Results 281 to 290 of about 1,203,449 (311)

Structural Breaks in Emission Allowance Prices

SSRN Electronic Journal, 2017
We study structural breaks in the European Union Trading System's emission allowance price process during Phase II and Phase III, covering the years 2008 to 2016. We find that there is a structural break between Phase II and Phase III. However, there are several regimes within each of these phases.
Peter Molnar, Sven Thies
openaire   +1 more source

Detecting structural breaks in realized volatility

Computational Statistics & Data Analysis, 2019
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Junmo Song, Changryong Baek
openaire   +2 more sources

Model Restarts for Structural Symmetry Breaking

2008
There exist various methods to break symmetries. The two that concern us in this paper are static symmetry breaking where we add static constraints to the problem (see e.g. [1,3]) and symmetry breaking by dominance detection (SBDD) where we filter values based on a symmetric dominance analysis when comparing the current searchnode with those that were ...
Daniel S. Heller, Aurojit Panda, Meinolf Sellmann, Justin Yip   +3 more
openaire   +1 more source

Using Page Breaks for Book Structuring

2012
We report on the XRCE participation to the Structure Extraction task of the INEX/ICDAR Book Structure Extraction 2011. We wanted to assess a simple method for structuring a book: using leading and trailing page whitespace. The detection of such large whitespace occurring at the top of leading pages and at the bottom of trailing pages is based on the ...
openaire   +1 more source

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
Yen-Sheng Lee
exaly  

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

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

Testing for the Null Hypothesis of Cointegration with a Structural Break

Econometric Reviews, 2007
Yoichi Arai, Eiji Kurozumi
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, Debi Prasad Bal, Nurujjaman   +2 more
exaly  

The Structural Break in the Equity Premium

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

Structural breaks

2012
openaire   +1 more source