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~subject:"Strukturbruch"
~subject:"Wirtschaftsindikator"
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Strukturbruch
Wirtschaftsindikator
Zeitreihenanalyse
30,266
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55
Caporale, Guglielmo Maria
45
Timmermann, Allan
33
Pesaran, M. Hashem
31
Sibbertsen, Philipp
27
Perron, Pierre
26
Hendry, David F.
23
Leybourne, Stephen James
21
Taylor, Robert
19
Harvey, David I.
18
Castle, Jennifer
15
Kapetanios, George
15
Camacho, Maximo
14
Chang, Tsangyao
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Dijk, Dick van
14
Kruse, Robinson
14
Bauwens, Luc
12
Gil-Alana, Luis A.
12
Omay, Tolga
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11
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11
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11
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10
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10
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Wohar, Mark E.
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Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
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Applied economics
51
Journal of econometrics
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Economic modelling
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Economics letters
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Applied economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
27
International journal of forecasting
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CESifo working papers
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Energy economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of forecasting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Econometric reviews
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Discussion paper / Tinbergen Institute
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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International review of economics & finance : IREF
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Journal of applied econometrics
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The econometrics journal
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CREATES research paper
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Department of Economics discussion paper series / University of Oxford
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Econometrics : open access journal
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
10
Discussion paper / Centre for Economic Policy Research
9
Econometric theory
9
Economics and finance working paper series
9
Finance research letters
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Journal of empirical finance
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Oxford bulletin of economics and statistics
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Journal of economics and finance
8
Journal of macroeconomics
8
Journal of time series econometrics
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Econometric Institute research papers
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Economics discussion papers
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International Journal of Energy Economics and Policy : IJEEP
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
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The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
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1
Forecasting risk in the US Dollar exchange rate under volatility shifts
Anjum, Hassan
;
Malik, Farooq
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012664814
Saved in:
2
Volatility spillover between exchange rate and stock returns under volatility shifts
Malik, Farooq
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 605-613
Persistent link: https://www.econbiz.de/10012655581
Saved in:
3
Flexible Fourier form for volatility breaks
Li, Jing
;
Enders, Walter
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011886596
Saved in:
4
Breaks and outliers when modelling the volatility of the U.S. stock market
Chatzikonstanti, Vasiliki
- In:
Applied economics
49
(
2017
)
46
,
pp. 4704-4717
Persistent link: https://www.econbiz.de/10011844777
Saved in:
5
Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis
Karanasos, Menelaos
;
Yfanti, Stavroula
;
Karoglou, Michail
- In:
International review of financial analysis
45
(
2016
),
pp. 332-349
Persistent link: https://www.econbiz.de/10011583871
Saved in:
6
Long memory and structural change in the G7 inflation dynamics
Belkhouja, Mustapha
;
Mootamri, Imene
- In:
Economic modelling
54
(
2016
),
pp. 450-462
Persistent link: https://www.econbiz.de/10011642242
Saved in:
7
A unit root model for trending time-series energy variables
Narayan, Paresh Kumar
;
Liu, Ruipeng
- In:
Energy economics
50
(
2015
),
pp. 391-402
Persistent link: https://www.econbiz.de/10011564140
Saved in:
8
Do structural breaks in volatility cause spurious volatility transmission?
Caporin, Massimiliano
;
Malik, Farooq
- In:
Journal of empirical finance
55
(
2020
),
pp. 60-82
Persistent link: https://www.econbiz.de/10012175260
Saved in:
9
Modelling and forecasting long memory time series with exponential and switching
GARCH
models
Amiri, Esmail
- In:
International journal of monetary economics and finance
12
(
2019
)
5
,
pp. 407-425
Persistent link: https://www.econbiz.de/10012155069
Saved in:
10
Examination of the predictability of BDI and VIX : a threshold approach
Bildirici, Melike
;
Ersin, Özgür Ömer
;
Onat, Işil Şahin
- In:
International journal of transport economics
46
(
2019
)
3
,
pp. 9-28
Persistent link: https://www.econbiz.de/10012136039
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