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subject:"Portfolio-Management"
subject:"United States"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~subject:"Prognoseverfahren"
~subject:"Time series analysis"
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Portfolio-Management
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86
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80
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Caporale, Guglielmo Maria
Franses, Philip Hans
187
Diebold, Francis X.
169
Fabozzi, Frank J.
153
Koopman, Siem Jan
140
Phillips, Peter C. B.
135
Timmermann, Allan
125
Gil-Alaña, Luis A.
124
Härdle, Wolfgang
116
Pesaran, M. Hashem
113
Marcellino, Massimiliano
97
Swanson, Norman R.
90
Koop, Gary
88
Clark, Todd E.
87
Granger, C. W. J.
85
Lütkepohl, Helmut
84
Engle, Robert F.
83
Clements, Michael P.
80
Lucas, André
79
Hendry, David F.
77
Campbell, John Y.
76
McAleer, Michael
76
Heckman, James J.
75
Schorfheide, Frank
75
Kilian, Lutz
69
Gupta, Rangan
68
Lo, Andrew W.
68
Bollerslev, Tim
67
Dijk, Herman K. van
67
Stock, James H.
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Teräsvirta, Timo
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Satchell, Stephen
66
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63
Ghysels, Eric
62
Christiano, Lawrence J.
61
Platen, Eckhard
61
Ravazzolo, Francesco
61
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60
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59
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56
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ECONIS (ZBW)
114
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71
Testing for deterministic and stochastic cycles in macroeconomic time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Empirica : journal of european economics
34
(
2007
)
2
,
pp. 155-169
Persistent link: https://www.econbiz.de/10003441948
Saved in:
72
Modelling stochastic volatility in asset returns using fractionally integrated semiparametric techniques
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics letters
2
(
2006
)
1
,
pp. 9-12
Persistent link: https://www.econbiz.de/10003301505
Saved in:
73
Fiscal consolidation : an exercise in the methodology of coordination
Caporale, Guglielmo Maria
;
Chui, Michael
;
Hall, Stephen G.
- In:
Journal of economic integration
20
(
2005
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10003051978
Saved in:
74
Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Review of financial economics : RFE
13
(
2004
)
3
,
pp. 245-258
Persistent link: https://www.econbiz.de/10002087632
Saved in:
75
Long rage dependence in daily stock returns
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics
14
(
2004
)
6
,
pp. 375-383
Persistent link: https://www.econbiz.de/10001970911
Saved in:
76
IGARCH models and structural breaks
Caporale, Guglielmo Maria
;
Pittis, Nikitas
;
Spagnolo, Nicola
- In:
Applied economics letters
10
(
2003
)
12
,
pp. 765-768
Persistent link: https://www.econbiz.de/10001819341
Saved in:
77
Evaluating the gains to cooperation in the G-3
Caporale, Guglielmo Maria
;
Chui, Michael
;
Hall, Stephen G.
- In:
Empirica : journal of european economics
30
(
2003
)
4
,
pp. 337-356
Persistent link: https://www.econbiz.de/10001858669
Saved in:
78
Fractional integration and mean reversion in stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
The quarterly review of economics and finance : journal …
42
(
2002
)
3
,
pp. 599-609
Persistent link: https://www.econbiz.de/10001712171
Saved in:
79
Unit roots versus other types of time heterogeneity, parameter time dependence and superexogeneity
Caporale, Guglielmo Maria
;
Pittis, Nikitas
- In:
Journal of forecasting
21
(
2002
)
3
,
pp. 207-223
Persistent link: https://www.econbiz.de/10001662956
Saved in:
80
Coordination and price shocks : an empirical analysis
Caporale, Guglielmo Maria
;
Chui, Michael
;
Hall, Stephen G.
- In:
Economic modelling
18
(
2001
)
4
,
pp. 569-584
Persistent link: https://www.econbiz.de/10001654125
Saved in:
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