//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Economics letters"
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
Stress testing correlation mat...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
5,547
Theory
5,546
Estimation theory
464
Schätztheorie
464
Estimation
317
Schätzung
317
Time series analysis
312
Zeitreihenanalyse
312
Risk
270
Risiko
269
Volatility
266
Volatilität
266
Geldpolitik
204
Monetary policy
203
Game theory
202
Spieltheorie
202
Portfolio selection
188
Portfolio-Management
188
USA
171
United States
171
Einkommensverteilung
160
Income distribution
160
Welt
158
World
158
Schock
131
Shock
131
Inflation
129
Business cycle
128
Konjunktur
128
Experiment
126
Duopol
125
Duopoly
125
Börsenkurs
124
Share price
124
ARCH model
123
ARCH-Modell
123
Capital income
123
Kapitaleinkommen
122
Asymmetric information
121
Asymmetrische Information
121
more ...
less ...
Online availability
All
Undetermined
1,333
Free
152
Type of publication
All
Article
5,941
Type of publication (narrower categories)
All
Article in journal
5,766
Aufsatz in Zeitschrift
5,766
Article
1
Rezension
1
Language
All
English
5,941
Author
All
Stark, Oded
20
Krämer, Walter
16
Mukherjee, Arijit
15
Matsumura, Toshihiro
13
Färe, Rolf
12
Peel, David
12
Shin, Dong-wan
12
Franses, Philip Hans
11
Kapetanios, George
11
Kumbhakar, Subal
11
Lambertini, Luca
11
Marjit, Sugata
11
Schmidt, Peter
11
Basu, Kaushik
10
Friehe, Tim
10
Lai, Ching-chong
10
Schmitz, Patrick W.
10
Beladi, Hamid
9
Eeckhoudt, Louis
9
Gehrlein, William V.
9
Giles, David E. A.
9
Harrington, Joseph Emmett
9
Lee, Junsoo
9
Li, Qi
9
Stengos, Thanasēs
9
Theil, Henri
9
Wang, Leonard F. S.
9
Wooldridge, Jeffrey M.
9
Andersen, Torben M.
8
Aronsson, Thomas
8
Bénassy, Jean-Pascal
8
Egger, Peter
8
Gupta, Rangan
8
Neilson, William
8
Shaffer, Sherrill
8
Thomson, William
8
Vasconcelos, Helder
8
Baye, Michael R.
7
Braid, Ralph M.
7
Campbell, Donald E.
7
more ...
less ...
Published in...
All
Economics letters
NBER working paper series
8,778
NBER Working Paper
8,058
Working paper / National Bureau of Economic Research, Inc.
7,429
European journal of operational research : EJOR
6,396
Discussion paper / Centre for Economic Policy Research
4,872
CESifo working papers
4,332
Working paper
3,518
Journal of economic theory
2,917
Discussion paper / Tinbergen Institute
2,772
International journal of production research
2,758
Journal of economic dynamics & control
2,713
Discussion paper series / IZA
2,672
The American economic review
2,661
Computers & operations research : and their applications to problems of world concern ; an international journal
2,635
Applied economics
2,440
Journal of economic behavior & organization : JEBO
2,439
Journal of banking & finance
2,390
Economic modelling
2,389
Finance research letters
2,310
SpringerLink / Bücher
2,265
Europäische Hochschulschriften / 5
2,258
CESifo Working Paper
2,212
The economic journal : the journal of the Royal Economic Society
2,199
Discussion paper
2,197
European economic review : EER
2,127
Journal of econometrics
2,085
Energy economics
2,075
Discussion papers / CEPR
2,016
Management science : journal of the Institute for Operations Research and the Management Sciences
1,984
IZA Discussion Paper
1,951
CESifo Working Paper Series
1,936
Journal of public economics
1,887
International journal of production economics
1,871
Games and economic behavior
1,866
Applied economics letters
1,810
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,792
Discussion paper / Center for Economic Research, Tilburg University
1,745
IMF working papers
1,717
Journal of monetary economics
1,608
more ...
less ...
Source
All
ECONIS (ZBW)
5,940
EconStor
1
Showing
1
-
10
of
5,941
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Tail relation between return and volume in the US stock market : an analysis based on extreme value
theory
Longin, François M.
;
Pagliardi, Giovanni
- In:
Economics letters
145
(
2016
),
pp. 252-254
Persistent link: https://www.econbiz.de/10011618837
Saved in:
2
An application of extreme value
theory
to cryptocurrencies
Gillas, Konstantinos Gkillas
;
Katsiampa, Paraskevi
- In:
Economics letters
164
(
2018
),
pp. 109-11
Persistent link: https://www.econbiz.de/10011939961
Saved in:
3
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:
4
VaR-implied tail-
correlation
matrices
Mittnik, Stefan
- In:
Economics letters
122
(
2014
)
1
,
pp. 69-73
Persistent link: https://www.econbiz.de/10010393953
Saved in:
5
Heavy tails and copulas : limits of diversification revisited
Ibragimov, Rustam Ju.
;
Prokhorov, Artem
- In:
Economics letters
149
(
2016
),
pp. 102-107
Persistent link: https://www.econbiz.de/10011620157
Saved in:
6
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:
7
Hedging investment-grade and high-yield bonds with credit VIX
Bouri, Elie
;
Alsagr, Naif
- In:
Economics letters
237
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10015073875
Saved in:
8
A generalised stochastic
volatility
in mean VAR
Mumtaz, Haroon
- In:
Economics letters
173
(
2018
),
pp. 10-14
Persistent link: https://www.econbiz.de/10012022862
Saved in:
9
Bitcoin risk modeling with blockchain graphs
Akcora, Cuneyt Gurcan
;
Dixon, Matthew F.
;
Gel, Yulia R.
; …
- In:
Economics letters
173
(
2018
),
pp. 138-142
Persistent link: https://www.econbiz.de/10012022965
Saved in:
10
GARCH models for daily stock returns : impact of estimation frequency on Value-at-Risk and Expected Shortfall forecasts
Ardia, David
;
Hoogerheide, Lennart F.
- In:
Economics letters
123
(
2014
)
2
,
pp. 187-190
Persistent link: https://www.econbiz.de/10010400299
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->