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subject:"Volatilität"
~accessRights:"restricted"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of econometrics"
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Search: subject_exact:"Structural break"
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Volatilität
Structural break
55
Strukturbruch
55
Time series analysis
26
Zeitreihenanalyse
26
Estimation
25
Schätzung
25
Estimation theory
21
Schätztheorie
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Structural breaks
17
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Volatility
11
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11
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Abakah, Emmanuel Joel Aikins
2
Gil-Alaña, Luis A.
2
Malik, Farooq
2
Andersen, Torben
1
Arthur, Emmanuel Kwesi
1
Chen, Shyh-Wei
1
Ewing, Bradley T.
1
Hammoudeh, Shawkat
1
Harris, David
1
Hood, Matthew
1
Kang, Sang Hoon
1
Kew, Hsein
1
Kumar, Dilip
1
Madigu, Godfrey
1
Mensi, Walid
1
Nguyen, Duc Khuong
1
Patra, Saswat
1
Payne, James E.
1
Romero-Rojo, Fatima
1
Taylor, Robert
1
Tiwari, Aviral Kumar
1
Varneskov, Rasmus Tangsgaard
1
Xie, Zixiong
1
Xu, Dinghai
1
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International review of economics & finance : IREF
Journal of econometrics
Energy economics
19
International review of financial analysis
6
Research in international business and finance
6
Journal of economics and finance
4
The North American journal of economics and finance : a journal of financial economics studies
4
Applied economics
3
Economics letters
3
Finance research letters
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of quantitative economics
3
Prague economic papers : a bimonthly journal of economic theory and policy
3
Economic modelling
2
Economic research
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Global finance journal
2
International journal of finance & economics : IJFE
2
Journal of emerging market finance
2
Journal of empirical finance
2
Macroeconomic dynamics
2
The European journal of finance
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Asia-Pacific journal of financial studies
1
Computational economics
1
Defence and peace economics
1
Discussion paper / Centre for Economic Policy Research
1
East Asian economic review
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Eurasian economic review : a journal in applied macroeconomics and finance
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European economic review : EER
1
Global business review
1
IIMB management review
1
International Journal of Energy Economics and Policy : IJEEP
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International Journal of Financial Markets and Derivatives : IJFMD
1
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ECONIS (ZBW)
11
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1
An empirical analysis of the volume-volatility nexus in crude oil markets under structural breaks : implications for forecasting
Patra, Saswat
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014583719
Saved in:
2
Volatility transmission between upstream and midstream energy sectors
Ewing, Bradley T.
;
Malik, Farooq
;
Payne, James E.
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 1191-1199
Persistent link: https://www.econbiz.de/10014535085
Saved in:
3
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
Saved in:
4
Measuring volatility persistence in leveraged loan markets in the presence of structural breaks
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
; …
- In:
International review of economics & finance : IREF
78
(
2022
),
pp. 141-152
Persistent link: https://www.econbiz.de/10013334550
Saved in:
5
Canadian stock market volatility under COVID-19
Xu, Dinghai
- In:
International review of economics & finance : IREF
77
(
2022
),
pp. 159-169
Persistent link: https://www.econbiz.de/10013330750
Saved in:
6
Volatility persistence in cryptocurrency markets under structural breaks
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
; …
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 680-691
Persistent link: https://www.econbiz.de/10012487193
Saved in:
7
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:
8
Estimating downside risk in stock returns under structural breaks
Hood, Matthew
;
Malik, Farooq
- In:
International review of economics & finance : IREF
58
(
2018
),
pp. 102-112
Persistent link: https://www.econbiz.de/10012034196
Saved in:
9
Asymmetric adjustment and smooth breaks in dividend yields : evidence from international stock markets
Chen, Shyh-Wei
;
Xie, Zixiong
- In:
International review of economics & finance : IREF
48
(
2017
),
pp. 339-354
Persistent link: https://www.econbiz.de/10011747311
Saved in:
10
Realized volatility transmission from crude oil to equity sectors : a study with economic significance analysis
Kumar, Dilip
- In:
International review of economics & finance : IREF
49
(
2017
),
pp. 149-167
Persistent link: https://www.econbiz.de/10011748390
Saved in:
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