Matches in SemOpenAlex for { <https://semopenalex.org/work/W76766273> ?p ?o ?g. }
Showing items 1 to 69 of
69
with 100 items per page.
- W76766273 endingPage "21" @default.
- W76766273 startingPage "7" @default.
- W76766273 abstract "This paper investigates the structural break in the volatility of IBEX35. We investigate the volatility of the index over the period 2004-2009. Applying the Quadratic GARCH model and the LLM-test for possible break in the conditional volatility at the end of every month, we detect a structural break test around June 2007, few months after the beginning of financial and economic crisis. We observe different behaviour of conditional volatility in the preand post-break sample. The post-break model shows a better forecasting performance than the full sample model." @default.
- W76766273 created "2016-06-24" @default.
- W76766273 creator A5062953225 @default.
- W76766273 date "2010-01-01" @default.
- W76766273 modified "2023-09-23" @default.
- W76766273 title "Changes in the volatility of IBEX35 during the crisis 2007-2009" @default.
- W76766273 cites W1985165919 @default.
- W76766273 cites W1998870214 @default.
- W76766273 cites W2018364810 @default.
- W76766273 cites W2051564300 @default.
- W76766273 cites W2054477007 @default.
- W76766273 cites W2061160212 @default.
- W76766273 cites W2066978123 @default.
- W76766273 cites W2068138154 @default.
- W76766273 cites W2075304461 @default.
- W76766273 cites W2093739529 @default.
- W76766273 cites W2104267426 @default.
- W76766273 cites W3123118666 @default.
- W76766273 cites W3124454571 @default.
- W76766273 cites W3124527974 @default.
- W76766273 hasPublicationYear "2010" @default.
- W76766273 type Work @default.
- W76766273 sameAs 76766273 @default.
- W76766273 citedByCount "0" @default.
- W76766273 crossrefType "journal-article" @default.
- W76766273 hasAuthorship W76766273A5062953225 @default.
- W76766273 hasConcept C106159729 @default.
- W76766273 hasConcept C117996083 @default.
- W76766273 hasConcept C13290067 @default.
- W76766273 hasConcept C139719470 @default.
- W76766273 hasConcept C149782125 @default.
- W76766273 hasConcept C162324750 @default.
- W76766273 hasConcept C186008389 @default.
- W76766273 hasConcept C23922673 @default.
- W76766273 hasConcept C24189920 @default.
- W76766273 hasConcept C2778300220 @default.
- W76766273 hasConcept C91602232 @default.
- W76766273 hasConceptScore W76766273C106159729 @default.
- W76766273 hasConceptScore W76766273C117996083 @default.
- W76766273 hasConceptScore W76766273C13290067 @default.
- W76766273 hasConceptScore W76766273C139719470 @default.
- W76766273 hasConceptScore W76766273C149782125 @default.
- W76766273 hasConceptScore W76766273C162324750 @default.
- W76766273 hasConceptScore W76766273C186008389 @default.
- W76766273 hasConceptScore W76766273C23922673 @default.
- W76766273 hasConceptScore W76766273C24189920 @default.
- W76766273 hasConceptScore W76766273C2778300220 @default.
- W76766273 hasConceptScore W76766273C91602232 @default.
- W76766273 hasIssue "20" @default.
- W76766273 hasLocation W767662731 @default.
- W76766273 hasOpenAccess W76766273 @default.
- W76766273 hasPrimaryLocation W767662731 @default.
- W76766273 hasRelatedWork W1599761621 @default.
- W76766273 hasRelatedWork W2002171336 @default.
- W76766273 hasRelatedWork W2007494760 @default.
- W76766273 hasRelatedWork W2011833316 @default.
- W76766273 hasRelatedWork W2060410710 @default.
- W76766273 hasRelatedWork W2091141667 @default.
- W76766273 hasRelatedWork W3109263103 @default.
- W76766273 hasRelatedWork W3124843148 @default.
- W76766273 hasRelatedWork W56915054 @default.
- W76766273 hasRelatedWork W9746312 @default.
- W76766273 hasRelatedWork W164631114 @default.
- W76766273 isParatext "false" @default.
- W76766273 isRetracted "false" @default.
- W76766273 magId "76766273" @default.
- W76766273 workType "article" @default.