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Der strukturell bedingte Anstieg der Arbeitslosigkeit in Europa : Ursachen und Lösungsansätze

Fehn, Rainer - 1997 - 1. Aufl.

Persistent link: https://www.econbiz.de/10000626612

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

Stuctural transformation in general equilibrium

Moro, Alessio; Valdes, Carlo - 2019

Persistent link: https://www.econbiz.de/10012137405

Detecting structural changes under nonstationary volatility

Wu, Jilin - In: Economics letters 146 (2016), pp. 151-154

Persistent link: https://www.econbiz.de/10011619232

Do (all) sectoral shocks lead to aggregate volatility? : empirics from a production network perspective

Joya, Omar; Rougier, Eric - In: European economic review : EER 113 (2019), pp. 77-107

Persistent link: https://www.econbiz.de/10012237809

Modeling high frequency data with long memory and structural change : A-HYEGARCH model

Shi, Yanlin; Yang, Yang - In: Risks : open access journal 6 (2018) 2, pp. 1-28

In this paper, we propose an Adaptive Hyperbolic EGARCH (A-HYEGARCH) model to estimate the long memory of high frequency time series with potential structural breaks. Based on the original HYGARCH model, we use the logarithm transformation to ensure the positivity of conditional variance. The...

Persistent link: https://www.econbiz.de/10011811728