CORE
🇺🇦
make metadata, not war
Services
Services overview
Explore all CORE services
Access to raw data
API
Dataset
FastSync
Content discovery
Recommender
Discovery
OAI identifiers
OAI Resolver
Managing content
Dashboard
Bespoke contracts
Consultancy services
Support us
Support us
Membership
Sponsorship
Community governance
Advisory Board
Board of supporters
Research network
About
About us
Our mission
Team
Blog
FAQs
Contact us
Filters
8 research outputs found
Spatial Dependence in Stock Returns - Local Normalization and VaR Forecasts
Author
A Santos
Dominik Wied
+37 more
E Pantaleo
F M Longin
G Bekaert
H Markowitz
H Markowitz
J Lesage
J P Bouchaud
L Anselin
L F Lee
L Giada
M Arnold
M C M�nnix
N
O Ledoit
O Ledoit
O Ledoit
O Ledoit
P Gopikrishnan
P R Hansen
R Engle
R Engle
R Sch�fer
R Sch�fer
R Sch�fer
Rudi Schhfer
S Pafka
S Pafka
S Poon
T Bollerslev
T Bollerslev
T Guhr
Thilo Schmitt
Thomas Guhr
V Plerou
V Plerou
W F Sharpe
W Sharpe
Publication venue
'Elsevier BV'
Publication date
01/01/2013
Field of study
Full text link
Crossref
A Simple Microstructure Return Model Explaining Microstructure Noise and Epps Effects
Author
? >
Alexander I. Saichev
+25 more
B T�th
C W J Granger
Didier Sornette
E Bacry
E Scalas
F M Bandi
F M Bandi
Fig
J Beran
J R M Hosking
J-P Bouchaud
L Zhang
M C M�nnix
M C M�nnix
M Politi
N Sazuka
P Ivanov
R Cont
R Cont
S C Rhee
T G Andersen
T W Epps
V Voev
Y A�?ta�?t-Sahalia
Z Ding
Publication venue
'Elsevier BV'
Publication date
01/01/2012
Field of study
No full text
Crossref
Correlation As Probability: Applications of Sheppard’s Formula to Financial Assets
Author
A L Bowley
D Y Kenett
+19 more
E Acar
E Acar
E Eberlein
E Fama
H Cram�r
J L Kepner
Javier Giner
Judit Mendoza
M C M�nnix
M G Kendall
M Linden
M Lundin
M Richardson
N L Johnson
R Chicheportiche
S Rachev
S Rosenbaum
Sandra Morini
W F Sheppard
Publication venue
'Elsevier BV'
Publication date
01/01/2017
Field of study
No full text
Crossref
Large Scale Covariance Estimates for Portfolio Selection
Author
A De Miguel
C Stein
+18 more
Francesco Lautizi
H White
J Mossin
J Y Campbell
K Sheppard
L De Miguel
M C M�nnix
P Balduzzi
R O Michaud
R Sullivan
R Weigand
Recent
Riskmetrics
S A Ross
T Della Corte
W F Sharpe
W F Sharpe
Y Chen
Publication venue
'Elsevier BV'
Publication date
01/01/2015
Field of study
No full text
Crossref
Topological Recognition of Critical Transitions in Time Series of Cryptocurrencies
Author
A K Jain
Cham Springer
+49 more
D Cohen-Steiner
Daniel Goldsmith
F A Khasawneh
F A Khasawneh
F Chazal
F Takens
G Carlsson
G Livan
G Nicolis
H Edelsbrunner
H Holzmann
J A Perea
J A Perea
J Berwald
J Berwald
J Chiu
J Chu
J Garland
J Stark
J.-C Gerlach
L Catania
L Catania
L M Seversky
M B Kennel
M C M�nnix
M Casdagli
M Gidea
M Gidea
M Kozlowska
M Kramar
M R Muldoon
M Scheffer
M Scheffer
Marian Gidea
P Bubenik
P Bubenik
P Truong
P Y Lum
Pablo Roldan
R J Adler
S Chan
S Dro? Zd? Z
S V Gonchenko
T Sauer
V Dakos
V Guttal
V N Livina
Yonah Shmalo
Yuri A. Katz
Publication venue
'Elsevier BV'
Publication date
01/01/2018
Field of study
No full text
Crossref
Large Scale Covariance Estimates for Portfolio Selection
Author
A Kourtis
A Lunde
+37 more
C Stein
E Fama
Francesco Lautizi
G H Golub
H M Markowitz
H White
J Fan
J Lintner
J Mossin
J Y Campbell
K Sheppard
L R Haff
M C M�nnix
O Ledoit
O Ledoit
O Ledoit
O Ledoit
O Ledoit
O Ledoit
P Balduzzi
P Dellacorte
P R Hansen
R C Green
R Jagannathan
R Kan
R Litterman
R O Michaud
R Sullivan
R Weigand
Riskmetrics
S A Ross
V Demiguel
V Demiguel
W F Sharpe
W F Sharpe
W Hlawitschka
Y Chen
Publication venue
'Elsevier BV'
Publication date
01/01/2015
Field of study
No full text
Crossref
Credit Risk Meets Random Matrices: Coping with Non-Stationary Asset Correlations
Author
Abel Elizalde
Alexander F R Koivusalo
+59 more
Alexander J Mcneil
Andreas MMhlbacher
Bernaola-Galv�n
Chetalova
Christian Bluhm
Christoph Rieke
Darrell Duffie
Darrell Duffie
David Lando
David X Li
Di Gangi
Dong-Ming Song
Efraim Benmelech
Eric Heitfield
Fisher Black
Francis A Longstaff
Frederik Meudt
G Schwert
Georg Mainik
J B Gao
Jean-Philippe Bouchaud
Joachim Sicking
John C Hull
John Wishart
Jon P L Hatchett
Kay Giesecke
Kiyosi It�
Laurent Laloux
Leonidas Sandoval
Lorenzo Giada
Michael C M�nnix
Michael C M�nnix
Michel Crouhy
Michele Tumminello
Paul Glasserman
Paul Glasserman
Philipp J Sch�nbucher
Philipp J Sch�nbucher
Rainer Hegger
Robb J Muirhead
Robert C Merton
Roger B Nelsen
Royce K P Zia
Royce K P Zia
Rudi Sch�fer
Rustam Ibragimov
Sebastian Heise
Sudheer Chava
Szilard Pafka
Thilo A Schmitt
Thilo A Schmitt
Thilo A Schmitt
Thomas Guhr
Thomas Guhr
Tomasz R Bielecki
Vasiliki Plerou
Vasiliki Plerou
Yahoo! Finance
Yiting Zhang
Publication venue
'Elsevier BV'
Publication date
01/01/2018
Field of study
No full text
Crossref
Regularities and Irregularities in Order Flow Data
Author
A Andrei
A Gareche
+33 more
A Thilo
Alex Boulatov
Anindya S Chakrabarti
Bal�zs Szalkai
Bruno Biais
D Martin
Doyne Farmer
Eun Jung Lee
Felix Patzelt
Frederik Meudt
J Peter
Jean-Philippe Bouchaud
Joel Hasbrouck
Jonathan Brogaard
Khalil Dayri
Larry Harris
Laszlo J Doyne Farmer
M Sebastian
Marc Potters
Martin Theissen
Nikolaus Hautsch
Paolo Pasquariello
Rama Cont
Rudi Michael C M�nnix
Ruihong Huang
Sebastian Matthias Krause
Shanshan Wang
Szabolcs Mike
Tarun Chordia
Terrence Hendershott
Thomas Guhr
Yuriy Stepanov
Zoltan Eisler
Publication venue
'Elsevier BV'
Publication date
01/01/2017
Field of study
No full text
Crossref