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person:"Kapetanios, George"
~isPartOf:"Finance research letters"
~person:"Gil-Alaña, Luis A."
~person:"Gupta, Rangan"
~person:"Koopman, Siem Jan"
~person:"Maravall Herrero, Agustín"
~person:"Sucarrat, Genaro"
~subject:"Schätzung"
~subject:"USA"
~subject:"Volatility"
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Kapetanios, George
Gil-Alaña, Luis A.
Gupta, Rangan
Koopman, Siem Jan
Maravall Herrero, Agustín
Sucarrat, Genaro
Caporale, Guglielmo Maria
3
Al-Yahyaee, Khamis Hamed
2
Mensi, Walid
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Yoon, Seong-min
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1
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1
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1
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1
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1
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Cao, Jiling
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Finance research letters
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44
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Applied economics letters
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HWWA discussion paper
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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ECONIS (ZBW)
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1
Oil tail risks and the forecastability of the realized variance of oil-price : evidence from over 150 years of data
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013341577
Saved in:
2
Volatility persistence in the Russian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
32
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012430826
Saved in:
3
Stock market efficiency analysis using long spans of Data : a multifractal detrended fluctuation approach
Tiwari, Aviral Kumar
;
Aye, Goodness C.
;
Gupta, Rangan
- In:
Finance research letters
28
(
2019
),
pp. 398-411
Persistent link: https://www.econbiz.de/10012388354
Saved in:
4
The EMBI in Latin America : fractional integration, non-linearities and breaks
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
Finance research letters
24
(
2018
),
pp. 34-41
Persistent link: https://www.econbiz.de/10011982450
Saved in:
5
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
27
(
2018
),
pp. 140-147
Persistent link: https://www.econbiz.de/10012006763
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