المؤلفون: Walter Bazán-Palomino

المصدر: Advanced Studies of Financial Technologies and Cryptocurrency Markets ISBN: 9789811544972

مصطلحات موضوعية: Multivariate garch, Multivariate volatility, Cash, media_common.quotation_subject, Economics, Econometrics, Univariate, Time varying correlation, EWMA chart, Volatility risk, Volatility (finance), media_common

الوصول الحر: https://explore.openaire.eu/search/publication?articleId=doi_________::105f88ed7e848a5f9f316f42fbb54810Test
https://doi.org/10.1007/978-981-15-4498-9_13Test

المؤلفون: Paul M. Jones, Luke Collins

المصدر: Applied Economics Letters. 26:537-542

مصطلحات موضوعية: Economics and Econometrics, Multivariate statistics, 050208 finance, fungi, 05 social sciences, Correlation, Multivariate garch, 0502 economics and business, Econometrics, Economics, Stock market, sense organs, Time varying correlation, 050207 economics, health care economics and organizations, Stock (geology)

الوصول الحر: https://explore.openaire.eu/search/publication?articleId=doi_________::f015370e095202dc975366415cade85eTest
https://doi.org/10.1080/13504851.2018.1488037Test

المؤلفون: Yuxiang Bian, Dehua Shen, Xiong Xiong

المصدر: Physica A: Statistical Mechanics and its Applications. 499:413-419

مصطلحات موضوعية: Statistics and Probability, 050208 finance, 05 social sciences, Condensed Matter Physics, 0502 economics and business, Correlation analysis, Financial crisis, Econometrics, Economics, Stock market, Time varying correlation, 050207 economics, China, Stock (geology)

الوصول الحر: https://explore.openaire.eu/search/publication?articleId=doi_________::6dcb31e7d1979979e8fae1b7439102c7Test
https://doi.org/10.1016/j.physa.2018.02.034Test

المؤلفون: Machado, J. A. Tenreiro, Duarte, Fernando B., Duarte, Gonçalo Monteiro

مصطلحات موضوعية: Multidimensional scaling, Stock market daily values, Time-varying correlation, Econophysics

العلاقة: Communications in Nonlinear Science and Numerical Simulation; Vol. 16, Issue 12; http://www.sciencedirect.com/science/article/pii/S1007570411002218Test; 007-5704; http://hdl.handle.net/10400.22/4103Test

الإتاحة: https://doi.org/10.1016/j.cnsns.2011.04.027Test
http://hdl.handle.net/10400.22/4103Test

المؤلفون: Fratzscher, Marcel, Schneider, Daniel, Van Robays, Ine

مصطلحات موضوعية: ddc:330, F30, G15, asset prices, exchange rates, identification, oil prices, time-varying correlation, US dollar, Ölpreis, US-Dollar, Wechselkurs, Korrelation

العلاقة: Series: ECB Working Paper; No. 1689; gbv-ppn:791357473; http://hdl.handle.net/10419/154122Test; RePEc:ecb:ecbwps:20141689

الإتاحة: http://hdl.handle.net/10419/154122Test

المؤلفون: Essahbi Essaadi, Jamel Jouini, Wajih Khallouli

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.doiserbia.nb.rs/img/doi/1452-595X/2009/1452-595X0902241E.pdfTest.

مصطلحات موضوعية: Key words, Shift-contagion, Time-varying correlation, Sequential selection procedure. JEL, C22, G15

وصف الملف: application/pdf

العلاقة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.429.2465Test

المؤلفون: Asani Sarkar, Lingjia Zhang, Charles Himmelberg, Mark Gertler, Sydney Ludvigson, Monica Piazzesi

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.newyorkfed.org/research/economists/sarkar/Time_Varying_Correlation.pdfTest.

مصطلحات موضوعية: JEL classification, G12, G15 Keywords, Equity Premium, Consumption, Time-Varying Correlation, Covariance. 1

وصف الملف: application/pdf

العلاقة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.655.7834Test; http://www.newyorkfed.org/research/economists/sarkar/Time_Varying_Correlation.pdfTest

الإتاحة: http://www.newyorkfed.org/research/economists/sarkar/Time_Varying_Correlation.pdfTest

المؤلفون: Ji Eun Choi, Dong Wan Shin

المصدر: Journal of the Korean Statistical Society. 50:631-631

مصطلحات موضوعية: Statistics and Probability, Estimation, Statistics, Nonparametric statistics, Time varying correlation, Bayesian inference, Mathematics

الوصول الحر: https://explore.openaire.eu/search/publication?articleId=doi_________::3b7759cf8f9b6376c2aa97b753ab0dc1Test
https://doi.org/10.1007/s42952-021-00116-6Test

المؤلفون: Asani Sarkar, Lingjia Zhang, Arturo Estrella, Charles Himmelberg, Sydney Ludvigson, Anthony Rodrigues

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.ny.frb.org/research/economists/sarkar/2709_Time_Varying_Correlation.pdfTest.

مصطلحات موضوعية: Equity Premium, Time-Varying Correlation, Consumption

وصف الملف: application/pdf

العلاقة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.197.1214Test; http://www.ny.frb.org/research/economists/sarkar/2709_Time_Varying_Correlation.pdfTest

الإتاحة: http://www.ny.frb.org/research/economists/sarkar/2709_Time_Varying_Correlation.pdfTest

المؤلفون: Blasques, Francisco

مصطلحات موضوعية: ddc:330, C01, C14, C32, nonparametric, phase-dependence, time-varying correlation

العلاقة: Series: Tinbergen Institute Discussion Paper; No. 13-054/III; gbv-ppn:77007278X; http://hdl.handle.net/10419/87302Test; RePEc:dgr:uvatin:20130054

الإتاحة: http://hdl.handle.net/10419/87302Test