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subject:"Volatilität"
~accessRights:"restricted"
~isPartOf:"Economic modelling"
~subject:"Stock market"
~subject:"Theory"
~type_genre:"Article in journal"
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Search: subject_exact:"Structural break"
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Volatilität
Stock market
Theory
Structural break
39
Strukturbruch
39
Estimation
27
Schätzung
27
Structural breaks
19
Einheitswurzeltest
18
Unit root test
18
Time series analysis
17
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Arčabić, Vladimir
2
Lee, Junsoo
2
Adeleke, Adegoke Ibrahim
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Bao Hoang Nguyen
1
Chen, Shyh-Wei
1
Cho, Dooyeon
1
Dumančić, Lucija Rogić
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Fang, Libing
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Gao, Shen
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García-Cintado, Alejandro
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Hou, Chenghan
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Li, Lei
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Matsuki, Takashi
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Mishra, Vinod
1
Noriega-Muro, Antonio E.
1
Pan, Lei
1
Romero-Ávila, Diego
1
Salisu, Afees A.
1
Tieslau, Margie A.
1
Usabiaga Ibáñez, Carlos
1
Ventosa-Santaulària, Daniel
1
Wang, Lu
1
Wu, Jianhong
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Xie, Zixong
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You, Yu
1
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Economic modelling
Energy economics
24
Economics letters
16
Applied economics
14
International review of economics & finance : IREF
13
International review of financial analysis
12
Journal of econometrics
12
Research in international business and finance
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
The North American journal of economics and finance : a journal of financial economics studies
8
Finance research letters
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
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 economics and finance
5
Prague economic papers : a bimonthly journal of economic theory and policy
5
Applied economics letters
4
Econometric theory
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
Journal of empirical finance
4
Journal of quantitative economics
4
International journal of finance & economics : IJFE
3
International journal of forecasting
3
Journal of forecasting
3
The European journal of finance
3
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
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The econometrics journal
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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
Asia-Pacific journal of financial studies
2
Computational economics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International Journal of Financial Markets and Derivatives : IJFMD
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International economic journal
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International economics and economic policy : IEEP
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International journal of computational economics and econometrics : IJCEE
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ECONIS (ZBW)
13
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1
Estimation of high-dimensional factor models with multiple structural changes
Wang, Lu
;
Wu, Jianhong
- In:
Economic modelling
108
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013347719
Saved in:
2
Century-long dynamics and convergence of income inequality among the US states
Arčabić, Vladimir
;
Kim, Kyoungtae
;
You, Yu
;
Lee, Junsoo
- In:
Economic modelling
101
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012796052
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
Persistence and stochastic convergence of euro area unemployment rates*
Krištić, Irena Raguž
;
Dumančić, Lucija Rogić
; …
- In:
Economic modelling
76
(
2019
),
pp. 192-198
Persistent link: https://www.econbiz.de/10012198315
Saved in:
5
Panel LM unit root tests with level and trend shifts
Lee, Junsoo
;
Tieslau, Margie A.
- In:
Economic modelling
80
(
2019
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012199158
Saved in:
6
Per capita output convergence across Asian countries : evidence from covariate unit root test with an endogenous structural break
Matsuki, Takashi
- In:
Economic modelling
82
(
2019
),
pp. 99-118
Persistent link: https://www.econbiz.de/10012202377
Saved in:
7
On the persistence of the forward premium in the joint presence of nonlinearity, asymmetry, and structural changes
Cho, Dooyeon
- In:
Economic modelling
70
(
2018
),
pp. 310-319
Persistent link: https://www.econbiz.de/10012027933
Saved in:
8
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:
9
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:
10
Further application of Narayan and Liu (2015) unit root model for trending time series
Salisu, Afees A.
;
Adeleke, Adegoke Ibrahim
- In:
Economic modelling
55
(
2016
),
pp. 305-314
Persistent link: https://www.econbiz.de/10011642699
Saved in:
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