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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"Economics and finance working paper series"
~person:"Caporale, Guglielmo Maria"
~person:"Uppal, Raman"
~subject:"Volatilität"
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Portfolio-Management
United States
Volatilität
Theorie
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Theory
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Time series analysis
16
Zeitreihenanalyse
16
Estimation
7
Schätzung
7
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6
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5
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5
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Cointegration
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trading strategy
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Caporale, Guglielmo Maria
Uppal, Raman
Gil-Alaña, Luis A.
10
Cuñado Eizaguirre, Juncal
2
Plastun, Alex
2
Ali, Faek Menla
1
Barrell, Ray
1
Booth, Laurence D.
1
Davis, E. Philip
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Gounopoulos, Dimitrios
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Hassan, Omaima A. G.
1
Hunter, John
1
Ioannidis, Christos
1
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1
Milas, Costas
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Economics and finance working paper series
Discussion paper / Centre for Economic Policy Research
11
CESifo working papers
8
Discussion paper / Centre for Economic Forecasting
7
IFA working paper
7
The journal of finance : the journal of the American Finance Association
4
Discussion papers / Deutsches Institut für Wirtschaftsforschung
3
Economic modelling
3
Faculty & research / Insead : working paper series
3
SAFE working paper
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Applied economics letters
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Department of Economics working papers
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Empirica : journal of european economics
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Global economic institutions working paper series
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Research paper series / Swiss Finance Institute
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Swiss Finance Institute Research Paper
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The review of financial studies
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Working paper / National Bureau of Economic Research, Inc.
2
Applied financial economics letters
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BNP Paribas Hedge Fund Centre working paper series / BNP Paribas Hedge Fund Centre
1
DIW Berlin Discussion Paper
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Economics letters
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European economic review : EER
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HWWA discussion paper
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International journal of finance & economics : IJFE
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Japan-US Center Sanwa monographs on international financial markets
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Journal of economic dynamics & control
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Journal of economic integration
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1
Persistence in the Russian stock market volatility indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2018
Persistent link: https://www.econbiz.de/10011995731
Saved in:
2
Long-term price overreactions : are markets inefficient?
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2015
Persistent link: https://www.econbiz.de/10010520828
Saved in:
3
Short-term price overreactions : identification, testing, exploitation
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2014
Persistent link: https://www.econbiz.de/10010431600
Saved in:
4
Estimating persistence in the volatility of asset returns with signal plus noise models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003963304
Saved in:
5
Multiple cyclical fractional structures in financial time series
Caporale, Guglielmo Maria
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003641950
Saved in:
6
Modelling long-run trends and cycles in financial time series data
Caporale, Guglielmo Maria
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003739803
Saved in:
7
A multivariate long-memory model with structural breaks
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428263
Saved in:
8
Mean reversion in the Nikkei, Standard & Poor and Dow Jones stock market indices
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428295
Saved in:
9
Deterministic versus stochastic seasonal fractional integration and structural breaks
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428302
Saved in:
10
Testing for unit and fractional orders of integration in the trend and seasonal components of US monetary aggregates
Caporale, Guglielmo Maria
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003391466
Saved in:
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