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subject:"Börsenkurs"
subject:"Estimation"
~isPartOf:"Research in international business and finance"
~person:"Caporale, Guglielmo Maria"
~person:"Riphahn, Regina T."
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Börsenkurs
Estimation
Schätzung
5
Cointegration
3
Fractional integration
3
Kointegration
3
Long memory
2
Time series analysis
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
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ARCH model
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ARCH-Modell
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Beta risk
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Betafaktor
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CAPM
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Capital income
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Conditional CAPM
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Cryptocurrencies
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EU countries
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Economic policy uncertainty
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Estimation theory
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High and low prices
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Markov-Kette
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Caporale, Guglielmo Maria
Riphahn, Regina T.
Gupta, Rangan
9
Gil-Alaña, Luis A.
6
Tiwari, Aviral Kumar
5
Chevallier, Julien
4
Abakah, Emmanuel Joel Aikins
3
Abedin, Mohammad Zoynul
3
Aboura, Sofiane
3
Ashraf, Badar Nadeem
3
Balcilar, Mehmet
3
Ftiti, Zied
3
Guesmi, Khaled
3
Klotzle, Marcelo Cabus
3
Papadamou, Stephanos
3
Pinto, Antônio Carlos Figueiredo
3
Umar, Zaghum
3
Asongu, Simplice
2
Biekpe, Nicholas
2
Bouri, Elie
2
Bouteska, Ahmed
2
Chiang, Thomas C.
2
Foglia, Matteo
2
Gubareva, Mariya
2
Ji, Qiang
2
Kitamura, Yoshihiro
2
Lau, Chi Keung
2
Lee, Chien-chiang
2
McMillan, David G.
2
Naeem, Muhammad Abubakr
2
Nazlıoğlu, Şaban
2
Rahman, Mohammad Morshedur
2
Raza, Syed Ali
2
Sidiropoulos, Moïse
2
Spyromitros, Eleftherios
2
Wohar, Mark E.
2
Yarovaya, Larisa
2
Zaied, Younes Ben
2
Zaremba, Adam
2
Zheng, Changjun
2
Agarwal, Vineet
1
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Research in international business and finance
CESifo working papers
86
Economics and finance working paper series
53
Discussion papers / Deutsches Institut für Wirtschaftsforschung
35
CESifo Working Paper Series
32
DIW Berlin Discussion Paper
24
Discussion paper / Centre for Economic Forecasting
22
Discussion paper series / IZA
22
CESifo Working Paper
21
BGPE discussion paper : Bavarian graduate program in economics
9
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
9
Applied economics letters
8
IZA Discussion Paper
7
Applied economics
6
SOEP papers on multidisciplinary panel data research / German Socio-Economic Panel Study (SOEP), DIW Berlin
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Journal of population economics
5
WWZ-Forschungsbericht
5
Economic modelling
4
International journal of finance & economics : IJFE
4
Journal of international money and finance
4
Department of Economics working papers
3
Discussion paper / Centre for Economic Policy Research
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion papers of interdisciplinary research project 373
3
Finance research letters
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International review of financial analysis
3
Jahrbücher für Nationalökonomie und Statistik
3
Labour economics : official journal of the European Association of Labour Economists
3
Münchener Wirtschaftswissenschaftliche Beiträge : discussion papers
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied financial economics
2
Beiträge zur Wirtschaftsforschung
2
Bulletin of economic research
2
Empirica : journal of european economics
2
Essays on education and family economics
2
Journal of economic integration
2
Journal of economics and finance
2
Journal of economics and finance : JEF
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ECONIS (ZBW)
5
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
Economic policy uncertainty : persistence and cross-country linkages
Abakah, Emmanuel Joel Aikins
;
Caporale, Guglielmo Maria
; …
- In:
Research in international business and finance
58
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013286262
Saved in:
3
Estimation of conditional asset pricing models with integrated variables in the beta specification
Antypas, Antonios
;
Caporale, Guglielmo Maria
; …
- In:
Research in international business and finance
52
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012548351
Saved in:
4
High and low prices and the range in the European stock markets : a long-memory approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
Research in international business and finance
52
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012543286
Saved in:
5
Modelling volatility of cryptocurrencies using Markov-Switching GARCH models
Caporale, Guglielmo Maria
;
Zekokh, Timur
- In:
Research in international business and finance
48
(
2019
),
pp. 143-155
Persistent link: https://www.econbiz.de/10012135859
Saved in:
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