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Search: subject:"ICSS algorithm"
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ICSS algorithm
24
Volatility
19
Volatilität
18
ARCH model
14
ARCH-Modell
14
Time series analysis
9
Zeitreihenanalyse
9
Stock market
8
Aktienmarkt
7
Börsenkurs
6
Share price
6
Capital income
5
Kapitaleinkommen
5
Spillover effect
5
Emerging economies
4
GARCH
4
Regime shifts
4
Schwellenländer
4
Spillover-Effekt
4
Structural break
4
Strukturbruch
4
Theorie
4
Theory
4
Aktienindex
3
EGARCH-M
3
Exchange rate
3
Forecasting model
3
Malaysia
3
Monte Carlo simulation
3
Prognoseverfahren
3
Stock index
3
Structural change
3
Strukturwandel
3
Volatility forecasting
3
Volatility persistence
3
Wechselkurs
3
modified ICSS algorithm
3
volatility
3
Börsenhandel
2
Edelmetall
2
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Undetermined
16
Free
9
CC license
2
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Article
31
Book / Working Paper
4
Other
1
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Article in journal
22
Aufsatz in Zeitschrift
22
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1
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English
25
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11
Author
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Kumar, Dilip
7
Maheswaran, S.
4
Elshareif, Elgilani Eltahir
3
Chevallier, Julien
2
Fang, WenShwo
2
Fatima, Sameen
2
Fernandez, Viviana
2
Gan, Christopher
2
Hu, Baiding
2
Kang, Sang Hoon
2
Lee, ChunShen
2
Ma, Shujiao
2
Miller, Stephen M.
2
Wong, Mei-Foong
2
Yoon, Seong-Min
2
Zhu, Bangzhu
2
Abounoori, Esmaiel
1
Aloui, Fatma Abidi
1
Alqurran, Talal Abed-Alkareem
1
Andréosso-O'Callaghan, Bernadette
1
Araghi, Mansour Khalili
1
Bakour, Amal
1
Bernadette Andreosso-O’Callaghan
1
Chen, Jo-hui
1
Chen, Liming
1
Cheong, Chongcheul
1
Cho, Hwan-Gue
1
Deng, Lingling
1
Do Thi Van Trang
1
Du, Ziqing
1
Duncan, Andrew S
1
Elmi, Zahra Mila
1
Ghazani, Majid Mirzaee
1
Hassan, S. Aun
1
Huang, Po-kai
1
Kabir, Mohammad M.
1
Kim, Kyungwon
1
Liu, Guangling D
1
Marwan Mohammad Abu Orabi
1
Milenković, Ivan
1
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Department of Economics, University of Connecticut
1
Economic Research Southern Africa (ERSA)
1
Institut de Préparation à l'Administration et à la Gestion (IPAG)
1
Institute for International Integration Studies (IIIS), Trinity College Dublin
1
Published in...
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Physica A: Statistical Mechanics and its Applications
4
Iranian economic review : journal of University of Tehran
2
Applied economics
1
Applied economics letters
1
Decision
1
Economic Modelling
1
Economic modelling
1
Emerging Markets Finance and Trade
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Finance a úvěr
1
Global Business and Economics Review
1
Global business & economics review
1
IIMB management review
1
International Journal of Energy Economics and Policy : IJEEP
1
International journal of accounting and finance
1
International journal of business and emerging markets : IJBEM
1
International journal of economic policy in emerging economies : IJEPEE
1
International journal of financial research
1
International review of financial analysis
1
Investment management and financial innovations
1
Journal of Economics and Finance
1
Journal of Risk and Financial Management
1
Journal of economics and finance
1
Journal of management research
1
Journal of risk and financial management : JRFM
1
Paradigm : the journal of Institute of Management Technology
1
The Institute for International Integration Studies Discussion Paper Series
1
Theoretical economics letters
1
Working Papers / Economic Research Southern Africa (ERSA)
1
Working Papers / Institut de Préparation à l'Administration et à la Gestion (IPAG)
1
Working papers / Department of Economics, University of Connecticut
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ECONIS (ZBW)
22
RePEc
12
BASE
1
EconStor
1
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1
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10
of
36
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date (oldest first)
1
Applications of long-memory and structure breaks for carbon indexes
Do Thi Van Trang
;
Chen, Jo-hui
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
3
,
pp. 579-585
Persistent link: https://www.econbiz.de/10014368332
Saved in:
2
Price stability properties and volatility analysis of precious metals: An
ICSS
algorithm
aqpproach
Fatima, Sameen
;
Gan, Christopher
;
Hu, Baiding
- In:
Journal of Risk and Financial Management
15
(
2022
)
10
,
pp. 1-15
market stock performances, we use the
ICSS
algorithm
along with the GARCH model to evaluate how the number of rapid changes …
Persistent link: https://www.econbiz.de/10014332664
Saved in:
3
Price stability properties and volatility analysis of precious metals : an
ICSS
algorithm
aqpproach
Fatima, Sameen
;
Gan, Christopher
;
Hu, Baiding
- In:
Journal of risk and financial management : JRFM
15
(
2022
)
10
,
pp. 1-15
market stock performances, we use the
ICSS
algorithm
along with the GARCH model to evaluate how the number of rapid changes …
Persistent link: https://www.econbiz.de/10013471164
Saved in:
4
Volatility forecasting of crude oil futures market : which structural change-based HAR models have better performance?
Zhang, Yue-Jun
;
Zhang, Han
- In:
International review of financial analysis
85
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014234971
Saved in:
5
Stock market response to the COVID-19 lockdown : the case of Dow Jones, CAC 40, DAX and FTSE 100
Bakour, Amal
;
Aloui, Fatma Abidi
- In:
International journal of business and emerging markets …
15
(
2023
)
4
,
pp. 380-395
Persistent link: https://www.econbiz.de/10014435557
Saved in:
6
Heterogeneous determinants of the exchange rate market in China with structural breaks
Chen, Liming
;
Zhang, Zhi
;
Du, Ziqing
;
Deng, Lingling
- In:
Applied economics
53
(
2021
)
59
,
pp. 6839-6854
Persistent link: https://www.econbiz.de/10012697978
Saved in:
7
Exploring the transmission and determinants of volatility shocks in emerging South-Asian markets
Pani, Pranab K.
;
Sayani, Hameedah
- In:
International journal of economic policy in emerging …
14
(
2021
)
4
,
pp. 392-414
Persistent link: https://www.econbiz.de/10012597774
Saved in:
8
Abrupt changes in volatility : evidence from TEPIX Index in Tehran stock exchange
Araghi, Mansour Khalili
;
Ghazani, Majid Mirzaee
- In:
Iranian economic review : journal of University of Tehran
19
(
2015
)
3
,
pp. 377-393
Persistent link: https://www.econbiz.de/10011456700
Saved in:
9
Examining the structural changes of European carbon futures price 2005- 2012
Zhu, Bangzhu
;
Ma, Shujiao
;
Chevallier, Julien
;
Wei, Yiming
-
Institut de Préparation à l'Administration et à la …
-
2014
on the i terative cumulative sums of squares (
ICSS
)
algorithm
, and event study models. The results show that since 2005 …
Persistent link: https://www.econbiz.de/10010860508
Saved in:
10
The influence of structural changes in volatility on shock transmission and volatility spillover among Iranian gold and foreign exchange markets
Shahrazi, Mohammad Mahdi
;
Elmi, Zahra Mila
;
Abounoori, …
- In:
Iranian economic review : journal of University of Tehran
18
(
2014
)
2
,
pp. 73-86
Persistent link: https://www.econbiz.de/10011455410
Saved in:
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