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Search: subject_exact:"Change-point analysis"
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1
Testing for parameter change epochs in GARCH time series
Richter, Stefan
;
Wang, Weining
;
Wu, Wei Biao
- In:
The econometrics journal
26
(
2023
)
3
,
pp. 467-491
Persistent link: https://www.econbiz.de/10014391712
Saved in:
2
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:
3
Detecting common breaks in the means of high dimensional cross-dependent panels
Horváth, Lajos
;
Liu, Zhenya
;
Rice, Gregory
;
Zhao, Yuqian
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 362-383
Persistent link: https://www.econbiz.de/10013253840
Saved in:
4
A new structural break test for panels with common factors
Zhu, Huanjun
;
Sarafidis, Vasilis
;
Silvapulle, Mervyn J.
- In:
The econometrics journal
23
(
2020
)
1
,
pp. 137-155
Persistent link: https://www.econbiz.de/10012167253
Saved in:
5
Testing for constant correlation of filtered series under structural change
Demetrescu, Matei
;
Wied, Dominik
- In:
The econometrics journal
22
(
2019
)
1
,
pp. 10-33
Persistent link: https://www.econbiz.de/10012166648
Saved in:
6
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:
7
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:
8
Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
- In:
Research in international business and finance
44
(
2018
),
pp. 227-238
Persistent link: https://www.econbiz.de/10011983039
Saved in:
9
Portfolio diversification between developed and developing stock markets : the case of US and UK investors in Nigeria
Oloko, Tirimisiyu F.
- In:
Research in international business and finance
45
(
2018
),
pp. 219-232
Persistent link: https://www.econbiz.de/10011983231
Saved in:
10
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
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