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person:"Haan, Jakob de"
type_genre:"Arbeitspapier"
~isPartOf:"Economics and finance working paper series"
~person:"Caporale, Guglielmo Maria"
~person:"Zimmermann, Klaus F."
~subject:"Estimation"
~type_genre:"Aufsatz in Zeitschrift"
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Estimation
EU countries
23
EU-Staaten
23
Schätzung
6
Börsenkurs
5
Großbritannien
5
Share price
5
Time series analysis
5
United Kingdom
5
Volatility
5
Volatilität
5
Zeitreihenanalyse
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Cointegration
4
Euro area
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Eurozone
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USA
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fractional integration
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Bruttoinlandsprodukt
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Bulgaria
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Haan, Jakob de
Caporale, Guglielmo Maria
Zimmermann, Klaus F.
Gil-Alaña, Luis A.
5
Barrell, Ray
1
Girardi, Alessandro
1
Hunter, John
1
Nahhas, Abdulkader
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Orlando, C. James
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Poza, Carlos
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Economics and finance working paper series
CESifo working papers
22
Discussion papers / Deutsches Institut für Wirtschaftsforschung
3
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
2
International journal of finance & economics : IJFE
2
Applied economics letters
1
Comparative economic studies
1
DNB working paper
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Discussion paper series / IZA
1
Eastern economic journal
1
Economic modelling
1
Empirica : journal of european economics
1
International review of economics & finance : IREF
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Journal of economic integration
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Oxford economic papers
1
Public choice
1
Research in international business and finance
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
6
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Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
-
2019
Persistent link: https://www.econbiz.de/10011996362
Saved in:
2
Long-term interest rates in Europe : a fractional cointegration analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2016
Persistent link: https://www.econbiz.de/10011448283
Saved in:
3
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2015
Persistent link: https://www.econbiz.de/10010520824
Saved in:
4
Long memory and volatility dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003963286
Saved in:
5
Price formation on the EuroMTS platform
Caporale, Guglielmo Maria
;
Girardi, Alessandro
-
2009
Persistent link: https://www.econbiz.de/10003942331
Saved in:
6
Fractional integration and impulse responses : a bivariate application to real output in the US and the Scandinavian countries
Caporale, Guglielmo Maria
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003391559
Saved in:
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