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subject:"Volatilität"
~isPartOf:"Applied financial economics"
~isPartOf:"CESifo Working Paper Series"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"International review of financial analysis"
~isPartOf:"Review of financial economics : RFE"
~isPartOf:"The empirical economics letters : a monthly international journal of economics"
~person:"Gil-Alaña, Luis A."
~subject:"Aktienmarkt"
~subject:"Kaufkraftparität"
~subject:"Prognoseverfahren"
~subject:"Theory"
~subject:"Time series analysis"
~subject:"USA"
~type:"article"
~type:"book"
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Volatilität
Aktienmarkt
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USA
Estimation
21
Schätzung
21
Zeitreihenanalyse
15
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Gil-Alaña, Luis A.
Caporale, Guglielmo Maria
33
Gil-Alana, Luis A.
12
Chang, Tsangyao
11
Herwartz, Helmut
11
Härdle, Wolfgang
9
Gupta, Rangan
8
Breitung, Jörg
6
Cheung, Yin-Wong
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Ma, Feng
6
Pesaran, M. Hashem
6
Brooks, Robert
5
Coakley, Jerry
5
Kanas, Angelos
5
Lütkepohl, Helmut
5
Madura, Jeff
5
Pierdzioch, Christian
5
Tiwari, Aviral Kumar
5
Wohar, Mark E.
5
Xuan Vinh Vo
5
Apergēs, Nikolaos
4
Barkoulas, John T.
4
Hafner, Christian M.
4
Lanne, Markku
4
McMillan, David G.
4
Moosa, Imad A.
4
Nonejad, Nima
4
Payne, James E.
4
Saikkonen, Pentti
4
Yang, Lijian
4
Adrangi, Bahram
3
Akhigbe, Aigbe O.
3
Antonakakis, Nikolaos
3
Azar, Samih Antoine
3
Baum, Christopher F.
3
Beckmann, Joscha
3
Bouri, Elie
3
Brooks, Chris
3
Candelon, Bertrand
3
Caudill, Steven B.
3
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Applied financial economics
CESifo Working Paper Series
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
International review of financial analysis
Review of financial economics : RFE
The empirical economics letters : a monthly international journal of economics
CESifo working papers
38
Economics and finance working paper series
32
Discussion papers / Deutsches Institut für Wirtschaftsforschung
20
Applied economics letters
11
Applied economics
9
Discussion papers of interdisciplinary research project 373
9
Research in international business and finance
6
EUI working paper / ECO
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
International journal of finance & economics : IJFE
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Economic modelling
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Finance research letters
3
International review of economics & finance : IREF
3
Journal of economics and finance : JEF
3
Review of development finance
3
Department of Economics working papers
2
Discussion paper series / IZA
2
Emerging markets, finance and trade : EMFT
2
Empirica : journal of european economics
2
Oxford bulletin of economics and statistics
2
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
2
The South African journal of economics
2
African development review
1
African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
1
Annales d'économie et de statistique
1
Applied econometrics and international development
1
Applied financial economics letters
1
Asian Journal of Empirical Research
1
Bulletin of economic research
1
Comparative economic studies
1
Computational economics
1
Defence and peace economics
1
Department of Economics working paper series
1
Discussion papers / The Centre for International Macroeconomics
1
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ECONIS (ZBW)
19
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1
The PPP hypothesis revisited : evidence using a multivariate long-memory model
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Lovcha, …
- In:
The empirical economics letters : a monthly …
17
(
2018
)
5
,
pp. 563-567
Persistent link: https://www.econbiz.de/10011913379
Saved in:
2
The relationship between healthcare expenditure and disposable personal income in the US states : a fractional integration and cointegration analysis
Caporale, Guglielmo Maria
;
Cuñado Eizaguirre, Juncal
; …
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
3
,
pp. 913-935
Persistent link: https://www.econbiz.de/10011949976
Saved in:
3
Fractional integration and cointegration in US financial time series data
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
47
(
2014
)
4
,
pp. 1389-1410
Persistent link: https://www.econbiz.de/10010461103
Saved in:
4
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:
5
The weekly structure of US stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1757-1764
Persistent link: https://www.econbiz.de/10009384839
Saved in:
6
A seasonal fractional multivariate model : a testing procedure and impulse responses for the analysis of GDP and unemployment dynamics
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
38
(
2010
)
2
,
pp. 471-501
Persistent link: https://www.econbiz.de/10003943259
Saved in:
7
Long memory at the long run and at the cyclical frequencies : modelling real wages in England ; 1260-1994
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
31
(
2006
)
1
,
pp. 83-93
Persistent link: https://www.econbiz.de/10003307049
Saved in:
8
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:
9
Fractional cointegration and real exchange rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Review of financial economics : RFE
13
(
2004
)
4
,
pp. 327-340
Persistent link: https://www.econbiz.de/10002375332
Saved in:
10
Unemployment and input prices : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001606213
Saved in:
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