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subject:"Volatilität"
~accessRights:"restricted"
~isPartOf:"Economic modelling"
~isPartOf:"Research in international business and finance"
~subject:"Stock market"
~type_genre:"Article in journal"
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Search: subject_exact:"Structural break"
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Volatilität
Stock market
Structural break
52
Strukturbruch
52
Estimation
31
Schätzung
31
Structural breaks
24
Time series analysis
21
Zeitreihenanalyse
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Ahmed, Walid M. A.
1
Ankudinov, Andrej B.
1
Bao Hoang Nguyen
1
Bassil, Charbel
1
Ben Ouda, Olfa
1
Chen, Shyh-Wei
1
Delhoumi, Ezzeddine
1
Fang, Libing
1
Gao, Shen
1
Hamadi, Hassan
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Kirkulak-Uludag, Berna
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1
Kyritsis, Evangelos
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Lebedev, Oleg V.
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Li, Lei
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Lkhamazhapov, Zorikto
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Mishra, Vinod
1
Moussa, Faten
1
Nehme, Tamara
1
Oloko, Tirimisiyu F.
1
Pan, Lei
1
Serletis, Apostolos
1
Xie, Zixong
1
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Economic modelling
Research in international business and finance
Energy economics
20
International review of economics & finance : IREF
12
International review of financial analysis
10
The North American journal of economics and finance : a journal of financial economics studies
7
Finance research letters
5
Prague economic papers : a bimonthly journal of economic theory and policy
5
Applied economics
4
Journal of economics and finance
4
Journal of quantitative economics
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Economics letters
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International journal of finance & economics : IJFE
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
The European journal of finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Afro-Asian Journal of Finance and Accounting : AAJFA
2
Economic research
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Global finance journal
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International Journal of Financial Markets and Derivatives : IJFMD
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ECONIS (ZBW)
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1
Forecasting natural gas prices using highly flexible time-varying parameter models
Gao, Shen
;
Hou, Chenghan
;
Bao Hoang Nguyen
- In:
Economic modelling
105
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013367152
Saved in:
2
The zero lower bound and market spillovers : evidence from the G7 and Norway
Kyritsis, Evangelos
;
Serletis, Apostolos
- In:
Research in international business and finance
44
(
2018
),
pp. 100-123
Persistent link: https://www.econbiz.de/10011983017
Saved in:
3
Modelling long memory in volatility in sub-Saharan African equity markets
Kuttu, Saint
- In:
Research in international business and finance
44
(
2018
),
pp. 176-185
Persistent link: https://www.econbiz.de/10011983033
Saved in:
4
Portfolio diversification between developed and developing stock markets : the case of US and UK investors in Nigeria
Oloko, Tirimisiyu F.
- In:
Research in international business and finance
45
(
2018
),
pp. 219-232
Persistent link: https://www.econbiz.de/10011983231
Saved in:
5
Stock market development and economic growth : empirical evidence from China
Pan, Lei
;
Mishra, Vinod
- In:
Economic modelling
68
(
2018
),
pp. 661-673
Persistent link: https://www.econbiz.de/10011936179
Saved in:
6
On the dynamic interactions between energy and stock markets under structural shifts : evidence from Egypt
Ahmed, Walid M. A.
- In:
Research in international business and finance
42
(
2017
),
pp. 61-74
Persistent link: https://www.econbiz.de/10011750186
Saved in:
7
The effect of economic policy uncertainty on the long-term correlation between U.S. stock and bond markets
Fang, Libing
;
Yu, Honghai
;
Li, Lei
- In:
Economic modelling
66
(
2017
),
pp. 139-145
Persistent link: https://www.econbiz.de/10011813695
Saved in:
8
Sanctions and the Russian stock market
Ankudinov, Andrej B.
;
Ibragimov, Rustam Ju.
;
Lebedev, …
- In:
Research in international business and finance
40
(
2017
),
pp. 150-162
Persistent link: https://www.econbiz.de/10011912756
Saved in:
9
News surprises and volatility spillover among agricultural commodities : the case of corn, wheat, soybean and soybean oil
Hamadi, Hassan
;
Bassil, Charbel
;
Nehme, Tamara
- In:
Research in international business and finance
41
(
2017
),
pp. 148-157
Persistent link: https://www.econbiz.de/10011912988
Saved in:
10
The use of open source internet to analysis and predict stock market trading volume
Moussa, Faten
;
Ben Ouda, Olfa
;
Delhoumi, Ezzeddine
- In:
Research in international business and finance
41
(
2017
),
pp. 399-411
Persistent link: https://www.econbiz.de/10011914519
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