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subject:"Estimation"
~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Volatilität"
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Search: subject_exact:"Change-point analysis"
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Estimation
Volatilität
Structural break
42
Strukturbruch
42
Schätzung
16
Cointegration
14
Kointegration
14
Time series analysis
12
Zeitreihenanalyse
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Pala, Aynur
2
Acaravci, Ali
1
Adeniyi, Oluwatosin A.
1
Aliyu, Victoria O.
1
Aloui, Chaker
1
Anjum, Hassan
1
Babajide, Abiola
1
Balcilar, Mehmet
1
Ben Hamida, Hela
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Cheng, Yuxiang
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Di Iorio, Francesca
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1
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1
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1
Fang, Qiang
1
Gupta, Rangan
1
Hammoudeh, Shawkat
1
Ji, Qiang
1
Jouini, Jamel
1
Kaplan, Fatih
1
Lawal, Adedoyin Isola
1
Li, Wenlan
1
Majdoub, Jihed
1
Malik, Farooq
1
Mansour, Walid
1
Mevweroso, Chioma R.
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Navarro Ibáñez, Manuel
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Omisakin, Olusegun A.
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Prats Albentosa, María Asuncíon
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Raju, Guntur Anjana
1
Salisu, Afees A.
1
Shirodkar, Sanjeeta
1
Solarin Sakiru Adebola
1
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International Journal of Energy Economics and Policy : IJEEP
The North American journal of economics and finance : a journal of financial economics studies
Applied economics
48
Economic modelling
43
Energy economics
32
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
27
Applied economics letters
21
International review of economics & finance : IREF
20
Journal of econometrics
19
CESifo working papers
16
Economics letters
16
Working paper
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
International review of financial analysis
10
Journal of banking & finance
10
Journal of international financial markets, institutions & money
10
Research in international business and finance
10
CBN journal of applied statistics
9
Economics and finance working paper series
9
International journal of economics and financial issues : IJEFI
9
Applied financial economics
8
Discussion papers / Deutsches Institut für Wirtschaftsforschung
8
Journal of economics and finance
8
Journal of empirical finance
8
Discussion paper / Tinbergen Institute
7
Econometric reviews
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
International journal of economic perspectives : IJEP
7
International journal of economics and finance
7
The empirical economics letters : a monthly international journal of economics
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Working papers / University of Connecticut, Department of Economics
7
Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie
6
Finance research letters
6
International journal of forecasting
6
Journal of applied econometrics
6
Journal of macroeconomics
6
Journal of quantitative economics
6
CAMA working paper series
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ECONIS (ZBW)
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1
The evolution of commodity trios prices and causality equation : in structural break perspective
Pala, Aynur
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
2
,
pp. 335-340
Persistent link: https://www.econbiz.de/10014496302
Saved in:
2
Futures trading, spot price volatility and structural breaks : evidence from energy sector
Shirodkar, Sanjeeta
;
Raju, Guntur Anjana
- In:
International Journal of Energy Economics and Policy : IJEEP
11
(
2021
)
4
,
pp. 230-239
Persistent link: https://www.econbiz.de/10012623501
Saved in:
3
Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
Saved in:
4
Volatility spillover effect between stock and exchange rate in oil exporting countries
Mikhaylov, Alexey Yurievich
- In:
International Journal of Energy Economics and Policy : IJEEP
8
(
2018
)
3
,
pp. 321-326
Persistent link: https://www.econbiz.de/10011881390
Saved in:
5
Are oil prices mean reverting? : evidence from unit root tests with sharp and smooth breaks
Lawal, Adedoyin Isola
;
Babajide, Abiola
;
Nwanji, Tony …
- In:
International Journal of Energy Economics and Policy : IJEEP
8
(
2018
)
6
,
pp. 292-298
Persistent link: https://www.econbiz.de/10011954571
Saved in:
6
Analysis of asymmetric response of exchange rate to interest rate differentials : the case of African Big 4
Musa, Abdullahi Usman
;
Salisu, Afees A.
;
Aliyu, Victoria O.
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012668019
Saved in:
7
Stock prices, dividends, and structural changes in the long-term : the case of U.S.
Esteve García, Vicente
;
Navarro Ibáñez, Manuel
; …
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012656930
Saved in:
8
Forecasting risk in the US Dollar exchange rate under volatility shifts
Anjum, Hassan
;
Malik, Farooq
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012664814
Saved in:
9
Forecast on silver futures linked with structural breaks and day-of-the-week effect
Li, Wenlan
;
Cheng, Yuxiang
;
Fang, Qiang
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012632214
Saved in:
10
The convergence behavior of CO2 emissions in seven regions under multiple structural breaks
Acaravci, Ali
;
Erdogan, Sinan
- In:
International Journal of Energy Economics and Policy : IJEEP
6
(
2016
)
3
,
pp. 575-580
Persistent link: https://www.econbiz.de/10011550494
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