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subject:"Estimation"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"USA"
~subject:"Volatilität"
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Search: subject_exact:"Change-point analysis"
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Estimation
USA
Volatilität
Structural break
19
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19
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9
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8
Aktienmarkt
6
Börsenkurs
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Aliyu, Victoria O.
1
Aloui, Chaker
1
Anjum, Hassan
1
Balcilar, Mehmet
1
Ben Hamida, Hela
1
Cheng, Yuxiang
1
Di Iorio, Francesca
1
Esteve García, Vicente
1
Ewing, Bradley T.
1
Fachin, Stefano
1
Fang, Qiang
1
Gillman, Max
1
Gupta, Rangan
1
Hammoudeh, Shawkat
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Ji, Qiang
1
Jouini, Jamel
1
Li, Wenlan
1
Majdoub, Jihed
1
Malik, Farooq
1
Mansour, Walid
1
Mevweroso, Chioma R.
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Musa, Abdullahi Usman
1
Nakov, Anton
1
Navarro Ibáñez, Manuel
1
Noriega, Antonio E.
1
Plakandaras, Vasilios
1
Prats Albentosa, María Asuncíon
1
Salisu, Afees A.
1
Stillwagon, Josh R.
1
Wunnava, Phanindra V.
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The North American journal of economics and finance : a journal of financial economics studies
Applied economics
60
Economic modelling
45
Energy economics
35
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
30
Applied economics letters
27
Economics letters
21
International review of economics & finance : IREF
20
Journal of econometrics
19
CESifo working papers
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Working paper
14
Research in international business and finance
13
Economics and finance working paper series
11
International Journal of Energy Economics and Policy : IJEEP
11
International review of financial analysis
11
Journal of banking & finance
11
Journal of economics and finance
11
Journal of international financial markets, institutions & money
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
International journal of forecasting
10
Journal of empirical finance
10
Journal of macroeconomics
10
Applied financial economics
9
CBN journal of applied statistics
9
Discussion paper / Tinbergen Institute
9
Discussion papers / Deutsches Institut für Wirtschaftsforschung
9
International journal of economics and financial issues : IJEFI
9
Journal of applied econometrics
9
The empirical economics letters : a monthly international journal of economics
9
Econometric reviews
8
Journal of money, credit and banking : JMCB
8
Macroeconomic dynamics
8
Working papers / University of Connecticut, Department of Economics
8
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
Finance research letters
7
International journal of economic perspectives : IJEP
7
International journal of economics and finance
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
CAMA working paper series
6
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ECONIS (ZBW)
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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
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:
7
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
Saved in:
8
Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf Cooperation Council countries
Aloui, Chaker
;
Hammoudeh, Shawkat
;
Ben Hamida, Hela
- In:
The North American journal of economics and finance : a …
31
(
2015
),
pp. 311-329
Persistent link: https://www.econbiz.de/10011514255
Saved in:
9
Savings and investments in the OECD, 1970 - 2007 : a test of panel cointegration with regime changes
Di Iorio, Francesca
;
Fachin, Stefano
- In:
The North American journal of economics and finance : a …
28
(
2014
),
pp. 59-76
Persistent link: https://www.econbiz.de/10010461177
Saved in:
10
Monetary effects on nominal oil prices
Gillman, Max
;
Nakov, Anton
- In:
The North American journal of economics and finance : a …
20
(
2009
)
3
,
pp. 239-254
Persistent link: https://www.econbiz.de/10003956516
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