//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied financial economics"
~isPartOf:"Economics and finance working paper series"
~subject:"Estimation"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"CUSUM"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Structural break
27
Strukturbruch
27
Schätzung
13
Time series analysis
10
Zeitreihenanalyse
10
Volatility
8
Volatilität
8
USA
7
United States
7
Exchange rate
5
Wechselkurs
5
Aktienmarkt
4
Großbritannien
4
Kaufkraftparität
4
Pfund Sterling
4
Pound Sterling
4
Purchasing power parity
4
Stock market
4
United Kingdom
4
ARCH model
3
ARCH-Modell
3
EU countries
3
EU-Staaten
3
Einheitswurzeltest
3
Stochastic process
3
Stochastischer Prozess
3
Theorie
3
Theory
3
US dollar
3
US-Dollar
3
Unit root test
3
Bond market
2
Business cycle
2
Capital income
2
Cointegration
2
European Monetary System
2
Europäisches Währungssystem
2
Financial crisis
2
Financial market regulation
2
more ...
less ...
Online availability
All
Free
7
Type of publication
All
Book / Working Paper
7
Article
6
Type of publication (narrower categories)
All
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
13
Author
All
Caporale, Guglielmo Maria
7
Gil-Alaña, Luis A.
7
Bahmani-Oskooee, Mohsen
1
Carcel, Hector
1
Chang, Tsangyao
1
Cuñado Eizaguirre, Juncal
1
Ludwig, Alexander
1
McMillan, David G.
1
Morales Zumaquero, Amalia
1
Plastun, Alex
1
Poza, Carlos
1
Smith, Daniel R.
1
Sollis, Robert
1
Sosvilla-Rivero, Simón
1
Wohar, Mark E.
1
Wu, Tsungpao
1
more ...
less ...
Published in...
All
Applied financial economics
Economics and finance working paper series
Applied economics
47
Economic modelling
42
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
Applied economics letters
20
Energy economics
20
International review of economics & finance : IREF
17
Journal of econometrics
15
CESifo working papers
14
Economics letters
11
Journal of international financial markets, institutions & money
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
Working paper
9
International Journal of Energy Economics and Policy : IJEEP
8
International journal of economics and financial issues : IJEFI
8
Journal of banking & finance
8
The North American journal of economics and finance : a journal of financial economics studies
8
Discussion papers / Deutsches Institut für Wirtschaftsforschung
7
Econometric reviews
7
International review of financial analysis
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Journal of economics and finance
7
Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie
6
Finance research letters
6
International journal of economic perspectives : IJEP
6
Journal of macroeconomics
6
The empirical economics letters : a monthly international journal of economics
6
CAMA working paper series
5
CBN journal of applied statistics
5
CESifo Working Paper Series
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
International journal of economics and finance
5
International journal of forecasting
5
Journal of applied econometrics
5
Journal of money, credit and banking : JMCB
5
Journal of quantitative economics
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Theoretical and applied economics : GAER review
5
Working papers / University of Connecticut, Department of Economics
5
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
-
2019
Persistent link: https://www.econbiz.de/10011996362
Saved in:
2
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2017
Persistent link: https://www.econbiz.de/10011893067
Saved in:
3
The EMBI in Latin America : fractional integration, non-linearities and breaks
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2015
Persistent link: https://www.econbiz.de/10011448197
Saved in:
4
Long memory and fractional integration in high frequency data on the US dollar British pound spot exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2013
Persistent link: https://www.econbiz.de/10009731952
Saved in:
5
Long memory and fractional integration in high frequency financial time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003979849
Saved in:
6
Revisiting purchasing power parity in African countries : panel stationary test with sharp and smooth breaks
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Wu, Tsungpao
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1429-1438
Persistent link: https://www.econbiz.de/10010460119
Saved in:
7
Credit risk-free sovereign bonds under Solvency II : a cointegration analysis with consistently estimated structural breaks
Ludwig, Alexander
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 811-823
Persistent link: https://www.econbiz.de/10010402551
Saved in:
8
A multivariate long-memory model with structural breaks
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428263
Saved in:
9
Deterministic versus stochastic seasonal fractional integration and structural breaks
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428302
Saved in:
10
Structural breaks in volatility : the case of UK sector returns
McMillan, David G.
;
Wohar, Mark E.
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1079-1093
Persistent link: https://www.econbiz.de/10009317435
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->