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subject:"Estimation"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"Working papers / University of Connecticut, Department of Economics"
~subject:"Volatilität"
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Search: subject_exact:"Change-point analysis"
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Estimation
Volatilität
Structural break
31
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10
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The North American journal of economics and finance : a journal of financial economics studies
Working papers / University of Connecticut, Department of Economics
Applied economics
48
Economic modelling
43
Energy economics
32
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International review of economics & finance : IREF
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Journal of econometrics
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CESifo working papers
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Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International review of financial analysis
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Journal of banking & finance
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Journal of international financial markets, institutions & money
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Research in international business and finance
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CBN journal of applied statistics
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The empirical economics letters : a monthly international journal of economics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie
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Finance research letters
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ECONIS (ZBW)
17
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Did Okun's Law die after the Great Recession?
Canarella, Giorgio
;
Miller, Stephen M.
-
2016
Persistent link: https://www.econbiz.de/10011547558
Saved in:
7
Inflation persistence and structural breaks : the experience of inflation targeting countries and the US
Canarella, Giorgio
;
Miller, Stephen M.
-
2016
Persistent link: https://www.econbiz.de/10011547564
Saved in:
8
Inflation persistence and structural breaks : the experience of inflation targeting countries and the US
Canarella, Giorgio
;
Miller, Stephen M.
-
2016
Persistent link: https://www.econbiz.de/10011547692
Saved in:
9
Non-linear exchange rate relationships : an automated model selection approach with indicator saturation
Stillwagon, Josh R.
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 84-109
Persistent link: https://www.econbiz.de/10011672899
Saved in:
10
Market integration between conventional and Islamic stock prices
Majdoub, Jihed
;
Mansour, Walid
;
Jouini, Jamel
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 436-457
Persistent link: https://www.econbiz.de/10011672988
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