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~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Economics letters"
~subject:"Time series analysis"
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Characterizing correlation matrices that admit a clustered factor representation
Tong, Chen
;
Hansen, Peter Reinhard
- In:
Economics letters
233
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014506906
Saved in:
2
Covariability of real exchange rates and fundamentals
Grisse, Christian
;
Scheidegger, Fabian
- In:
Economics letters
201
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012607011
Saved in:
3
Forecasting with supervised factor models
Umbach, Simon Lineu
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
1
,
pp. 169-190
Persistent link: https://www.econbiz.de/10012216370
Saved in:
4
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:
5
Forecasting large covariance matrix with high-frequency data using factor approach for the correlation matrix
Dong, Yingjie
;
Tse, Yiu Kuen
- In:
Economics letters
195
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012509995
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
Wild bootstrap Ljung-Box test for cross correlations of multivariate time series
Lee, Taewook
- In:
Economics letters
147
(
2016
),
pp. 59-62
Persistent link: https://www.econbiz.de/10011619440
Saved in:
8
On the identification of multivariate correlated unobserved components models
Trenkler, Carsten
;
Weber, Enzo
- In:
Economics letters
138
(
2016
),
pp. 15-18
Persistent link: https://www.econbiz.de/10011615339
Saved in:
9
Asymptotic variance of Brier (skill) score in the presence of serial correlation
Lahiri, Kajal
;
Yang, Liu
- In:
Economics letters
141
(
2016
),
pp. 125-129
Persistent link: https://www.econbiz.de/10011616210
Saved in:
10
Copula-MGARCH with continuous covariance decomposition
Herwartz, Helmut
;
Raters, Fabian H. C.
- In:
Economics letters
133
(
2015
),
pp. 73-76
Persistent link: https://www.econbiz.de/10011431988
Saved in:
11
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:
12
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:
13
A factor approach to realized volatility forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors
Atak, Alev
;
Kapetanios, George
- In:
Economics letters
120
(
2013
)
2
,
pp. 224-228
Persistent link: https://www.econbiz.de/10010128339
Saved in:
14
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:
15
Structural correlation decompositions for business cycle analysis
Andrle, Michal
- In:
Economics letters
115
(
2012
)
3
,
pp. 390-391
Persistent link: https://www.econbiz.de/10009632375
Saved in:
16
On the correlations of trend-cycle errors
Wada, Tatsuma
- In:
Economics letters
116
(
2012
)
3
,
pp. 396-400
Persistent link: https://www.econbiz.de/10009674324
Saved in:
17
Spurious correlation under fractional integration in output series
Dalkir, Mehmet
- In:
Economics letters
107
(
2010
)
2
,
pp. 165-168
Persistent link: https://www.econbiz.de/10003991907
Saved in:
18
Is there a nonlinear co-movement in the Eu countries' unemployment?
Camarero Olivas, Mariam
;
Ordóñez, Javier
- In:
Economics letters
93
(
2006
)
2
,
pp. 157-162
Persistent link: https://www.econbiz.de/10003391896
Saved in:
19
A spectral analysis of the cross-country consumption correlation puzzle
Pakko, Michael Robert
- In:
Economics letters
84
(
2004
)
3
,
pp. 341-347
Persistent link: https://www.econbiz.de/10002139378
Saved in:
20
Detecting serial dependence in tail events : a test dual to the BDS test
Diks, Cees G. H.
- In:
Economics letters
79
(
2003
)
3
,
pp. 319-324
Persistent link: https://www.econbiz.de/10001755276
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