Results 1 to 10 of about 1,203,350 (212)
Are there Structural Breaks in Realized Volatility? [PDF]
Journal of Financial Econometrics, 2008 Constructed from high-frequency data, realized volatility (RV) provides an efficient estimate of the unobserved volatility of financial markets. This paper uses a Bayesian approach to investigate the evidence for structural breaks in reduced form time ...
Chun Liu, John M Maheu
core +4 more sources
Was There a Structural Break in Barry Bonds’ Bat? [PDF]
Journal of Quantitative Analysis in Sports, 2012 We utilize time series tests to investigate if Barry Bonds’ batting has a deterministic or stochastic trend and to test if structural breaks occur. Bonds’ monthly on base percentage plus slugging percentage (OPS) is examined from 1986 to 2007.
Mark C. Strazicich +2 more
core +2 more sources
MSE superiority of the unrestricted Stein-rule estimator in a regression model with a possible structural break [PDF]
Journal of Applied StatisticsHaifeng Xu
exaly +2 more sources
Spatial and temporal pattern of rice yield growth in Asian countries from 1961 to 2016: An exploratory econometric analysis [PDF]
Ekonomika Poljoprivrede (1979), 2021 The present paper attempts to find out the spatial and temporal movement of rice yield in twelve countries in Asia which is its lifeline over the period 1961 to 2016 by following Bai-Perron multiple structural break tests. The results based on endogenous
Mukhopadhyay Debabrata
doaj +1 more source
Testing the consistency of asymmetric interest rate pass-through: The case of Indonesia
Cogent Economics & Finance, 2023 This paper investigates the consistency of asymmetric interest rate past-trough (IRPT) using a nonlinear autoregressive distributed lag framework. Superior to the previous studies, this study exploits the historical profile of Indonesia to enrich the ...
R. Dimas Bagas Herlambang +2 more
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Mehmet Akif Ersoy Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, 2022 Bu çalışmada CDS'lerin ve FED para politikalarının Türk tahvil faizleri üzerindeki etkileri, 2010:M03-2021:M02 dönemi için yapısal kırılmalı zaman serisi analizi yöntemleriyle analiz edilmiştir.
Ömer Akçayır
doaj +1 more source
Covid-19 Salgınının Türkiye’nin Dış Ticaretine Etkisi: Bir Yapısal Kırılma Analizi
İzmir İktisat Dergisi, 2021 2019 yılının Aralık ayında Çin’in Wuhan şehrinde ortaya çıkan Covid-19 virüsü 2020 yılı ile küresel bir salgına dönüşmüştür. Küresel salgından birçok ülke ekonomisi olumsuz etkilenmiştir.
Erdem Ateş
doaj +1 more source
The Equity Premium And Structural Breaks [PDF]
SSRN Electronic Journal, 1998 A long return history is useful in estimating the current equity premium even if the historical distribution has experienced structural breaks. The long series helps not only if the timing of breaks is uncertain but also if one believes that large shifts in the premium are unlikely or that the premium is associated, in part, with volatility.
Pastor, Lubos, Stambaugh, Robert F
openaire +4 more sources
Uluslararası Ekonomi, İşletme ve Politika Dergisi, 2021 Container ports are one of the most important parts of the supply chain. Due to high investment and operating costs, the structure and predictability of current and future demands are very important.
Abdullah Açık
doaj +1 more source
The structure of GUT breaking by orbifolding [PDF]
Nuclear Physics B, 2002 Latex, 23 pages, version to be published in Nucl.Phys ...
Hebecker, A, March-Russell, J
openaire +4 more sources