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subject:"Kointegration"
~isPartOf:"Research in international business and finance"
~subject:"Volatilität"
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Search: subject_exact:"Change-point analysis"
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Kointegration
Volatilität
Structural break
17
Strukturbruch
17
ARCH model
7
ARCH-Modell
7
Volatility
7
Aktienmarkt
5
Spillover effect
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Nazlıoğlu, Şaban
2
Ahmed, Walid M. A.
1
Altuntas, Mehmet
1
Ankudinov, Andrej B.
1
Au-Yeung, Siu Pang
1
Bassil, Charbel
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Lkhamazhapov, Zorikto
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Nehme, Tamara
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Research in international business and finance
Economic modelling
36
Energy economics
36
Applied economics
35
Applied economics letters
15
Economics letters
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
International review of economics & finance : IREF
13
International Journal of Energy Economics and Policy : IJEEP
12
CBN journal of applied statistics
10
Discussion paper / Tinbergen Institute
9
Journal of econometrics
9
International journal of economics and finance
8
International journal of economics and financial issues : IJEFI
8
Journal of banking & finance
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
The North American journal of economics and finance : a journal of financial economics studies
8
The empirical economics letters : a monthly international journal of economics
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
CESifo working papers
7
Journal of economics and finance
7
Journal of empirical finance
7
Theoretical and applied economics : GAER review
7
Discussion papers / Deutsches Institut für Wirtschaftsforschung
6
Economics and finance working paper series
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
International review of financial analysis
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of policy modeling : JPMOD ; a social science forum of world issues
6
Journal of quantitative economics
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
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1
Financial market integration of emerging markets : heavy tails, structural shifts, nonlinearity, and asymmetric persistence
Nazlıoğlu, Şaban
;
Kucukkaplan, Ilhan
;
Kilic, Emre
; …
- In:
Research in international business and finance
62
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248566
Saved in:
2
The zero lower bound and market spillovers : evidence from the G7 and Norway
Kyritsis, Evangelos
;
Serletis, Apostolos
- In:
Research in international business and finance
44
(
2018
),
pp. 100-123
Persistent link: https://www.econbiz.de/10011983017
Saved in:
3
Modelling long memory in volatility in sub-Saharan African equity markets
Kuttu, Saint
- In:
Research in international business and finance
44
(
2018
),
pp. 176-185
Persistent link: https://www.econbiz.de/10011983033
Saved in:
4
Is there an optimal level of housing wealth in the long-run? : theory and evidence
Yetkiner, İbrahim Hakan
;
Nazlıoğlu, Şaban
- In:
Research in international business and finance
46
(
2018
),
pp. 257-267
Persistent link: https://www.econbiz.de/10011983644
Saved in:
5
On the dynamic interactions between energy and stock markets under structural shifts : evidence from Egypt
Ahmed, Walid M. A.
- In:
Research in international business and finance
42
(
2017
),
pp. 61-74
Persistent link: https://www.econbiz.de/10011750186
Saved in:
6
Sanctions and the Russian stock market
Ankudinov, Andrej B.
;
Ibragimov, Rustam Ju.
;
Lebedev, …
- In:
Research in international business and finance
40
(
2017
),
pp. 150-162
Persistent link: https://www.econbiz.de/10011912756
Saved in:
7
News surprises and volatility spillover among agricultural commodities : the case of corn, wheat, soybean and soybean oil
Hamadi, Hassan
;
Bassil, Charbel
;
Nehme, Tamara
- In:
Research in international business and finance
41
(
2017
),
pp. 148-157
Persistent link: https://www.econbiz.de/10011912988
Saved in:
8
The volatility dynamics of spot and futures gold prices : evidence from Russia
Kirkulak-Uludag, Berna
;
Lkhamazhapov, Zorikto
- In:
Research in international business and finance
38
(
2016
),
pp. 474-484
Persistent link: https://www.econbiz.de/10011640711
Saved in:
9
Structural effects and spillovers in HSIF, HSI and S&P500 volatility
Gannon, Gerard L.
;
Au-Yeung, Siu Pang
- In:
Research in international business and finance
18
(
2004
)
3
,
pp. 305-317
Persistent link: https://www.econbiz.de/10003396231
Saved in:
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