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subject:"Volatilität"
subject:"Zeitreihenanalyse"
~isPartOf:"Finance research letters"
~person:"Caporale, Guglielmo Maria"
~subject:"Anlageverhalten"
~subject:"Forecasting model"
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Volatilität
Zeitreihenanalyse
Anlageverhalten
Forecasting model
Estimation
3
Schätzung
3
Fractional integration
2
Time series analysis
2
Bank lending
1
Basel Accord
1
Basler Akkord
1
Business cycle
1
Capital income
1
Cointegration
1
Credit risk
1
EMBI
1
Emerging economies
1
Emerging markets
1
Financial crisis
1
Financial system cyclicality
1
Finanzkrise
1
Italien
1
Italy
1
Kapitaleinkommen
1
Kointegration
1
Konjunktur
1
Kreditgeschäft
1
Kreditrisiko
1
Lateinamerika
1
Latin America
1
Loan loss provision
1
Long memory
1
Loss
1
Market fear
1
Nichtlineare Regression
1
Non-linearities
1
Nonlinear regression
1
Persistence
1
R/S analysis
1
Schock
1
Schwellenländer
1
Shock
1
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Caporale, Guglielmo Maria
Gupta, Rangan
7
Corbet, Shaen
4
Ma, Feng
4
Pierdzioch, Christian
4
Tiwari, Aviral Kumar
4
Yarovaya, Larisa
4
Gil-Alaña, Luis A.
3
Ji, Qiang
3
Lau, Chi Keung
3
Li, Yan
3
Salisu, Afees A.
3
Wohar, Mark E.
3
Wu, Xinyu
3
Zhang, Yaojie
3
Akyildirim, Erdinc
2
Bouri, Elie
2
Brzeszczyński, Janusz
2
Będowska-Sójka, Barbara
2
Cao, Zhen
2
Chiang, Thomas C.
2
Christiansen, Charlotte
2
Demir, Ender
2
Gozgor, Giray
2
Han, Liyan
2
He, Mengxi
2
Ko, Kuan-Cheng
2
Launhardt, Patrick
2
Li, Xiao
2
Liang, Chao
2
Long, Huaigang
2
Lu, Xinjie
2
Lyócsa, Štefan
2
McMillan, David G.
2
Miebs, Felix
2
Qadan, Mahmoud
2
Qian, Lihua
2
Shi, Yanlin
2
Shuval, Kerem
2
Tang, Yusui
2
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Finance research letters
CESifo working papers
41
Economics and finance working paper series
35
Discussion papers / Deutsches Institut für Wirtschaftsforschung
18
CESifo Working Paper Series
13
Discussion paper / Centre for Economic Forecasting
11
DIW Berlin Discussion Paper
9
Applied economics letters
5
CESifo Working Paper
5
Research in international business and finance
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of international money and finance
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Discussion papers of interdisciplinary research project 373
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Journal of economics and finance : JEF
2
Open economies review
2
Oxford bulletin of economics and statistics
2
Applied financial economics
1
Applied financial economics letters
1
Bulletin of economic research
1
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
Comparative economic studies
1
Computational economics
1
Eastern economic journal
1
Economic modelling
1
Empirica : journal of european economics
1
Financial markets and portfolio management
1
HWWA discussion paper
1
International advances in economic research
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of applied economics
1
Journal of economic integration
1
Journal of economics and finance
1
Journal of innovation and entrepreneurship : JIE
1
Journal of international development : the journal of the Development Studies Association
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Review of financial economics : RFE
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ECONIS (ZBW)
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The EMBI in Latin America : fractional integration, non-linearities and breaks
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
Finance research letters
24
(
2018
),
pp. 34-41
Persistent link: https://www.econbiz.de/10011982450
Saved in:
2
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:
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