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subject:"Volatilität"
~subject:"EU-Staaten"
~subject:"Forecasting model"
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Structural break"
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Volatilität
EU-Staaten
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Theory
Structural break
2,189
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732
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23
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19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
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ECONIS (ZBW)
831
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1
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1
Optimal forecasts in the presence of discrete structural breaks under long memory
Mboya, Mwasi Paza
;
Sibbertsen, Philipp
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1889-1908
Persistent link: https://www.econbiz.de/10014432798
Saved in:
2
A state-dependent linear recurrent formula with application to time series with structural breaks
Rahmani, Donya
;
Fay, Damien
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 43-63
Persistent link: https://www.econbiz.de/10012796267
Saved in:
3
The meaning of structural breaks for risk management : new evidence, mechanisms, and innovative views for the post-COVID-19 era
Tsuji, Chikashi
- In:
Quantitative finance and economics
6
(
2022
)
2
,
pp. 270-302
Persistent link: https://www.econbiz.de/10013498954
Saved in:
4
Biodiesel feedstock and crude oil price relationships : the effects of policy and shale oil expansion
Schaefer, K. Aleks
;
Myers, Robert J.
;
Johnson, Stanley R.
; …
- In:
Agricultural and resource economics review : ARER
51
(
2022
)
2
,
pp. 222-239
Persistent link: https://www.econbiz.de/10013383140
Saved in:
5
The evolution of commodity trios prices and causality equation : in structural break perspective
Pala, Aynur
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
2
,
pp. 335-340
Persistent link: https://www.econbiz.de/10014496302
Saved in:
6
(Structural) VAR models with ignored changes in mean and volatility
Demetrescu, Matei
;
Salish, Nazarii
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 840-854
Persistent link: https://www.econbiz.de/10014547211
Saved in:
7
Predictive model averaging with parameter instability and heteroskedasticity
Yin, Anwen
- In:
Bulletin of economic research
76
(
2024
)
2
,
pp. 418-442
Persistent link: https://www.econbiz.de/10014543814
Saved in:
8
Equity premium prediction : keep it sophisticatedly simple
Yin, Anwen
- In:
Quantitative finance and economics
5
(
2021
)
2
,
pp. 264-286
Persistent link: https://www.econbiz.de/10012591937
Saved in:
9
Inflation differentials among European Monetary Union countries : an empirical evaluation with structural breaks
Stylianou, Tasos
- In:
National Institute economic review : journal of the …
264
(
2023
),
pp. 91-109
Persistent link: https://www.econbiz.de/10014438269
Saved in:
10
Long memory, spurious memory : persistence in range-based volatility of exchange rates
Afzal, Alia
;
Sibbertsen, Philipp
- In:
Open economies review
34
(
2023
)
4
,
pp. 789-811
Persistent link: https://www.econbiz.de/10014383572
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