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Search: subject:"Structural breaks"
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GARCH
Strukturbruch
906
Structural break
862
structural breaks
821
Structural breaks
721
Schätzung
394
Estimation
375
Cointegration
347
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336
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330
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269
Structural Breaks
207
Volatility
168
Theorie
164
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162
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148
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134
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131
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111
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105
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101
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99
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78
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77
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73
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71
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69
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69
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68
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66
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64
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64
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63
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24
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13
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Malik, Farooq
11
Chowdhury, Rosen Azad
5
Russell, Bill
5
Ewing, Bradley T.
4
Anjum, Hassan
2
Azar, Samih Antoine
2
Bauwens, Luc
2
De Backer, Bruno
2
Dufays, Arnaud
2
Hillebrand, Eric
2
Schnabl, Gunther
2
Vivian, Andrew
2
Wohar, Mark E.
2
Adekoya, Oluwasegun B.
1
Al-Faryan, Mamdouh Abdulaziz Saleh
1
Amiri, Esmail
1
Arouri, Mohamed El Hedi
1
Bassil, Charbel
1
Caporin, Massimiliano
1
Chan, Tze-Haw
1
Charles, Amélie
1
Chatzikonstanti, Vasiliki
1
Dai, Lei
1
Darné, Olivier
1
Duc, Khuong Nguyen
1
Hamadi, Hassan
1
Hood, Matthew
1
Hooy, Chee Wooi
1
Hu, Hao
1
Jing, Danyue
1
Karanasos, Menelaos
1
Karoglou, Michail
1
Lahiani, Amine
1
Lee, Seungwon
1
Nehme, Tamara
1
Politis, Dimitris
1
Politis, Dimitris N
1
Politis, Dimitris N.
1
Shi, Yifan
1
Thomakos, Dimitrios
1
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1
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1
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1
Development and Policies Research Center (Depocen)
1
European Central Bank
1
HAL
1
Rimini Centre for Economic Analysis (RCEA)
1
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1
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International review of economics & finance : IREF
2
Journal of empirical finance
2
Review of quantitative finance and accounting
2
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1
Dundee Discussion Papers in Economics
1
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1
ECB Working Paper
1
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1
Global finance journal
1
International Journal of Economics and Financial Issues
1
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1
International journal of economics and financial issues : IJEFI
1
International journal of finance & economics : IJFE
1
International journal of monetary economics and finance
1
International journal of shipping and transport logistics : IJSTL
1
International review of financial analysis
1
Journal of Empirical Finance
1
Journal of International Financial Markets, Institutions and Money
1
Journal of Macroeconomics
1
Journal of economics and finance
1
Journal of international financial markets, institutions & money
1
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1
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1
Research in international business and finance
1
Review of Quantitative Finance and Accounting
1
SIRE Discussion Papers
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
University of California at San Diego, Economics Working Paper Series
1
Working Paper Series / European Central Bank
1
Working Paper Series / Rimini Centre for Economic Analysis (RCEA)
1
Working Papers / Department of Economics, University of Peloponnese
1
Working Papers / Development and Policies Research Center (Depocen)
1
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ECONIS (ZBW)
21
RePEc
15
EconStor
1
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1
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10
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37
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1
Stock market efficiency in Asia : evidence from the Narayan-Liu-Westerlund's GARCH-based unit root test
Yaya, OlaOluwa S.
;
Adekoya, Oluwasegun B.
;
Xuan Vinh Vo
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 91-101
Persistent link: https://www.econbiz.de/10014468989
Saved in:
2
An empirical analysis of
structural
breaks
in world dry bulk shipping market
Dai, Lei
;
Jing, Danyue
;
Hu, Hao
;
Shi, Yifan
;
Lee, Seungwon
- In:
International journal of shipping and transport …
16
(
2023
)
1/2
,
pp. 141-153
Persistent link: https://www.econbiz.de/10013550365
Saved in:
3
Volatility spillover among sector equity returns under
structural
breaks
Malik, Farooq
- In:
Review of quantitative finance and accounting
58
(
2022
)
3
,
pp. 1063-1080
Persistent link: https://www.econbiz.de/10013191782
Saved in:
4
Volatility spillover between exchange rate and stock returns under volatility shifts
Malik, Farooq
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 605-613
Persistent link: https://www.econbiz.de/10012655581
Saved in:
5
Forecasting risk in the US Dollar exchange rate under volatility shifts
Anjum, Hassan
;
Malik, Farooq
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012664814
Saved in:
6
Do
structural
breaks
in volatility cause spurious volatility transmission?
Caporin, Massimiliano
;
Malik, Farooq
- In:
Journal of empirical finance
55
(
2020
),
pp. 60-82
Persistent link: https://www.econbiz.de/10012175260
Saved in:
7
Estimating volatility transmission between oil prices and the US Dollar exchange rate under
structural
breaks
Anjum, Hassan
- In:
Journal of economics and finance
43
(
2019
)
4
,
pp. 750-763
Persistent link: https://www.econbiz.de/10012385205
Saved in:
8
Modelling and forecasting long memory time series with exponential and switching GARCH models
Amiri, Esmail
- In:
International journal of monetary economics and finance
12
(
2019
)
5
,
pp. 407-425
Persistent link: https://www.econbiz.de/10012155069
Saved in:
9
Estimating downside risk in stock returns under
structural
breaks
Hood, Matthew
;
Malik, Farooq
- In:
International review of economics & finance : IREF
58
(
2018
),
pp. 102-112
Persistent link: https://www.econbiz.de/10012034196
Saved in:
10
Mean aversion in and persistence of shocks to the US dollar : evidence from nine foreign currencies
Azar, Samih Antoine
- In:
International journal of economics and financial issues …
3
(
2013
)
3
,
pp. 723-733
Persistent link: https://www.econbiz.de/10010519398
Saved in:
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