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subject:"Volatilität"
~isPartOf:"Applied economics letters"
~isPartOf:"International review of financial analysis"
~isPartOf:"Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society"
~person:"Caporale, Guglielmo Maria"
~person:"Chortareas, Georgios E."
~subject:"United States"
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Volatilität
United States
Estimation
14
Schätzung
14
Time series analysis
7
Zeitreihenanalyse
7
Volatility
5
Börsenkurs
4
Capital income
4
Cointegration
4
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Caporale, Guglielmo Maria
Chortareas, Georgios E.
Gil-Alaña, Luis A.
7
Gupta, Rangan
5
Ma, Feng
5
Bahmani-Oskooee, Mohsen
3
Bouri, Elie
3
Chang, Tsangyao
3
Degiannakis, Stavros
3
Goel, Rajeev K.
3
Grobys, Klaus
3
Sheng, Xin
3
Xuan Vinh Vo
3
Bhaskara Rao, Buddhavarapu
2
Blazsek, Szabolcs
2
Brooks, Robert
2
Cipollini, Andrea
2
Do, Hung Xuan
2
Fabozzi, Frank J.
2
Floros, Christos
2
Gong, Xue
2
Haley, M. Ryan
2
Hammoudeh, Shawkat
2
Hegerty, Scott W.
2
Huang, Ho-chuan
2
Huang, Yisu
2
In, Francis Haeuck
2
Jawadi, Fredj
2
Liu, Jia
2
McKenzie, Jordi
2
Morley, Bruce
2
Nieh, Chien-chung
2
Nonejad, Nima
2
Olson, Eric
2
Park, Sung Y.
2
Roubaud, David
2
Sensoy, Ahmet
2
Serdengeçti, Süleyman
2
Shahzad, Syed Jawad Hussain
2
Smales, Lee A.
2
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Applied economics letters
International review of financial analysis
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
CESifo working papers
24
Economics and finance working paper series
23
Discussion papers / Deutsches Institut für Wirtschaftsforschung
14
CESifo Working Paper Series
12
DIW Berlin Discussion Paper
11
CESifo Working Paper
8
Discussion paper / Centre for Economic Forecasting
4
Department of Economics working papers
3
Journal of international money and finance
3
Applied financial economics
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Economic modelling
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Research in international business and finance
2
Review of financial economics : RFE
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied financial economics letters
1
Eastern economic journal
1
Econometric reviews
1
Empirica : journal of european economics
1
Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
1
Finance research letters
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HWWA discussion paper
1
International advances in economic research
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International journal of finance & economics : IJFE
1
International journal of forecasting
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International review of economics & finance : IREF
1
Journal of applied econometrics
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Journal of economic integration
1
Journal of economics and finance : JEF
1
Journal of international financial markets, institutions & money
1
Journal of post-Keynesian economics : JPKE
1
Open economies review
1
Oxford bulletin of economics and statistics
1
Review of international economics
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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1
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
2
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.
- In:
International review of financial analysis
29
(
2013
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010244148
Saved in:
3
Monetary policy and stock returns under the MPC and inflation targeting
Chortareas, Georgios E.
;
Noikokyris, Emmanouil
- In:
International review of financial analysis
31
(
2014
),
pp. 109-116
Persistent link: https://www.econbiz.de/10010461531
Saved in:
4
Long memory and volatility dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Multinational finance journal : MF ; quarterly …
16
(
2012
)
1/2
,
pp. 105-136
Persistent link: https://www.econbiz.de/10010257552
Saved in:
5
Fractional cointegration in US term spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
19
(
2012
)
4/6
,
pp. 431-434
Persistent link: https://www.econbiz.de/10009630703
Saved in:
6
Switching to floating exchange rates, devaluations, and stock returns in MENA countries
Chortareas, Georgios E.
;
Cipollini, Andrea
;
Eissa, …
- In:
International review of financial analysis
21
(
2012
),
pp. 119-127
Persistent link: https://www.econbiz.de/10009633319
Saved in:
7
Multiple cyclical fractional structures in financial time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
17
(
2010
)
10/12
,
pp. 1079-1081
Persistent link: https://www.econbiz.de/10008699280
Saved in:
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