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subject:"Volatilität"
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~subject:"Stock market"
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Search: subject_exact:"Structural break"
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Volatilität
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Structural break
903
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837
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352
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352
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333
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Malik, Farooq
7
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International review of economics & finance : IREF
10
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1
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ECONIS (ZBW)
181
RePEc
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1
Has international CPI inflation comovement strengthened since the global financial crisis?
Sin, In-sŏk
;
Kang, Kyu Ho
- In:
Macroeconomic dynamics
27
(
2023
)
1
,
pp. 111-140
Persistent link: https://www.econbiz.de/10014247352
Saved in:
2
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
3
Forecasting the volatility of crude oil futures : a time-dependent weighted least squares with regularization constraint
Geng, Qianjie
;
Hao, Xianfeng
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 309-325
Persistent link: https://www.econbiz.de/10014475319
Saved in:
4
Macroeconomic determinants of the long-term correlation between stock and exchange rate markets in China : a DCC-MIDAS-X approach considering structural breaks
Xiong, Youlin
;
Shen, Jun
;
Yoon, Seong-min
;
Dong, Xiyong
- In:
Finance research letters
61
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014490845
Saved in:
5
Stock market efficiency in Asia : evidence from the Narayan-Liu-Westerlund's GARCH-based unit root test
Yaya, OlaOluwa S.
;
Adekoya, Oluwasegun B.
;
Xuan Vinh Vo
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 91-101
Persistent link: https://www.econbiz.de/10014468989
Saved in:
6
Sequential monitoring of stock market price changes
Li, Hemei
;
Liu, Zhenya
;
Xiao, Zhijie
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 156-172
Persistent link: https://www.econbiz.de/10014446420
Saved in:
7
Long memory and structural breaks of cryptocurrencies trading volume
Ahmed, Mohamed Shaker
;
Bouri, Elie
- In:
Eurasian economic review : a journal in applied …
13
(
2023
)
3/4
,
pp. 469-497
Persistent link: https://www.econbiz.de/10014451988
Saved in:
8
The impact of COVID-19 on the relative market efficiency and forecasting ability of credit derivative and equity markets
Procasky, William J.
;
Yin, Anwen
- In:
International review of financial analysis
90
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014470587
Saved in:
9
Review on volatility and return analysis including emerging developments : evidence from stock market empirics
Kashyap, Sachin
- In:
Journal of modelling in management
18
(
2023
)
3
,
pp. 756-816
Persistent link: https://www.econbiz.de/10014334988
Saved in:
10
Spillover effects in the presence of structural breaks, persistence and conditioned heteroscedasticity
Souza, Francisca Mendonça
;
Ramser, Claudia Aline de Souza
- In:
Annals of financial economics
18
(
2023
)
2
,
pp. 1-51
Persistent link: https://www.econbiz.de/10014442610
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