Results 191 to 200 of about 2,365 (218)

Examining the Maturity of Bitcoin Price through a Catastrophic Event: The Case of Structural Break Analysis During the COVID-19 Pandemic

Finance Research Letters, 2022
Ace Vo, Yen-Sheng Lee
exaly  

Systemic Risk Measures and Macroeconomy Forecasting: Based on FQGLS Estimation with Structural Break

Emerging Markets Finance and Trade, 2022
Yanzhen Liu, Guojin Chen
exaly  

Breaking the Structural Silence:

2022
openaire   +1 more source

Testing for the Null Hypothesis of Cointegration with a Structural Break

Econometric Reviews, 2007
Eiji Kurozumi, Yōichi Arai
exaly  

Identification of short-term and long-term time scales in stock markets and effect of structural break

Physica A: Statistical Mechanics and Its Applications, 2020
Ajit Mahata
exaly  

The Structural Break in the Equity Premium

Journal of Business and Economic Statistics, 2005
James Morley, Chang-Jin Kim, Charles Nelson   +2 more
exaly  

Structural Breaks

2018
openaire   +1 more source

Testing the null of cointegration in the presence of a structural break

Economics Letters, 2001
Junsoo Lee
exaly  

Structural breaks

2012
openaire   +1 more source

The influence of renewable and non-renewable energy consumption and real income on CO2 emissions in the USA: evidence from structural break tests

Environmental Science and Pollution Research, 2017
İlhan Öztürk, Eyüp Doğan
exaly