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source:"econis"
~isPartOf:"Applied economics letters"
~isPartOf:"Applied economics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Risks : open access journal"
~person:"Caporale, Guglielmo Maria"
~person:"Degiannakis, Stavros"
~subject:"ARCH-Modell"
~subject:"Estimation"
~subject:"Prognoseverfahren"
~subject:"State space model"
~subject:"Stochastischer Prozess"
~subject:"Strukturbruch"
~type:"article"
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ARCH-Modell
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Stochastischer Prozess
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Time series analysis
11
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11
Schätzung
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5
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5
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4
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Caporale, Guglielmo Maria
Degiannakis, Stavros
Gil-Alaña, Luis A.
17
Moosa, Imad A.
15
Gupta, Rangan
11
Chang, Tsangyao
8
Tiwari, Aviral Kumar
7
Burns, Kelly
5
Omay, Tolga
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Ranjbar, Omid
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Blazsek, Szabolcs
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Hatemi-J, Abdulnasser
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Kim, Jong-Min
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Ma, Feng
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Shi, Yanlin
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2
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2
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2
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Applied economics letters
Applied economics
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Risks : open access journal
Research in international business and finance
4
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3
Finance research letters
3
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Oxford bulletin of economics and statistics
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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1
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
2
Forecasting global stock market implied volatility indices
Degiannakis, Stavros
;
Filis, George
;
Hassani, Hossein
- In:
Journal of empirical finance
46
(
2018
),
pp. 111-129
Persistent link: https://www.econbiz.de/10012103431
Saved in:
3
Forecasting tourist arrivals using origin country macroeconomics
Chatziantoniou, Ioannis
;
Degiannakis, Stavros
;
Eeckels, …
- In:
Applied economics
48
(
2016
)
25/27
,
pp. 2571-2585
Persistent link: https://www.econbiz.de/10011591374
Saved in:
4
Modelling African inflation rates : nonlinear deterministic terms and long-range dependence
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
Applied economics letters
22
(
2015
)
4/6
,
pp. 421-424
Persistent link: https://www.econbiz.de/10010507895
Saved in:
5
Multiple cyclical fractional structures in financial time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
17
(
2010
)
10/12
,
pp. 1079-1081
Persistent link: https://www.econbiz.de/10008699280
Saved in:
6
Cointegration tests of PPP : do they also exhibit erratic behaviour?
Caporale, Guglielmo Maria
;
Hanck, Christoph
- In:
Applied economics letters
16
(
2009
)
1/3
,
pp. 9-15
Persistent link: https://www.econbiz.de/10003822534
Saved in:
7
Non-normality, heteroscedasticity and recursive unit root tests of PPP : solving the PPP puzzle?
Caporale, Guglielmo Maria
;
Gregoriou, Andros
- In:
Applied economics letters
16
(
2009
)
1/3
,
pp. 223-226
Persistent link: https://www.econbiz.de/10003822964
Saved in:
8
IGARCH models and structural breaks
Caporale, Guglielmo Maria
;
Pittis, Nikitas
;
Spagnolo, Nicola
- In:
Applied economics letters
10
(
2003
)
12
,
pp. 765-768
Persistent link: https://www.econbiz.de/10001819341
Saved in:
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