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subject:"EU countries"
type_genre:"Working Paper"
~isPartOf:"Economics and finance working paper series"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~subject:"Estimation theory"
~type_genre:"Conference paper"
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EU countries
Estimation theory
Estimation
53
Schätzung
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Time series analysis
29
Zeitreihenanalyse
29
Cointegration
17
Kointegration
17
USA
14
United States
14
fractional integration
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Großbritannien
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Caporale, Guglielmo Maria
Gil-Alaña, Luis A.
5
Barrell, Ray
1
Cabras, Stefano
1
Fidrmuc, Jan
1
Girardi, Alessandro
1
Hunter, John
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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
16
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ECONIS (ZBW)
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1
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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