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subject:"Estimation"
~subject:"Volatilität"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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Search: subject_exact:"Change-point analysis"
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Estimation
Volatilität
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19
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6
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Aliyu, Victoria O.
1
Aloui, Chaker
1
Anjum, Hassan
1
Balcilar, Mehmet
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Ben Hamida, Hela
1
Cheng, Yuxiang
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Di Iorio, Francesca
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Esteve García, Vicente
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Plakandaras, Vasilios
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Prats Albentosa, María Asuncíon
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The North American journal of economics and finance : a journal of financial economics studies
Applied economics
48
Economic modelling
43
Energy economics
32
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
27
Applied economics letters
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International review of economics & finance : IREF
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Journal of econometrics
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CESifo working papers
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Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
International review of financial analysis
10
Journal of banking & finance
10
Journal of international financial markets, institutions & money
10
Research in international business and finance
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CBN journal of applied statistics
9
Economics and finance working paper series
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International Journal of Energy Economics and Policy : IJEEP
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International journal of economics and financial issues : IJEFI
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Applied financial economics
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Journal of economics and finance
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Journal of empirical finance
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Discussion paper / Tinbergen Institute
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Econometric reviews
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of economic perspectives : IJEP
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International journal of economics and finance
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The empirical economics letters : a monthly international journal of economics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Working papers / University of Connecticut, Department of Economics
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Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie
6
Finance research letters
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International journal of forecasting
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Journal of applied econometrics
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Journal of macroeconomics
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Journal of quantitative economics
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CAMA working paper series
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1
Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
Saved in:
2
Analysis of asymmetric response of exchange rate to interest rate differentials : the case of African Big 4
Musa, Abdullahi Usman
;
Salisu, Afees A.
;
Aliyu, Victoria O.
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012668019
Saved in:
3
Stock prices, dividends, and structural changes in the long-term : the case of U.S.
Esteve García, Vicente
;
Navarro Ibáñez, Manuel
; …
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012656930
Saved in:
4
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:
5
Forecast on silver futures linked with structural breaks and day-of-the-week effect
Li, Wenlan
;
Cheng, Yuxiang
;
Fang, Qiang
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012632214
Saved in:
6
Non-linear exchange rate relationships : an automated model selection approach with indicator saturation
Stillwagon, Josh R.
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 84-109
Persistent link: https://www.econbiz.de/10011672899
Saved in:
7
Market integration between conventional and Islamic stock prices
Majdoub, Jihed
;
Mansour, Walid
;
Jouini, Jamel
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 436-457
Persistent link: https://www.econbiz.de/10011672988
Saved in:
8
Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf Cooperation Council countries
Aloui, Chaker
;
Hammoudeh, Shawkat
;
Ben Hamida, Hela
- In:
The North American journal of economics and finance : a …
31
(
2015
),
pp. 311-329
Persistent link: https://www.econbiz.de/10011514255
Saved in:
9
Savings and investments in the OECD, 1970 - 2007 : a test of panel cointegration with regime changes
Di Iorio, Francesca
;
Fachin, Stefano
- In:
The North American journal of economics and finance : a …
28
(
2014
),
pp. 59-76
Persistent link: https://www.econbiz.de/10010461177
Saved in:
10
Long-run monetary neutrality and the unit-root hypothesis : further international evidence
Noriega, Antonio E.
- In:
The North American journal of economics and finance : a …
15
(
2004
)
2
,
pp. 179-197
Persistent link: https://www.econbiz.de/10002146182
Saved in:
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