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subject:"Estimation theory"
subject:"Schätzung"
~person:"Caporale, Guglielmo Maria"
~person:"Robinson, Peter M."
~subject:"Cointegration"
~subject:"Volatility"
~type_genre:"Article in journal"
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Search: subject_exact:"Theory"
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Estimation theory
Schätzung
Cointegration
Volatility
Theorie
96
Theory
96
Time series analysis
36
Zeitreihenanalyse
36
Estimation
31
Schätztheorie
23
USA
13
United States
13
Kointegration
12
Exchange rate
11
Wechselkurs
11
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Volatilität
10
Börsenkurs
9
Share price
9
Capital income
7
Großbritannien
7
Kapitaleinkommen
7
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6
Fractional integration
5
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Interest rate
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5
Statistical theory
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Statistische Methodenlehre
5
Zins
5
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4
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Article
63
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69
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69
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69
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69
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63
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63
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Caporale, Guglielmo Maria
Robinson, Peter M.
Phillips, Peter C. B.
58
McAleer, Michael
49
Gil-Alaña, Luis A.
41
Lütkepohl, Helmut
38
Gupta, Rangan
36
Andrews, Donald W. K.
33
Pesaran, M. Hashem
32
Bollerslev, Tim
30
Serletis, Apostolos
30
Baltagi, Badi H.
29
Kumbhakar, Subal
29
Saikkonen, Pentti
29
Ghysels, Eric
28
Li, Qi
28
Newey, Whitney K.
28
Franses, Philip Hans
26
Bahmani-Oskooee, Mohsen
25
Gouriéroux, Christian
25
Granger, C. W. J.
25
Ullah, Aman
25
Johansen, Søren
23
Giles, David E. A.
22
Krämer, Walter
22
Lee, Lung-fei
22
Leybourne, Stephen James
22
Swanson, Norman R.
22
Wohar, Mark E.
22
Diebold, Francis X.
21
Hendry, David F.
21
Koop, Gary
21
Ohtani, Kazuhiro
21
Engle, Robert F.
20
Haldrup, Niels
20
Linton, Oliver
20
Bekaert, Geert
19
Hassler, Uwe
19
Härdle, Wolfgang
19
Marcellino, Massimiliano
19
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
Journal of econometrics
7
Applied economics letters
3
Economic modelling
3
Oxford bulletin of economics and statistics
3
The review of economic studies
3
Applied economics
2
Computational economics
2
Econometric theory
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Journal of economic surveys
2
Journal of international money and finance
2
Applied financial economics letters
1
Economics letters
1
Empirica : journal of european economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance research letters
1
International journal of finance & economics : IJFE
1
Journal of applied econometrics
1
Journal of economic studies
1
Journal of economics and finance
1
Journal of economics and finance : JEF
1
Journal of forecasting
1
Journal of international financial markets, institutions & money
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Research in international business and finance
1
Review of financial economics : RFE
1
Revista de econometria
1
Revista española de economía
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
The Manchester School
1
The econometrics journal
1
The empirical economics letters : a monthly international journal of economics
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
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ECONIS (ZBW)
63
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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
Shadow rates as a measure of the monetary policy stance : some international evidence
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Scottish journal of political economy : the journal of …
70
(
2023
)
5
,
pp. 399-422
Persistent link: https://www.econbiz.de/10014437258
Saved in:
3
Exchange rate parities and Taylor rule deviations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
4
,
pp. 1809-1835
Persistent link: https://www.econbiz.de/10013440437
Saved in:
4
Nonlinearities and asymmetric adjustment to PPP in an exchange rate model with inflation expectations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Journal of economic studies
49
(
2022
)
6
,
pp. 937-959
Persistent link: https://www.econbiz.de/10013352888
Saved in:
5
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:
6
Aggregate insider trading and stock market volatility in the UK
Caporale, Guglielmo Maria
;
Kyriacou, Kyriacos
; …
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014490042
Saved in:
7
Nonlinearities in the exchange rate pass-through : the role of inflation expectations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
International economics : a journal published by CEPII …
173
(
2023
),
pp. 86-101
Persistent link: https://www.econbiz.de/10014373714
Saved in:
8
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:
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 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
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