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  • Search: subject:"modified ICSS algorithm"
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Year of publication
Subject
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ARCH model 1 ARCH-Modell 1 Devisenmarkt 1 Exchange rate 1 Foreign exchange market 1 GARCH Process 1 IGARCH effect 1 Modified ICSS Algorithm 1 Nonstationary variance 1 Schock 1 Shock 1 Shock Transmission 1 Spillover Effect 1 Spillover effect 1 Spillover-Effekt 1 Structural Changes 1 VAR model 1 VAR-Modell 1 Volatility 1 Volatilität 1 Wechselkurs 1 modified ICSS algorithm 1 real GDP growth and volatility 1 the Great Moderation 1
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Online availability
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Free 2
Type of publication
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Article 1 Other 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Abounoori, Esmaiel 1 Elmi, Zahra Mila 1 Fang, WenShwo 1 Lee, ChunShen 1 Miller, Stephen M. 1 Rasekhi, Saeed 1 Shahrazi, Mohammad Mahdi 1
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Published in...
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Iranian economic review : journal of University of Tehran 1
Source
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BASE 1 ECONIS (ZBW) 1
Showing 1 - 2 of 2
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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
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Cross-Country Evidence on Output Growth Volatility: Nonstationary Variance and GARCH Models
Fang, WenShwo; Miller, Stephen M.; Lee, ChunShen - 2007
few decades. In this paper, we employ the modified ICSS algorithm to detect structural change in the unconditional …
Persistent link: https://www.econbiz.de/10009430121
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