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subject:"Volatilität"
~accessRights:"free"
~isPartOf:"Economics and finance working paper series"
~subject:"Strukturbruch"
~subject:"Volatility"
~type_genre:"Non-commercial literature"
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Volatilität
Strukturbruch
Volatility
Estimation
67
Schätzung
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Time series analysis
27
Zeitreihenanalyse
27
Cointegration
16
Kointegration
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fractional integration
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Caporale, Guglielmo Maria
15
Gil-Alaña, Luis A.
8
Spagnolo, Nicola
4
Barrell, Ray
2
Hunter, John
2
Nahhas, Abdulkader
2
Ali, Faek Menla
1
Arin, Kerim Peren
1
Campos, Nauro
1
Carcel, Hector
1
Ciferri, Davide
1
Cuñado Eizaguirre, Juncal
1
Girardi, Alessandro
1
Karanasos, Menelaos G.
1
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1
Plastun, Alex
1
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1
Spagnolo, Fabio
1
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1
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Economics and finance working paper series
Working paper
57
CESifo working papers
55
Discussion paper / Tinbergen Institute
53
CAMA working paper series
31
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31
SFB 649 discussion paper
28
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Volatility forecasts for the RTS stock index : option-implied volatility versus alternative methods
Caporale, Guglielmo Maria
;
Teterkina, Daria
-
2019
Persistent link: https://www.econbiz.de/10011996358
Saved in:
2
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
-
2019
Persistent link: https://www.econbiz.de/10011996362
Saved in:
3
Financial integration in the GCC region : market size versus national effects
Arin, Kerim Peren
;
Caporale, Guglielmo Maria
;
Kyriacou, …
-
2018
Persistent link: https://www.econbiz.de/10011995788
Saved in:
4
EU cross-border banking and financial crises : empirical evidence using the gravity model
Barrell, Ray
;
Nahhas, Abdulkader
;
Hunter, John
-
2017
Persistent link: https://www.econbiz.de/10011893055
Saved in:
5
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2017
Persistent link: https://www.econbiz.de/10011893067
Saved in:
6
Exchange rates and bilateral FDI : gravity models of bilateral FDI in high income economies
Barrell, Ray
;
Nahhas, Abdulkader
;
Hunter, John
-
2017
Persistent link: https://www.econbiz.de/10011656654
Saved in:
7
International portfolio flows and exchange rate volatility for emerging markets
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Fabio
-
2015
Persistent link: https://www.econbiz.de/10011448184
Saved in:
8
The EMBI in Latin America : fractional integration, non-linearities and breaks
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2015
Persistent link: https://www.econbiz.de/10011448197
Saved in:
9
Long memory in UK real GDP, 1851 - 2013 : an ARFIMA-FIGARCH analysis
Caporale, Guglielmo Maria
;
Škare, Marinko
-
2014
Persistent link: https://www.econbiz.de/10010402692
Saved in:
10
Long memory and fractional integration in high frequency data on the US dollar British pound spot exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2013
Persistent link: https://www.econbiz.de/10009731952
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