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~accessRights:"restricted"
~isPartOf:"Contemporary economic policy : a journal of Western Economic Association International"
~isPartOf:"Energy economics"
~isPartOf:"IMF Working Papers"
~isPartOf:"IMF working papers"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of economic dynamics & control"
~language:"eng"
~subject:"Capital income"
~subject:"Inflation"
~subject:"Rohstoffderivat"
~subject:"Strukturbruch"
~subject:"Volatility"
~type:"article"
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Capital income
Inflation
Rohstoffderivat
Strukturbruch
Volatility
Structural break
77
Estimation
60
Schätzung
60
Volatilität
60
Theorie
51
Theory
51
Structural breaks
43
ARCH model
38
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38
Welt
37
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Stochastischer Prozess
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Smyth, Russell
4
Chen, Shyh-Wei
3
Hammoudeh, Shawkat
3
Ma, Feng
3
Malik, Farooq
3
Abakah, Emmanuel Joel Aikins
2
Al-Freedi, Ajab
2
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Do, Hung Xuan
2
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2
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2
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2
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2
Lu, Xinjie
2
Luo, Jiawen
2
Mensi, Walid
2
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2
Patra, Saswat
2
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2
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2
Shi, Yanlin
2
Wen, Fenghua
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Contemporary economic policy : a journal of Western Economic Association International
Energy economics
IMF Working Papers
IMF working papers
International review of economics & finance : IREF
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of economic dynamics & control
Applied economics
49
Economic modelling
49
Journal of econometrics
36
Economics letters
35
Finance research letters
34
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
30
International review of financial analysis
22
The North American journal of economics and finance : a journal of financial economics studies
21
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
20
Research in international business and finance
18
Applied economics letters
17
Empirical economics : a quarterly journal of the Institute for Advanced Studies
17
Journal of economics and finance
13
Econometric reviews
12
Journal of international financial markets, institutions & money
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
International journal of economics and finance
10
International journal of finance & economics : IJFE
10
International journal of forecasting
10
Journal of forecasting
10
Journal of quantitative economics
10
Journal of time series econometrics
10
The European journal of finance
10
Journal of banking & finance
9
Journal of empirical finance
9
Journal of international money and finance
9
Pacific-Basin finance journal
9
Computational economics
8
Emerging markets, finance and trade : EMFT
7
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
7
Macroeconomics and finance in emerging market economies
7
Open economies review
7
Prague economic papers : a bimonthly journal of economic theory and policy
7
Journal of macroeconomics
6
Journal of money, credit and banking : JMCB
6
Macroeconomic dynamics
6
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ECONIS (ZBW)
111
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111
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1
Sequential monitoring of stock market price changes
Li, Hemei
;
Liu, Zhenya
;
Xiao, Zhijie
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 156-172
Persistent link: https://www.econbiz.de/10014446420
Saved in:
2
Have real exchange rates and competitiveness in Central and Eastern Europe fundamentally changed?
Cuestas, Juan Carlos
;
Monfort, Mercedes
;
Ordóñez, Javier
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 618-628
Persistent link: https://www.econbiz.de/10014446508
Saved in:
3
Output volatility and exchange rates : New evidence from the updated de facto exchange rate
regime
classifications
Da̜browski, Marek A.
;
Papież, Monika
;
Śmiech, Sławomir
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 894-908
Persistent link: https://www.econbiz.de/10014446609
Saved in:
4
Estimation of a structural break point in linear regression models
Baek, Yae In
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 95-108
Persistent link: https://www.econbiz.de/10014449831
Saved in:
5
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:
6
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:
7
INE oil futures volatility prediction : exchange rates or international oil futures volatility?
Lu, Xinjie
;
Ma, Feng
;
Li, Haibo
;
Wang, Jianqiong
- In:
Energy economics
126
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014483407
Saved in:
8
Structural breaks in grouped heterogeneity
Smith, Simon C.
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 752-764
Persistent link: https://www.econbiz.de/10014448432
Saved in:
9
Forecasting oil and gold volatilities with sentiment indicators under structural breaks
Luo, Jiawen
;
Demirer, Rıza
;
Gupta, Rangan
;
Ji, Qiang
- In:
Energy economics
105
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013201953
Saved in:
10
Price discovery under model uncertainty
Kim, Jaeho
;
Linn, Scott C.
- In:
Energy economics
107
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013202616
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