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subject:"Capital income"
subject:"Zeitreihenanalyse"
~person:"Caporale, Guglielmo Maria"
~person:"Mills, Terence C."
~person:"Teräsvirta, Timo"
~type_genre:"Aufsatz in Zeitschrift"
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Capital income
Zeitreihenanalyse
Theorie
125
Theory
125
Time series analysis
58
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36
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36
Großbritannien
24
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Caporale, Guglielmo Maria
Mills, Terence C.
Teräsvirta, Timo
Phillips, Peter C. B.
57
Franses, Philip Hans
55
Gil-Alaña, Luis A.
47
Taylor, Robert
30
Perron, Pierre
29
Gupta, Rangan
27
Leybourne, Stephen James
26
Koop, Gary
25
Harvey, Andrew C.
24
Koopman, Siem Jan
24
Granger, C. W. J.
23
Timmermann, Allan
23
Ghysels, Eric
22
Hecq, Alain W. J.
22
Lütkepohl, Helmut
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Hong, Yongmiao
20
Newbold, Paul
20
Hendry, David F.
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Hyndman, Rob J.
19
Engle, Robert F.
18
Hassler, Uwe
18
McAleer, Michael
18
Petropoulos, Fotios
18
Swanson, Norman R.
18
Pesaran, M. Hashem
17
Peña, Daniel
17
Bollerslev, Tim
16
Diebold, Francis X.
16
Herwartz, Helmut
16
Assimakopoulos, V.
15
Chan, Joshua
15
Engsted, Tom
15
Haldrup, Niels
15
Harvey, David I.
15
Lucas, André
15
Makridakis, Spyros G.
15
Moosa, Imad A.
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Journal of econometrics
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Applied economics letters
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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ECONIS (ZBW)
62
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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
Persistence and long memory in monetary policy spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics
56
(
2024
)
20
,
pp. 2422-2433
Persistent link: https://www.econbiz.de/10014521131
Saved in:
3
Persistence in the market risk premium : evidence across countries
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
45
(
2021
)
3
,
pp. 413-427
Persistent link: https://www.econbiz.de/10012547070
Saved in:
4
Long monthly European temperature series and the North Atlantic Oscillation
He, Changli
;
Kang, Jian
;
Silvennoinen, Annastiina
; …
- In:
Energy economics
126
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014481089
Saved in:
5
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
- In:
Energy economics
97
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012821325
Saved in:
6
Long-term price overreactions : are markets inefficient?
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance
43
(
2019
)
4
,
pp. 657-680
Persistent link: https://www.econbiz.de/10012385147
Saved in:
7
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
Saved in:
8
The PPP hypothesis revisited : evidence using a multivariate long-memory model
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Lovcha, …
- In:
The empirical economics letters : a monthly …
17
(
2018
)
5
,
pp. 563-567
Persistent link: https://www.econbiz.de/10011913379
Saved in:
9
Short-term price overreactions : identification, testing, exploitation
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Computational economics
51
(
2018
)
4
,
pp. 913-940
Persistent link: https://www.econbiz.de/10011972202
Saved in:
10
The fisher relationship in Nigeria
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
- In:
Journal of economics and finance
41
(
2017
)
2
,
pp. 343-353
Persistent link: https://www.econbiz.de/10011795723
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