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subject:"Volatilität"
~accessRights:"restricted"
~isPartOf:"Global finance journal"
~isPartOf:"Journal of econometrics"
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Volatilität
Structural break
36
Strukturbruch
36
Estimation theory
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Schätztheorie
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Time series analysis
16
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16
Estimation
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Schätzung
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Structural breaks
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Andersen, Torben
1
Ewing, Bradley T.
1
Guo, Jin
1
Harris, David
1
Kew, Hsein
1
Malik, Farooq
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Global finance journal
Journal of econometrics
Energy economics
19
International review of economics & finance : IREF
9
International review of financial analysis
6
Research in international business and finance
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4
The North American journal of economics and finance : a journal of financial economics studies
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of quantitative economics
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Prague economic papers : a bimonthly journal of economic theory and policy
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Economic research
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of finance & economics : IJFE
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Journal of emerging market finance
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Journal of empirical finance
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Macroeconomic dynamics
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The European journal of finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Afro-Asian Journal of Finance and Accounting : AAJFA
1
Asia-Pacific journal of financial studies
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Defence and peace economics
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Discussion paper / Centre for Economic Policy Research
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East Asian economic review
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Eurasian economic review : a journal in applied macroeconomics and finance
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European economic review : EER
1
Global business review
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IIMB management review
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International Journal of Energy Economics and Policy : IJEEP
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International Journal of Financial Markets and Derivatives : IJFMD
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International economics and economic policy : IEEP
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1
Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
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2
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 354-388
Persistent link: https://www.econbiz.de/10012483394
Saved in:
3
Co-movement of international copper prices, China's economic activity, and stock returns : Structural breaks and volatility dynamics
Guo, Jin
- In:
Global finance journal
36
(
2018
),
pp. 62-77
Persistent link: https://www.econbiz.de/10012125016
Saved in:
4
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:
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