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~isPartOf:"Journal of economics and finance"
~subject:"Estimation"
~subject:"Persistence"
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Search: subject_exact:"Change-point analysis"
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Estimation
Persistence
Structural break
15
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15
Schätzung
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7
Time series analysis
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Gil-Alaña, Luis A.
2
Anjum, Hassan
1
Budd, Bruce Q.
1
Caporale, Guglielmo Maria
1
Chang, Yen-Ling
1
Dadgar, Yadollah
1
Hamori, Shigeyuki
1
Makarenko, Inna
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Marinova, Elena P.
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Mateev, Miroslav
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Murphy, Finbarr
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Nazari, Rouhollah
1
O'Brien, Fergal
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Plastun, Alex
1
Shaw, Frances
1
Siakoulis, Vasileios G.
1
Talley, Daniel A.
1
Tamakoshi, Go
1
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Journal of economics and finance
Applied economics
47
Economic modelling
43
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
Energy economics
21
Applied economics letters
20
International review of economics & finance : IREF
19
Journal of econometrics
16
CESifo working papers
14
Economics letters
12
Journal of international financial markets, institutions & money
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
Working paper
9
Economics and finance working paper series
8
International Journal of Energy Economics and Policy : IJEEP
8
International journal of economics and financial issues : IJEFI
8
International review of financial analysis
8
Journal of banking & finance
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
The North American journal of economics and finance : a journal of financial economics studies
8
Discussion papers / Deutsches Institut für Wirtschaftsforschung
7
Econometric reviews
7
Applied financial economics
6
CBN journal of applied statistics
6
Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie
6
Finance research letters
6
International journal of economic perspectives : IJEP
6
Journal of macroeconomics
6
The empirical economics letters : a monthly international journal of economics
6
CAMA working paper series
5
CESifo Working Paper Series
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
International journal of economics and finance
5
International journal of finance & economics : IJFE
5
International journal of forecasting
5
Journal of applied econometrics
5
Journal of money, credit and banking : JMCB
5
Journal of quantitative economics
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Theoretical and applied economics : GAER review
5
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ECONIS (ZBW)
9
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1
Estimating volatility transmission between oil prices and the US Dollar exchange rate under structural breaks
Anjum, Hassan
- In:
Journal of economics and finance
43
(
2019
)
4
,
pp. 750-763
Persistent link: https://www.econbiz.de/10012385205
Saved in:
2
Relation between credit default swap spreads and stock prices : a non-linear perspective
Mateev, Miroslav
;
Marinova, Elena P.
- In:
Journal of economics and finance
43
(
2019
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012170980
Saved in:
3
Iranian inflation : peristence and structural breaks
Gil-Alaña, Luis A.
;
Dadgar, Yadollah
;
Nazari, Rouhollah
- In:
Journal of economics and finance
43
(
2019
)
2
,
pp. 398-408
Persistent link: https://www.econbiz.de/10012171203
Saved in:
4
The transmission of international stock market volatilities
Budd, Bruce Q.
- In:
Journal of economics and finance
42
(
2018
)
1
,
pp. 155-173
Persistent link: https://www.econbiz.de/10011978148
Saved in:
5
Bank risk in a decade of low interest rates
Chang, Yen-Ling
;
Talley, Daniel A.
- In:
Journal of economics and finance
41
(
2017
)
3
,
pp. 505-528
Persistent link: https://www.econbiz.de/10011802159
Saved in:
6
Long memory in the Ukrainian stock market and financial crises
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance
40
(
2016
)
2
,
pp. 235-257
Persistent link: https://www.econbiz.de/10011658783
Saved in:
7
Interest rate dynamics and volatility transmission in the European short term interest rate market
Shaw, Frances
;
Murphy, Finbarr
;
O'Brien, Fergal
- In:
Journal of economics and finance
40
(
2016
)
4
,
pp. 754-772
Persistent link: https://www.econbiz.de/10011659069
Saved in:
8
On inter-arrival times of bond market extreme events : an application to seven European markets
Siakoulis, Vasileios G.
;
Venetis, Ioannis A.
- In:
Journal of economics and finance
39
(
2015
)
4
,
pp. 717-741
Persistent link: https://www.econbiz.de/10011471449
Saved in:
9
Greek sovereign bond index, volatility, and structural breaks
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
Journal of economics and finance
38
(
2014
)
4
,
pp. 687-697
Persistent link: https://www.econbiz.de/10011333815
Saved in:
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