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subject:"United Kingdom"
~isPartOf:"Research in international business and finance"
~person:"Caporale, Guglielmo Maria"
~subject:"Volatilität"
~subject:"Wechselkurs"
~type:"article"
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United Kingdom
Volatilität
Wechselkurs
Estimation
5
Schätzung
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Cointegration
3
Fractional integration
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Kointegration
3
Long memory
2
Time series analysis
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Volatility
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Estimation theory
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High and low prices
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Caporale, Guglielmo Maria
Aboura, Sofiane
3
Chevallier, Julien
3
Gupta, Rangan
3
Kitamura, Yoshihiro
2
Papadamou, Stephanos
2
Umar, Zaghum
2
Agarwal, Vineet
1
Agudelo, Diego A.
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Akbar, Saeed
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Ali Shah, Syed Zulfiqar
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Assaf, Ata
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Aydoğan, Berna
1
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1
Baklaci, Hasan Fehmi
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Balcilar, Mehmet
1
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Barbedo, Claudio Henrique da Silveira
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Bellelah, M. A.
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Bellelah, M. O.
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1
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1
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1
Brayek, Angham Ben
1
Brik, Hatem
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Research in international business and finance
Journal of international money and finance
4
Applied economics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International journal of finance & economics : IJFE
2
Open economies review
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Applied economics letters
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Applied financial economics letters
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Eastern economic journal
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Economic modelling
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
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Exchange rate policy in Europe
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Finance research letters
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International review of economics & finance : IREF
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International review of financial analysis
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Journal of economic integration
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Journal of economics and finance : JEF
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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Review of international economics
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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ECONIS (ZBW)
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High and low prices and the range in the European stock markets : a long-memory approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
Research in international business and finance
52
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012543286
Saved in:
2
Modelling volatility of cryptocurrencies using Markov-Switching GARCH models
Caporale, Guglielmo Maria
;
Zekokh, Timur
- In:
Research in international business and finance
48
(
2019
),
pp. 143-155
Persistent link: https://www.econbiz.de/10012135859
Saved in:
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