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subject:"Volatilität"
~isPartOf:"International review of financial analysis"
~isPartOf:"Research in international business and finance"
~person:"Caporale, Guglielmo Maria"
~subject:"Cointegration"
~subject:"Pound Sterling"
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Volatilität
Cointegration
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Estimation
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Schätzung
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5
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4
Long memory
3
Time series analysis
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Caporale, Guglielmo Maria
Gil-Alaña, Luis A.
6
Degiannakis, Stavros
4
Gupta, Rangan
4
Aboura, Sofiane
3
Bouri, Elie
3
Chevallier, Julien
3
Floros, Christos
3
Smales, Lee A.
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Umar, Zaghum
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Xuan Vinh Vo
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Abakah, Emmanuel Joel Aikins
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Balcilar, Mehmet
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Ma, Feng
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Mensi, Walid
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2
Shahzad, Syed Jawad Hussain
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2
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International review of financial analysis
Research in international business and finance
CESifo working papers
31
Economics and finance working paper series
28
Discussion papers / Deutsches Institut für Wirtschaftsforschung
17
CESifo Working Paper Series
14
DIW Berlin Discussion Paper
12
CESifo Working Paper
7
Discussion paper / Centre for Economic Forecasting
4
Applied economics letters
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion papers of interdisciplinary research project 373
3
Journal of international money and finance
3
Department of Economics working papers
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Finance research letters
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of finance & economics : IJFE
2
Open economies review
2
Review of financial economics : RFE
2
Review of international economics
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied financial economics
1
Applied financial economics letters
1
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
Comparative economic studies
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Eastern economic journal
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Emerging markets, finance and trade : EMFT
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Empirica : journal of european economics
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Exchange rate policy in Europe
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International review of economics & finance : IREF
1
Journal of economic integration
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Journal of economics and finance : JEF
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Journal of innovation and entrepreneurship : JIE
1
Journal of international financial markets, institutions & money
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
1
The South African journal of economics
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ECONIS (ZBW)
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1
Economic policy uncertainty : persistence and cross-country linkages
Abakah, Emmanuel Joel Aikins
;
Caporale, Guglielmo Maria
; …
- In:
Research in international business and finance
58
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013286262
Saved in:
2
High and low prices and the range in the European stock markets : a long-memory approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
Research in international business and finance
52
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012543286
Saved in:
3
Estimation of conditional asset pricing models with integrated variables in the beta specification
Antypas, Antonios
;
Caporale, Guglielmo Maria
; …
- In:
Research in international business and finance
52
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012548351
Saved in:
4
Modelling volatility of cryptocurrencies using Markov-Switching GARCH models
Caporale, Guglielmo Maria
;
Zekokh, Timur
- In:
Research in international business and finance
48
(
2019
),
pp. 143-155
Persistent link: https://www.econbiz.de/10012135859
Saved in:
5
Global and regional stock market integration in Asia : a panel convergence approach
Caporale, Guglielmo Maria
;
You, Kefei
;
Chen, Lei
- In:
International review of financial analysis
65
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012208866
Saved in:
6
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:
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