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subject:"Volatilität"
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Search: subject_exact:"Structural break"
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Volatilität
Structural break
902
Strukturbruch
837
Time series analysis
352
Zeitreihenanalyse
352
Estimation
333
Schätzung
333
Cointegration
220
Structural breaks
211
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210
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180
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180
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146
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146
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138
structural breaks
122
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93
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Malik, Farooq
7
Kumar, Dilip
6
Gil-Alaña, Luis A.
3
Hammoudeh, Shawkat
3
Ji, Qiang
3
Karanasos, Menelaos
3
Luo, Jiawen
3
Mensi, Walid
3
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2
Ahmed, Walid M. A.
2
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2
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2
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2
Balaji, B.
2
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2
Caporale, Guglielmo Maria
2
Chatzikonstanti, Vasiliki
2
Chen, Langnan
2
Durai, S. Raja Sethu
2
Ewing, Bradley T.
2
Gupta, Rangan
2
Hasanov, Akram Shavkatovich
2
Kang, Sang Hoon
2
Kashyap, Sachin
2
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2
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2
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2
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1
Abu Hassan Shaari Mohd Nor
1
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1
Aharon, David Y.
1
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1
Al-Maadid, Alanoud
1
Ali, Faek Menla
1
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Energy economics
19
International review of economics & finance : IREF
7
Research in international business and finance
6
International review of financial analysis
5
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4
The North American journal of economics and finance : a journal of financial economics studies
4
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3
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3
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3
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3
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2
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2
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2
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2
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2
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2
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2
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1
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1
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1
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1
European economic review : EER
1
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1
IIMB management review
1
International Journal of Financial Markets and Derivatives : IJFMD
1
International economics and economic policy : IEEP
1
International journal of business innovation and research : IJBIR
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International journal of economic perspectives : IJEP
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ECONIS (ZBW)
138
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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
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:
5
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:
6
Asymmetric volatility in the cryptocurrency market : new evidence from models with structural breaks
Aharon, David Y.
;
Butt, Hassan Anjum
;
Jaffri, Ali
; …
- In:
International review of financial analysis
87
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014460602
Saved in:
7
Economic volatility and financial deepening in Sub-Saharan Africa : evidence from panel cointegration with cross-sectional heterogeneity and endogenous structural breaks
Singh, Vinay Kumar
;
Abosedra, Salah S.
;
Fakih, Ali
; …
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
5
,
pp. 2013-2038
Persistent link: https://www.econbiz.de/10014388913
Saved in:
8
Robust inference in single firm/single event analyses
Elsas, Ralf
;
Schoch, Daniela
- In:
The journal of corporate finance : contracting, …
80
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014365119
Saved in:
9
Time-varying herding spillover for emerging countries : evidence from BRIC countries and Turkey
Yasir, Muhammad
;
Özlem Önder, A.
- In:
Review of behavioral finance : RBF
15
(
2023
)
5
,
pp. 709-728
Persistent link: https://www.econbiz.de/10014340965
Saved in:
10
Risk spillovers from China's and the US stock markets during high-volatility periods : evidence from East Asianstock markets
Wang, Bo
;
Xiao, Yang
- In:
International review of financial analysis
86
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014249132
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