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~subject:"Korrelation"
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Korrelation
ARCH model
11,552
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11,531
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7,224
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3,263
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3,262
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Engle, Robert F.
20
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19
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16
Teräsvirta, Timo
16
Ledoit, Olivier
15
Wolf, Michael
14
Silvennoinen, Annastiina
11
Asai, Manabu
9
Caporin, Massimiliano
9
Gupta, Rangan
9
Hafner, Christian M.
8
Karanasos, Menelaos
8
Otranto, Edoardo
8
De Nard, Gianluca
7
Lucas, André
7
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7
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6
Chang, Chia-Lin
6
Conrad, Christian
6
Dijk, Dick van
6
Hamori, Shigeyuki
6
Koopman, Siem Jan
6
Laurent, Sébastien
6
Manera, Matteo
6
Molnár, Peter
6
Pereira, Pedro L. Valls
6
Storti, Giuseppe
6
Tiwari, Aviral Kumar
6
Tsui, Albert K.
6
Amado, Cristina
5
Clements, Adam
5
Degiannakis, Stavros
5
Derbali, Abdelkader
5
Dimitriou, Dimitrios
5
Fałdziński, Marcin
5
Fiszeder, Piotr
5
Füss, Roland
5
Guesmi, Khaled
5
Herwartz, Helmut
5
Janus, Paweł
5
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Research in international business and finance
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Energy economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of econometrics
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Journal of empirical finance
19
Finance research letters
18
The North American journal of economics and finance : a journal of financial economics studies
18
International review of financial analysis
17
Discussion paper / Tinbergen Institute
15
Economics letters
15
International review of economics & finance : IREF
15
Journal of international financial markets, institutions & money
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14
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12
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11
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10
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9
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
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7
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7
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7
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7
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6
International journal of economics and financial issues : IJEFI
6
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6
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6
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6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Econometrics : open access journal
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Global finance journal
5
International Journal of Energy Economics and Policy : IJEEP
5
Review of quantitative finance and accounting
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
962
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1
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
2
Random walk investigation in Indian market with special references to S&P Nifty : fifty stocks
Tamilselvan, M.
;
Madhumitha, R.
- In:
International journal of finance & banking studies : JJFBS
4
(
2015
)
4
,
pp. 52-61
Persistent link: https://www.econbiz.de/10011448677
Saved in:
3
A test for constant correlations in a multivariate GARCH model
Tse, Yiu Kuen
- In:
Journal of econometrics
98
(
2000
)
1
,
pp. 107-127
Persistent link: https://www.econbiz.de/10001497684
Saved in:
4
Is implied correlation worth calculating? : Evidence from foering exchange options
Walter, Christian A.
;
López, José A.
- In:
The journal of derivatives : the official publication …
7
(
2000
)
3
,
pp. 65-81
Persistent link: https://www.econbiz.de/10001497759
Saved in:
5
Dynamic conditional correlation : a simple class of multivariate GARCH models
Engle, Robert F.
-
2000
Persistent link: https://www.econbiz.de/10001500658
Saved in:
6
Testing constancy of correlation and other specifications of the BGARCH model with an application to international equity returns
Bera, Anil K.
;
Kim, Sangwhan
-
2000
Persistent link: https://www.econbiz.de/10001534279
Saved in:
7
Some exact formulae for the constant correlation and diagonal M-GARCH models
Karanasos, Menelaos
-
2000
Persistent link: https://www.econbiz.de/10001488572
Saved in:
8
The empirical size and power of some tests for detecting autoregressive conditional heteroskedasticity in the presence of serial correlation
Hurn, Stan
;
MacDonald, Alexander David
-
1995
Persistent link: https://www.econbiz.de/10000916031
Saved in:
9
Is implied correlation worth calculating? : Evidence from foreign exchange options and historical data
Walter, Christian
;
López Marín, José Alberto
-
1997
Persistent link: https://www.econbiz.de/10001380840
Saved in:
10
Conditional dependency of financial series : an application of copulas
Rockinger, Michael
;
Jondeau, Eric
-
2001
Persistent link: https://www.econbiz.de/10001575962
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