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subject:"Volatilität"
~accessRights:"restricted"
~isPartOf:"Economic modelling"
~subject:"Cointegration"
~subject:"Stock market"
~type_genre:"Article in journal"
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Search: subject_exact:"Structural break"
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Volatilität
Cointegration
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Structural break
39
Strukturbruch
39
Estimation
27
Schätzung
27
Structural breaks
19
Einheitswurzeltest
18
Unit root test
18
Time series analysis
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Al-Azzam, Moh'd
1
Arčabić, Vladimir
1
Banerjee, Piyali
1
Bao Hoang Nguyen
1
Charfeddine, Lanouar
1
Chen, Shyh-Wei
1
Dash, Santosh Kumar
1
Fang, Libing
1
Gao, Shen
1
Garg, Bhavesh
1
González, María A.
1
Heller, David
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Hoang, Thi Hong Van
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Hou, Chenghan
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Hsu, Chi-Sheng
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Lahiani, Amine
1
Lee, Hyejin
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Li, Lei
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Mimouni, Karim
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Mishra, Vinod
1
Montañés, Antonio
1
Noriega-Muro, Antonio E.
1
Olmo, Jose
1
Pan, Lei
1
Prabheesh, K. P.
1
Sanso-Navarro, Marcos
1
Trypsteen, Steven
1
Ventosa-Santaulària, Daniel
1
Xie, Zixong
1
Yu, Honghai
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Economic modelling
Energy economics
26
International review of economics & finance : IREF
14
Applied economics
13
International review of financial analysis
10
Research in international business and finance
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
The North American journal of economics and finance : a journal of financial economics studies
8
Economics letters
7
Journal of quantitative economics
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Finance research letters
6
Journal of economics and finance
6
Prague economic papers : a bimonthly journal of economic theory and policy
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
Journal of econometrics
5
Applied economics letters
4
Computational economics
4
Economic research
4
International journal of economic perspectives : IJEP
4
International journal of economics and finance
4
Margin: the journal of applied economic research
4
The European journal of finance
4
Afro-Asian Journal of Finance and Accounting : AAJFA
3
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
3
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
Journal of emerging market finance
3
Journal of empirical finance
3
Journal of time series econometrics
3
Macroeconomics and finance in emerging market economies
3
Tourism analysis : an interdisciplinary tourism & hospitality journal
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Tourism economics : the business and finance of tourism and recreation
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Defence and peace economics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Global business review
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Global economy journal : GEJ
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ECONIS (ZBW)
13
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1
CO2 emissions, energy consumption, and economic growth : determining the stability of the 3E relationship
González, María A.
;
Montañés, Antonio
- In:
Economic modelling
121
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014384314
Saved in:
2
Testing the intertemporal sustainability of current account in the presence of endogenous structural breaks : evidence from the top deficit countries
Garg, Bhavesh
;
Prabheesh, K. P.
- In:
Economic modelling
97
(
2021
),
pp. 365-379
Persistent link: https://www.econbiz.de/10012793474
Saved in:
3
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:
4
Has the Feldstein-Horioka puzzle waned? : evidence from time series and dynamic panel data analysis
Dash, Santosh Kumar
- In:
Economic modelling
83
(
2019
),
pp. 256-269
Persistent link: https://www.econbiz.de/10012205639
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
The growth-volatility nexus : new evidence from an augmented GARCH-M model
Trypsteen, Steven
- In:
Economic modelling
63
(
2017
),
pp. 15-25
Persistent link: https://www.econbiz.de/10011813422
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
Fourier ADL cointegration test to approximate smooth breaks with new evidence from Crude Oil Market
Banerjee, Piyali
;
Arčabić, Vladimir
;
Lee, Hyejin
- In:
Economic modelling
67
(
2017
),
pp. 114-124
Persistent link: https://www.econbiz.de/10011813789
Saved in:
9
Do oil producing countries offer international diversification benefits? : evidence from GCC countries
Mimouni, Karim
;
Charfeddine, Lanouar
;
Al-Azzam, Moh'd
- In:
Economic modelling
57
(
2016
),
pp. 263-280
Persistent link: https://www.econbiz.de/10011646913
Saved in:
10
Is gold a hedge against inflation? : new evidence from a nonlinear ARDL approach
Hoang, Thi Hong Van
;
Lahiani, Amine
;
Heller, David
- In:
Economic modelling
54
(
2016
),
pp. 54-66
Persistent link: https://www.econbiz.de/10011641377
Saved in:
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