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subject:"Volatilität"
~person:"Au-Yeung, Siu Pang"
~person:"Hammoudeh, Shawkat"
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Search: subject_exact:"Structural break"
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Volatilität
Structural break
13
Strukturbruch
13
Volatility
11
Spillover effect
7
Spillover-Effekt
7
Structural breaks
6
ARCH model
5
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1994-2001
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1999-2011
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Au-Yeung, Siu Pang
Hammoudeh, Shawkat
Caporale, Guglielmo Maria
18
Gil-Alaña, Luis A.
13
Malik, Farooq
11
Miller, Stephen M.
9
Kumar, Dilip
8
Morales Zumaquero, Amalia
8
Fang, Wen-shwo
7
Gannon, Gerard L.
7
Piger, Jeremy Max
6
Ewing, Bradley T.
5
Mensi, Walid
5
Pesaran, M. Hashem
5
Pick, Andreas
5
Plastun, Alex
5
Égert, Balázs
5
Al-Maadid, Alanoud
4
Dijk, Dick van
4
Gupta, Rangan
4
Karanasos, Menelaos
4
Karoglou, Michail
4
Kim, Chang-jin
4
Luo, Jiawen
4
Morana, Claudio
4
Shankar, Rashmi
4
Spagnolo, Fabio
4
Spagnolo, Nicola
4
Trezzi, Riccardo
4
Yoon, Seong-min
4
Adekoya, Oluwasegun B.
3
Bao Hoang Nguyen
3
Behrendt, Simon
3
Beltratti, Andrea
3
Calvo-Gonzalez, Oscar
3
Chen, Langnan
3
Fioriti, Andrés
3
Gao, Shen
3
Gil-Alana, Luis A.
3
Hillebrand, Eric
3
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School of Accounting, Economics and Finance <Geelong>
2
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School working papers / Faculty of Business and Law, School of Accounting, Economics and Finance, Deakin University
3
Energy economics
2
International review of economics & finance : IREF
2
Research in international business and finance
1
Review of Pacific Basin financial markets and policies
1
The North American journal of economics and finance : a journal of financial economics studies
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
11
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1
Global financial crisis and spillover effects among the U.S. and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 257-276
Persistent link: https://www.econbiz.de/10011625114
Saved in:
2
Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate
Mensi, Walid
;
Hammoudeh, Shawkat
;
Yoon, Seong-min
- In:
Energy economics
48
(
2015
),
pp. 46-60
Persistent link: https://www.econbiz.de/10011533698
Saved in:
3
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:
4
How do OPEC news and structural breaks impact returns and volatility in crude oil markets? : further evidence from a long memory process
Mensi, Walid
;
Hammoudeh, Shawkat
;
Yoon, Seong-min
- In:
Energy economics
42
(
2014
),
pp. 343-354
Persistent link: https://www.econbiz.de/10010503579
Saved in:
5
Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters : the importance of scheduled and unscheduled news announcemen...
Mensi, Walid
;
Hammoudeh, Shawkat
;
Yoon, Seong-min
- In:
International review of economics & finance : IREF
30
(
2014
),
pp. 101-119
Persistent link: https://www.econbiz.de/10010490494
Saved in:
6
Long memory and structural breaks in modeling the return and volatility dynamics of precious metals
Arouri, Mohamed
;
Hammoudeh, Shawkat
;
Lahiani, Amine
; …
- In:
The quarterly review of economics and finance : journal …
52
(
2012
)
2
,
pp. 207-218
Persistent link: https://www.econbiz.de/10009700518
Saved in:
7
Modelling regulatory change V's volume of trading effects in HSIF and HSI volatility
Gannon, Gerard L.
;
Au-Yeung, Siu Pang
- In:
Review of Pacific Basin financial markets and policies
11
(
2008
)
1
,
pp. 47-59
Persistent link: https://www.econbiz.de/10003679942
Saved in:
8
Modelling regulatory change V's volume of trade effects in HSIF and HSI volatility : a note
Gannon, Gerard L.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003794141
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:
10
Structural effects and spillovers in HSIF, HSI and S&P500 volatility
Gannon, Gerard L.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002035594
Saved in:
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