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~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Economics letters"
~subject:"ARCH-Modell"
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Search: subject_exact:"Korrelationsanalyse"
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
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Forecasting Bitcoin realized volatility by measuring the spillover effect among cryptocurrencies
Qiu, Yue
;
Wang, Yifan
;
Xie, Tian
- In:
Economics letters
208
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013207252
Saved in:
2
A self-normalization test for correlation change
Choi, Ji-Eun
;
Shin, Dong-wan
- In:
Economics letters
193
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012509218
Saved in:
3
Volatility-dependent correlations : further evidence of when, where and how
Clements, Adam
;
Scott, Ayesha
;
Silvennoinen, Annastiina
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
2
,
pp. 505-540
Persistent link: https://www.econbiz.de/10012056697
Saved in:
4
Presidential cycles and time-varying bond-stock market correlations : evidence from more than two centuries of data
Demirer, Rıza
;
Gupta, Rangan
- In:
Economics letters
167
(
2018
),
pp. 36-39
Persistent link: https://www.econbiz.de/10012015767
Saved in:
5
Global risk aversion and emerging market return comovements
Demirer, Rıza
;
Omay, Tolga
;
Yüksel, Aslı
;
Yüksel, Aydın
- In:
Economics letters
173
(
2018
),
pp. 118-121
Persistent link: https://www.econbiz.de/10012022952
Saved in:
6
A suggestion for constructing a large time-varying conditional covariance matrix
Gibson, Heather D.
;
Hall, Stephen G.
;
Tavlas, George S.
- In:
Economics letters
156
(
2017
),
pp. 110-113
Persistent link: https://www.econbiz.de/10011822383
Saved in:
7
Stocks and bonds during the gold standard
Le Bris, David
;
Rezaee, Amir
- In:
Economics letters
159
(
2017
),
pp. 119-122
Persistent link: https://www.econbiz.de/10011903450
Saved in:
8
Co-movements and contagion between international stock index futures markets
Albulescu, Claudiu Tiberiu
;
Goyeau, Daniel
;
Tiwari, …
- In:
Empirical economics : a journal of the Institute for …
52
(
2017
)
4
,
pp. 1529-1568
Persistent link: https://www.econbiz.de/10011945853
Saved in:
9
Crude oil and world stock markets : volatility spillovers, dynamic correlations, and hedging
Wang, Yudong
;
Liu, Li
- In:
Empirical economics : a journal of the Institute for …
50
(
2016
)
4
,
pp. 1481-1509
Persistent link: https://www.econbiz.de/10011481725
Saved in:
10
Size distortions of the wild bootstrapped HCCME-based LM test for serial correlation in the presence of asymmetric conditional heteroskedasticity
Grobys, Klaus
- In:
Empirical economics : a journal of the Institute for …
48
(
2015
)
3
,
pp. 1189-1202
Persistent link: https://www.econbiz.de/10011304126
Saved in:
11
Stock exchange mergers and return co-movement : a flexible dynamic component correlations model
Hellström, Jörgen
;
Liu, Yuna
;
Sjögren, Tomas
- In:
Economics letters
121
(
2013
)
3
,
pp. 511-515
Persistent link: https://www.econbiz.de/10010393039
Saved in:
12
The time-varying correlation between uncertainty, output, and inflation : evidence from a DCC-GARCH model
Jones, Paul M.
;
Olson, Eric
- In:
Economics letters
118
(
2013
)
1
,
pp. 33-37
Persistent link: https://www.econbiz.de/10009706894
Saved in:
13
Time-varying synchronization of European stock markets
Égert, Balázs
;
Kočenda, Evžen
- In:
Empirical economics : a journal of the Institute for …
40
(
2011
)
2
,
pp. 393-407
Persistent link: https://www.econbiz.de/10008987463
Saved in:
14
The comovement between output and prices: Evidence from a dynamic conditional correlation GARCH model
Lee, Jim
- In:
Economics letters
91
(
2006
)
1
,
pp. 110-116
Persistent link: https://www.econbiz.de/10003315119
Saved in:
15
The contemporaneous interactions between the US, Japan, and Hong Kong stock markets
Lee, Keun-yeong
- In:
Economics letters
90
(
2006
)
1
,
pp. 21-27
Persistent link: https://www.econbiz.de/10003243738
Saved in:
16
Conditional correlated jump dynamics in foreign exchange
Chan, Wing Hong
- In:
Economics letters
83
(
2004
)
1
,
pp. 23-28
Persistent link: https://www.econbiz.de/10001967528
Saved in:
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