Results 281 to 290 of about 3,581,851 (300)

Modelling oil price volatility with structural breaks

Energy Policy, 2013
Ismail Olaleke Fasanya, Afees A Salisu
exaly  

Structural breaks

2012
openaire   +1 more source

Volatility spillovers between oil prices and the stock market under structural breaks

Global Finance Journal, 2016
Farooq Malik, Bradley T Ewing
exaly  

Structural Breaks with Unknown Break Dates

2014
openaire   +1 more source

Testing for multivariate cointegration in the presence of structural breaks: p-values and critical values

Applied Economics Letters, 2012
Ryan T Godwin
exaly  

Estimating downside risk in stock returns under structural breaks

International Review of Economics and Finance, 2018
Farooq Malik, Matthew Hood
exaly  

Long memory versus structural breaks: An overview

Statistical Papers, 2004
Philipp Sibbertsen
exaly  

Structural Breaks in Grouped Heterogeneity

Journal of Business and Economic Statistics, 2023
exaly  

Forecast on silver futures linked with structural breaks and day-of-the-week effect

North American Journal of Economics and Finance, 2020
Wenlan Li
exaly  

Testing for structural breaks

Journal of Monetary Economics, 1994
openaire   +1 more source