10010997776
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On some noncentral distribution problems for the mixture of two normal populations
Gupta, A.; Kabe, D. - In: Metrika 38 (1991) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10005376043
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