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  • Search: subject:"Changepoint analysis"
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Year of publication
Subject
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Changepoint analysis 4 Estimation 4 Schätzung 4 Aktienmarkt 3 Stock market 3 Volatility 3 Volatilität 3 CoVaR 2 Commodity price 2 Exchange rate 2 Lateinamerika 2 Latin America 2 Multivariate Verteilung 2 Multivariate distribution 2 Preiskonvergenz 2 Price convergence 2 Rohstoffpreis 2 Wechselkurs 2 Anlageverhalten 1 Behavioural finance 1 Börsenkurs 1 Cash holdings 1 Commodity prices 1 Copula 1 Ereignisstudie 1 Estimation theory 1 Event study 1 Geldnachfrage 1 Interest rate 1 Investor sentiment 1 Latin American stock markets 1 Money demand 1 Retail investors 1 Risk 1 Schätztheorie 1 Share price 1 Stock markets 1 Theorie 1 Theory 1 Time-varying coefficients (TVC) model 1
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Online availability
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Free 3 Undetermined 1
Type of publication
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Article 3 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 4
Author
All
Manner, Hans 2 Rodriguez, Gabriel 2 Stöckler, Florian 2 Altinbas, Hazar 1 Elyasiani, Elyas 1 Movaghari, Hadi 1
Published in...
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Graz economics papers : GEP 1 International review of economics & finance : IREF 1 Journal of asset management : a major new, international quarterly journal for the financial community 1 The quarterly review of economics and finance 1
Source
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ECONIS (ZBW) 4
Showing 1 - 4 of 4
Cover Image
A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
Manner, Hans; Rodriguez, Gabriel; Stöckler, Florian - In: International review of economics & finance : IREF 89 (2024) 1, pp. 1385-1403
Persistent link: https://www.econbiz.de/10014446630
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Cover Image
Money demand function with time-varying coefficients
Elyasiani, Elyas; Movaghari, Hadi - In: The quarterly review of economics and finance 98 (2024), pp. 1-22
Persistent link: https://www.econbiz.de/10015188528
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Cover Image
Volatility in the Turkish stock market : an analysis of influential events
Altinbas, Hazar - In: Journal of asset management : a major new, … 26 (2025) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10015331016
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Cover Image
A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
Manner, Hans; Rodriguez, Gabriel; Stöckler, Florian - 2021
Persistent link: https://www.econbiz.de/10012819659
Saved in:
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