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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:"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"
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Volatilität
Aktienmarkt
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Prognoseverfahren
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USA
Estimation
6
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6
Cointegration
4
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Gil-Alaña, Luis A.
Chang, Tsangyao
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7
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5
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5
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5
Madura, Jeff
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Xuan Vinh Vo
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Applied financial economics
CESifo Working Paper Series
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
International review of financial analysis
Review of financial economics : RFE
The empirical economics letters : a monthly international journal of economics
Applied economics letters
11
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9
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Economic modelling
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Finance research letters
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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
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1
African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
1
Annales d'économie et de statistique
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Applied econometrics and international development
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Applied financial economics letters
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Asian Journal of Empirical Research
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Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
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International advances in economic research
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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Journal of applied economics
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Journal of banking & finance
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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
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
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:
4
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:
5
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:
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