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Schätzung
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Gupta, Rangan
114
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83
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54
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43
Härdle, Wolfgang
42
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40
Belke, Ansgar
36
Todorov, Viktor
36
Hautsch, Nikolaus
35
Bollerslev, Tim
34
Wohar, Mark E.
34
Bahmani-Oskooee, Mohsen
33
Gil-Alaña, Luis A.
33
Ma, Feng
33
Andersen, Torben
28
Buch, Claudia M.
28
Koopman, Siem Jan
28
Chan, Joshua
27
Engle, Robert F.
27
Asai, Manabu
26
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26
Chang, Chia-Lin
25
Karanasos, Menelaos
25
Bali, Turan G.
24
Kelly, Bryan T.
24
Diaz-Serrano, Luis
23
Rodriguez, Gabriel
23
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Dijk, Dick van
22
Döpke, Jörg
22
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21
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21
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21
Antonakakis, Nikolaos
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National Bureau of Economic Research
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Kansantaloustieteen Laitos <Tampere>
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Springer Fachmedien Wiesbaden
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Bank of England / Monetary Analysis Division
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Berliner Handels- und Frankfurter Bank
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Bonn Graduate School of Economics
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Bundesanstalt für Geowissenschaften und Rohstoffe
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Applied economics
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Finance research letters
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Economic modelling
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NBER working paper series
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Energy economics
132
International review of economics & finance : IREF
129
Journal of econometrics
125
NBER Working Paper
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Economics letters
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Working paper / National Bureau of Economic Research, Inc.
117
Journal of empirical finance
110
The North American journal of economics and finance : a journal of financial economics studies
97
Applied economics letters
96
International review of financial analysis
93
Journal of banking & finance
93
Working paper
92
Applied financial economics
90
CESifo working papers
90
Discussion paper / Tinbergen Institute
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
78
Journal of international money and finance
78
Discussion paper / Centre for Economic Policy Research
72
Journal of international financial markets, institutions & money
71
The journal of futures markets
63
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
The European journal of finance
55
International journal of forecasting
54
Research in international business and finance
54
Journal of financial economics
52
International journal of finance & economics : IJFE
51
Discussion paper series / IZA
50
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
50
Journal of risk and financial management : JRFM
49
Journal of economic dynamics & control
44
Journal of forecasting
44
Journal of financial econometrics : official journal of the Society for Financial Econometrics
42
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
41
Discussion paper
40
Cogent economics & finance
39
International journal of economics and finance
39
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ECONIS (ZBW)
11,233
EconStor
70
USB Cologne (EcoSocSci)
4
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1
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:
2
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:
3
Structural breaks and
GARCH
models of exchange rate
volatility
: re-examination and extension
Hasanov, Akram Shavkatovich
;
Brooks, Robert
;
Abrorov, …
- In:
Journal of applied econometrics
39
(
2024
)
7
,
pp. 1403-1407
Persistent link: https://www.econbiz.de/10015156866
Saved in:
4
Volatility
transmission between gold and oil futures under structural breaks
Ewing, Bradley T.
;
Malik, Farooq
- In:
International review of economics & finance : IREF
25
(
2013
),
pp. 113-121
Persistent link: https://www.econbiz.de/10009693332
Saved in:
5
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:
6
Volatility
spillovers between oil prices and the stock market under structural breaks
Ewing, Bradley T.
;
Malik, Farooq
- In:
Global finance journal
29
(
2016
),
pp. 12-23
Persistent link: https://www.econbiz.de/10011714558
Saved in:
7
Breaks and outliers when modelling the
volatility
of the U.S. stock market
Chatzikonstanti, Vasiliki
- In:
Applied economics
49
(
2017
)
46
,
pp. 4704-4717
Persistent link: https://www.econbiz.de/10011844777
Saved in:
8
Commodity
volatility
breaks
Vivian, Andrew
;
Wohar, Mark E.
- In:
Journal of international financial markets, …
22
(
2012
)
2
,
pp. 395-422
Persistent link: https://www.econbiz.de/10009581694
Saved in:
9
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:
10
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:
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