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~person:"Caporale, Guglielmo Maria"
~person:"Mensi, Walid"
~subject:"Structural break"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
~type_genre:"Hochschulschrift"
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Structural break
Estimation
63
Schätzung
63
Volatility
46
Volatilität
46
Time series analysis
40
Zeitreihenanalyse
40
Theorie
37
Theory
37
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29
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Caporale, Guglielmo Maria
Mensi, Walid
Gil-Alaña, Luis A.
28
Chang, Tsangyao
16
Narayan, Paresh Kumar
14
Smyth, Russell
12
Tiwari, Aviral Kumar
12
Cuestas, Juan Carlos
10
Omay, Tolga
10
Gupta, Rangan
9
Lee, Chien-chiang
9
Lee, Junsoo
9
Cuñado Eizaguirre, Juncal
8
Leybourne, Stephen James
8
Su, Chi-Wei
8
Carrion i Silvestre, Josep Lluís
7
Chang, Hsu-Ling
7
Esteve García, Vicente
7
Hammoudeh, Shawkat
7
Harvey, David I.
7
Strazicich, Mark
7
Wohar, Mark E.
7
Hatemi-J, Abdulnasser
6
Hooi Hooi Lean
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Malik, Farooq
6
Narayan, Seema
6
Ranjbar, Omid
6
Tamarit Escalona, Cecilio R.
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Camarero Olivas, Mariam
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Emirmahmutoglu, Furkan
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5
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5
Osborn, Denise R.
5
Perron, Pierre
5
Romero-Ávila, Diego
5
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5
Solarin Sakiru Adebola
5
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5
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Energy economics
2
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2
International review of economics & finance : IREF
2
Journal of economics and finance
2
Applied economics letters
1
Applied financial economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of economics and finance : JEF
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
13
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1
Inflation in the G7 countries : persistence and structural breaks
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
Journal of economics and finance : JEF
46
(
2022
)
3
,
pp. 493-506
Persistent link: https://www.econbiz.de/10013442202
Saved in:
2
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 50-61
Persistent link: https://www.econbiz.de/10012430865
Saved in:
3
Spillovers between food and energy prices and structural breaks
Al-Maadid, Alanoud
;
Caporale, Guglielmo Maria
; …
- In:
International economics : a journal published by CEPII …
150
(
2017
),
pp. 1-18
Persistent link: https://www.econbiz.de/10011793787
Saved in:
4
Global financial crisis and spillover effects among the U.S. and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 257-276
Persistent link: https://www.econbiz.de/10011625114
Saved in:
5
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:
6
Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate
Mensi, Walid
;
Hammoudeh, Shawkat
;
Yoon, Seong-min
- In:
Energy economics
48
(
2015
),
pp. 46-60
Persistent link: https://www.econbiz.de/10011533698
Saved in:
7
Structural breaks and the time-varying levels of weak-form efficiency in crude oil markets : Evidence from the Hurst exponent and Shannon entropy methods
Mensi, Walid
;
Beljid, Makram
;
Managi, Shunsuke
- In:
International economics : a journal published by CEPII …
140
(
2014
),
pp. 89-106
Persistent link: https://www.econbiz.de/10011525285
Saved in:
8
How do OPEC news and structural breaks impact returns and volatility in crude oil markets? : further evidence from a long memory process
Mensi, Walid
;
Hammoudeh, Shawkat
;
Yoon, Seong-min
- In:
Energy economics
42
(
2014
),
pp. 343-354
Persistent link: https://www.econbiz.de/10010503579
Saved in:
9
Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters : the importance of scheduled and unscheduled news announcemen...
Mensi, Walid
;
Hammoudeh, Shawkat
;
Yoon, Seong-min
- In:
International review of economics & finance : IREF
30
(
2014
),
pp. 101-119
Persistent link: https://www.econbiz.de/10010490494
Saved in:
10
Long memory at the long run and at the cyclical frequencies : modelling real wages in England ; 1260-1994
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
31
(
2006
)
1
,
pp. 83-93
Persistent link: https://www.econbiz.de/10003307049
Saved in:
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