Results 291 to 300 of about 647,700 (302)

Testing for structural breaks in cointegrated relationships

Journal of Econometrics, 1996
Allan W Gregory, James M Nason
exaly  

Structural Breaks in Grouped Heterogeneity

Journal of Business and Economic Statistics, 2023
exaly  

Realized Volatility Forecast of Stock Index Under Structural Breaks

Journal of Forecasting, 2015
Langnan Chen
exaly  

Cointegration tests in the presence of structural breaks

Journal of Econometrics, 1996
Julia Campos, Neil R Ericsson, David F Hendry   +2 more
exaly  

Structural breaks and double long memory of cryptocurrency prices: A comparative analysis from Bitcoin and Ethereum

Finance Research Letters, 2019
Walid Mensi, Khamis Hamed Al-Yahyaee, Sang Hoon Kang   +2 more
exaly  

Structural breaks in parallel markets?: the case of Nigeria, 1980–1993

Journal of Development Economics, 1999
John Ashworth, Lynne Evans, Ayo Teriba   +2 more
exaly  

Structural Symmetry Breaking. [PDF]

, 2019
Meinolf Sellmann, Pascal Van Hentenryck
openaire  

Breaking the Community Structure

2013
openaire   +1 more source

Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate

Energy Economics, 2015
Walid Mensi, Shawkat Hammoudeh, Seong-Min Yoon   +2 more
exaly  

Forecast Combinations for Structural Breaks in Volatility: Evidence from BRICS Countries

Journal of Risk and Financial Management, 2018
Davide de Gaetano
exaly