//--> //--> //-->
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
~subject:"Regression analysis"
~subject:"Volatilität"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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:"Korrelationskoeffizient"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Regression analysis
Volatilität
Correlation
66
Korrelation
66
Estimation theory
35
Schätztheorie
35
Theorie
25
Theory
25
Estimation
19
Schätzung
19
Time series analysis
19
Zeitreihenanalyse
19
Volatility
17
ARCH model
16
ARCH-Modell
16
Capital income
11
Kapitaleinkommen
11
Panel
11
Panel study
11
Statistical test
10
Statistischer Test
10
Portfolio selection
9
Portfolio-Management
9
Multivariate Analyse
8
Multivariate analysis
8
Börsenkurs
7
Share price
7
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Stochastic process
6
Stochastischer Prozess
6
Analysis of variance
5
Forecasting model
5
Prognoseverfahren
5
Regressionsanalyse
5
Varianzanalyse
5
Bayes-Statistik
4
Bayesian inference
4
Exchange rate
4
Heteroscedasticity
4
more ...
less ...
Online availability
All
Undetermined
14
Free
1
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
Lan, Wei
2
Lucas, André
2
Tsai, Chih-Ling
2
Tsay, Ruey S.
2
Wang, Hansheng
2
Alfelt, Gustav
1
Barassi, Marco R.
1
Bauwens, Luc
1
Bibinger, Markus
1
Bodnar, Taras
1
Bormetti, Giacomo
1
Buccheri, Giuseppe
1
Casarin, Roberto
1
Chan, Joshua
1
Corsi, Fulvio
1
Creal, Drew
1
Dijk, Dick van
1
Engle, Robert F.
1
Fang, Zheng
1
Hallin, Marc
1
Hautsch, Nikolaus
1
Horváth, Lajos
1
Hotta, Luiz K.
1
Hu, Yu-Pin
1
Janus, Paweł
1
Javed, Farrukh
1
Johnson, Timothy C.
1
Koopman, Siem Jan
1
Li, Mengheng
1
Lillo, Fabrizio
1
Lin, Yuanyuan
1
Luo, Ronghua
1
Malec, Peter
1
Mazzeu, João H. G.
1
Müller, Ulrich K.
1
Omori, Yasuhiro
1
Opschoor, Anne
1
Otranto, Edoardo
1
Pakel, Cavit
1
Pereira, Pedro L. Valls
1
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Economic modelling
29
Finance research letters
28
International review of financial analysis
24
Journal of econometrics
23
Economics letters
20
Energy economics
19
Journal of empirical finance
19
Research in international business and finance
18
International review of economics & finance : IREF
16
Applied economics
15
Discussion paper / Tinbergen Institute
14
The North American journal of economics and finance : a journal of financial economics studies
13
Journal of international financial markets, institutions & money
12
Journal of banking & finance
11
Computational economics
10
International journal of theoretical and applied finance
10
Journal of international money and finance
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Econometric reviews
9
International journal of forecasting
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
CESifo working papers
8
CREATES research paper
8
Journal of financial econometrics
8
Journal of forecasting
8
Journal of risk and financial management : JRFM
8
The European journal of finance
8
Applied economics letters
7
Working paper
7
Applied mathematical finance
6
CORE discussion papers : DP
6
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Global finance journal
6
Journal of financial markets
6
Cogent economics & finance
5
Econometrics : open access journal
5
Emerging markets, finance and trade : EMFT
5
International Journal of Energy Economics and Policy : IJEEP
5
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
22
of
22
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
2
Spatial correlation robust inference in linear regression and panel models
Müller, Ulrich K.
;
Watson, Mark W.
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1050-1064
Persistent link: https://www.econbiz.de/10014448548
Saved in:
3
Forecasting conditional covariance matrices in high-dimensional time series : a general dynamic factor approach
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hallin, Marc
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 40-52
Persistent link: https://www.econbiz.de/10013540629
Saved in:
4
Leverage, asymmetry, and heavy tails in the high-dimensional factor stochastic volatility model
Li, Mengheng
;
Scharth, Marcel
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 285-301
Persistent link: https://www.econbiz.de/10012804111
Saved in:
5
Quantile correlation-based variable selection
Tang, Wenlu
;
Xie, Jinhan
;
Lin, Yuanyuan
;
Tang, Niansheng
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1081-1093
Persistent link: https://www.econbiz.de/10013539454
Saved in:
6
A score-driven conditional correlation model for noisy and asynchronous data : an application to high-frequency covariance dynamics
Buccheri, Giuseppe
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 920-936
Persistent link: https://www.econbiz.de/10012653203
Saved in:
7
Fitting vast dimensional time-varying covariance models
Pakel, Cavit
;
Shephard, Neil G.
;
Sheppard, Kevin
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 652-668
Persistent link: https://www.econbiz.de/10012588005
Saved in:
8
Large Bayesian VARs : a flexible Kronecker error covariance structure
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 68-79
Persistent link: https://www.econbiz.de/10012179513
Saved in:
9
Change‐point detection in the conditional correlation structure of multivariate volatility models
Barassi, Marco R.
;
Horváth, Lajos
;
Zhao, Yuqian
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 340-349
Persistent link: https://www.econbiz.de/10012262479
Saved in:
10
Multivariate stochastic volatility model with realized volatilities and pairwise realized correlations
Yamauchi, Yuta
;
Omori, Yasuhiro
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
4
,
pp. 839-855
Persistent link: https://www.econbiz.de/10012313374
Saved in:
11
Estimating the spot covariation of asset prices : statistical theory and empirical evidence
Bibinger, Markus
;
Hautsch, Nikolaus
;
Malec, Peter
; …
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 419-435
Persistent link: https://www.econbiz.de/10012178185
Saved in:
12
A Bayesian Markov-switching correlation model for contagion analysis on exchange rate markets
Casarin, Roberto
;
Sartore, Domenico
;
Tronzano, Marco
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 101-114
Persistent link: https://www.econbiz.de/10011894407
Saved in:
13
Covariance matrix estimation via network structure
Lan, Wei
;
Fang, Zheng
;
Wang, Hansheng
;
Tsai, Chih-Ling
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 359-369
Persistent link: https://www.econbiz.de/10011895079
Saved in:
14
New HEAVY models for fat-tailed realized covariances and returns
Opschoor, Anne
;
Janus, Paweł
;
Lucas, André
;
Dijk, Dick van
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
4
,
pp. 643-657
Persistent link: https://www.econbiz.de/10012249228
Saved in:
15
Modeling the dependence of conditional correlations on market volatility
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 254-268
Persistent link: https://www.econbiz.de/10011691329
Saved in:
16
Testing the diagonality of a large covariance matrix in a regression setting
Lan, Wei
;
Luo, Ronghua
;
Tsai, Chih-Ling
;
Wang, Hansheng
; …
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 76-86
Persistent link: https://www.econbiz.de/10011389730
Saved in:
17
Principal volatility component analysis
Hu, Yu-Pin
;
Tsay, Ruey S.
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
2
,
pp. 153-177
Persistent link: https://www.econbiz.de/10010410764
Saved in:
18
A dynamic multivariate heavy-tailed model for time-varying volatilities and correlations
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
4
,
pp. 552-563
Persistent link: https://www.econbiz.de/10009355592
Saved in:
19
Testing conditional uncorrelatedness
Su, Liangjun
;
Ullah, Aman
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
1
,
pp. 18-29
Persistent link: https://www.econbiz.de/10003805419
Saved in:
20
Volatility, momentum, and time-varying skewness in foreign exchange returns
Johnson, Timothy C.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 390-411
Persistent link: https://www.econbiz.de/10001695288
Saved in:
21
Bayesian analysis of dynamic bivariate mixture models : can they explain the behavior of returns and trading volume?
Watanabe, Toshiaki
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
2
,
pp. 199-210
Persistent link: https://www.econbiz.de/10001469682
Saved in:
22
Long-range dependence in daily stock volatilities
Ray, Bonnie K.
;
Tsay, Ruey S.
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
2
,
pp. 254-262
Persistent link: https://www.econbiz.de/10001469693
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->