//--> //--> //-->
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:"Journal of economic dynamics & control"
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_exact:"Covariance"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Correlation
22
Korrelation
22
Theorie
14
Theory
14
Estimation
6
Portfolio selection
6
Portfolio-Management
6
Schätzung
6
Business cycle
4
Börsenkurs
4
CAPM
4
Credit risk
4
Konjunktur
4
Kreditrisiko
4
Risiko
4
Risk
4
Share price
4
Volatility
4
Volatilität
4
Capital income
3
Kapitaleinkommen
3
Schock
3
Shock
3
Time series analysis
3
Zeitreihenanalyse
3
Estimation theory
2
Financial market
2
Finanzmarkt
2
Insolvency
2
Insolvenz
2
Linear algebra
2
Lineare Algebra
2
Markov chain
2
Markov-Kette
2
Private consumption
2
Privater Konsum
2
Risikoprämie
2
Risk premium
2
Schätztheorie
2
USA
2
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
22
Type of publication (narrower categories)
All
Article in journal
22
Aufsatz in Zeitschrift
22
Language
All
English
22
Author
All
Marsili, Matteo
2
Anufriev, Mikhail
1
Aydemir, A. Cevdet
1
Azizpour, Shahriar
1
Bottazzi, Giulio
1
Boudreault, Mathieu
1
Branger, Nicole
1
Brock, William A.
1
Chen, Zilin
1
Chong, Terence Tai-Leung
1
Düllmann, Klaus
1
Fałdziński, Marcin
1
Fiszeder, Piotr
1
Flor, Christian Riis
1
Gagliardini, Patrick
1
Gallegati, Mauro
1
Gauthier, Geneviève
1
Giesecke, Kay
1
Gouriéroux, Christian
1
Guo, Li
1
Haslag, Joseph H.
1
Hesel, Søren
1
Hryshko, Dmytro
1
Kim, Baeho
1
Kunisch, Michael
1
Küll, Jonathan
1
Li, Wei
1
Lillo, Fabrizio
1
Luo, Yulei
1
Madeira, Carlos
1
Mantegna, Rasario N.
1
Marcoul, Philippe
1
Mengling Li
1
Messina, Julián
1
Muck, Matthias
1
Nie, Jun
1
Perras, Patrizia Julia
1
Pin, Paolo
1
Ponsot, Benedicte
1
Raffaelli, Giacomo
1
more ...
less ...
Published in...
All
Journal of economic dynamics & control
IMF Working Papers
205
Journal of econometrics
109
Economics letters
96
Finance research letters
90
Economic modelling
70
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
67
Journal of banking & finance
65
Applied economics
63
NBER working paper series
60
NBER Working Paper
59
Journal of empirical finance
54
Working paper / National Bureau of Economic Research, Inc.
51
Applied economics letters
47
International review of financial analysis
47
Research in international business and finance
47
Discussion paper / Tinbergen Institute
46
Working paper
45
Energy economics
44
International review of economics & finance : IREF
43
Econometric reviews
39
Computational economics
34
Journal of international financial markets, institutions & money
34
International journal of theoretical and applied finance
32
Journal of international money and finance
32
CESifo working papers
29
Discussion paper series / IZA
29
Econometric theory
28
The North American journal of economics and finance : a journal of financial economics studies
28
European journal of operational research : EJOR
27
Journal of risk and financial management : JRFM
27
The review of financial studies
27
Discussion paper / Centre for Economic Policy Research
26
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Cambridge working papers in economics
23
International journal of forecasting
23
The journal of futures markets
23
CREATES research paper
22
Games and economic behavior
22
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
22
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Media connection and return comovement
Chen, Zilin
;
Guo, Li
;
Tu, Jun
- In:
Journal of economic dynamics & control
130
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256090
Saved in:
2
Pricing equity-bond covariance risk : between flight-to-quality and fear-of-missing-out
Perras, Patrizia Julia
;
Wagner, Niklas F.
- In:
Journal of economic dynamics & control
121
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012504140
Saved in:
3
Measuring the covariance risk of consumer debt portfolios
Madeira, Carlos
- In:
Journal of economic dynamics & control
104
(
2019
),
pp. 21-38
Persistent link: https://www.econbiz.de/10012131094
Saved in:
4
Improving forecasts with the co-range dynamic conditional correlation model
Fiszeder, Piotr
;
Fałdziński, Marcin
- In:
Journal of economic dynamics & control
108
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012313608
Saved in:
5
Elastic attention, risk sharing, and international comovements
Li, Wei
;
Luo, Yulei
;
Nie, Jun
- In:
Journal of economic dynamics & control
79
(
2017
),
pp. 1-20
Persistent link: https://www.econbiz.de/10011817575
Saved in:
6
Optimal portfolios when variances and covariances can jump
Branger, Nicole
;
Muck, Matthias
;
Seifried, Frank Thomas
; …
- In:
Journal of economic dynamics & control
85
(
2017
),
pp. 59-89
Persistent link: https://www.econbiz.de/10011919303
Saved in:
7
A tale of two correlations : evidence and theory regarding the phase shift between the price level and output
Brock, William A.
;
Haslag, Joseph H.
- In:
Journal of economic dynamics & control
67
(
2016
),
pp. 40-57
Persistent link: https://www.econbiz.de/10011708393
Saved in:
8
The stock-bond comovements and cross-market trading
Mengling Li
;
Zheng, Huanhuan
;
Chong, Terence Tai-Leung
; …
- In:
Journal of economic dynamics & control
73
(
2016
),
pp. 417-438
Persistent link: https://www.econbiz.de/10011709117
Saved in:
9
Uncertain dynamics, correlation effects, and robust investment decisions
Flor, Christian Riis
;
Hesel, Søren
- In:
Journal of economic dynamics & control
51
(
2015
),
pp. 278-298
Persistent link: https://www.econbiz.de/10011474405
Saved in:
10
Estimation of correlations in portfolio credit risk models based on noisy security prices
Boudreault, Mathieu
;
Gauthier, Geneviève
;
Thomassin, Tommy
- In:
Journal of economic dynamics & control
61
(
2015
),
pp. 334-349
Persistent link: https://www.econbiz.de/10011589542
Saved in:
11
Correlated income shocks and excess smoothness of consumption
Hryshko, Dmytro
- In:
Journal of economic dynamics & control
48
(
2014
),
pp. 41-62
Persistent link: https://www.econbiz.de/10010485838
Saved in:
12
Correlated risks vs contagion in stochastic transition models
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of economic dynamics & control
37
(
2013
)
11
,
pp. 2241-2269
Persistent link: https://www.econbiz.de/10010196887
Saved in:
13
Excess covariance and dynamic instability in a multi-asset model
Anufriev, Mikhail
;
Bottazzi, Giulio
;
Marsili, Matteo
; …
- In:
Journal of economic dynamics & control
36
(
2012
)
8
,
pp. 1142-1161
Persistent link: https://www.econbiz.de/10009634273
Saved in:
14
Premia for correlated default risk
Azizpour, Shahriar
;
Giesecke, Kay
;
Kim, Baeho
- In:
Journal of economic dynamics & control
35
(
2011
)
8
,
pp. 1340-1357
Persistent link: https://www.econbiz.de/10009241405
Saved in:
15
Estimating asset correlations from stock prices or default rates : which method is superior?
Düllmann, Klaus
;
Küll, Jonathan
;
Kunisch, Michael
- In:
Journal of economic dynamics & control
34
(
2010
)
11
,
pp. 2341-2357
Persistent link: https://www.econbiz.de/10009008872
Saved in:
16
Dynamic instability in generic model of multi-assets markets
Marsili, Matteo
;
Raffaelli, Giacomo
;
Ponsot, Benedicte
- In:
Journal of economic dynamics & control
33
(
2009
)
5
,
pp. 1170-1181
Persistent link: https://www.econbiz.de/10003844200
Saved in:
17
Real wages over the business cycle : OECD evidence from the time and frequency domains
Messina, Julián
;
Strozzi, Chiara
;
Turunen, Jarkko
- In:
Journal of economic dynamics & control
33
(
2009
)
6
,
pp. 1183-1200
Persistent link: https://www.econbiz.de/10003844209
Saved in:
18
Risk sharing and counter-cyclical variation in market correlations
Aydemir, A. Cevdet
- In:
Journal of economic dynamics & control
32
(
2008
)
10
,
pp. 3084-3112
Persistent link: https://www.econbiz.de/10003775485
Saved in:
19
Cluster analysis for portfolio optimization
Tola, Vincenzo
;
Lillo, Fabrizio
;
Gallegati, Mauro
; …
- In:
Journal of economic dynamics & control
32
(
2008
)
1
,
pp. 235-258
Persistent link: https://www.econbiz.de/10003622751
Saved in:
20
Determining the optimal dimensionality of multivariate volatility models with tools from random matrix theory
Rosenow, Bernd
- In:
Journal of economic dynamics & control
32
(
2008
)
1
,
pp. 279-302
Persistent link: https://www.econbiz.de/10003622775
Saved in:
21
Search and active learning with correlated information : empirical evidence from mid-Atlantic clam fishermen
Marcoul, Philippe
;
Weninger, Quinn R.
- In:
Journal of economic dynamics & control
32
(
2008
)
6
,
pp. 1921-1948
Persistent link: https://www.econbiz.de/10003732821
Saved in:
22
Sticky prices, fair wages, and the co-movements of unemployment and labor productivity growth
Tripier, Fabien
- In:
Journal of economic dynamics & control
30
(
2006
)
12
,
pp. 2749-2774
Persistent link: https://www.econbiz.de/10003395626
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->