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subject:"Volatilität"
~isPartOf:"International review of financial analysis"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~person:"Caporale, Guglielmo Maria"
~subject:"Cointegration"
~subject:"Pound Sterling"
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Volatilität
Cointegration
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Caporale, Guglielmo Maria
Bouri, Elie
5
Gil-Alaña, Luis A.
5
Bohl, Martin T.
4
Gupta, Rangan
4
Roubaud, David
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Xuan Vinh Vo
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International review of financial analysis
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
CESifo working papers
31
Economics and finance working paper series
28
Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Journal of international money and finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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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
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Scottish journal of political economy : the journal of the Scottish Economic Society
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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The South African journal of economics
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1
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 50-61
Persistent link: https://www.econbiz.de/10012430865
Saved in:
2
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:
3
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:
4
Fractional integration and mean reversion in stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
The quarterly review of economics and finance : journal …
42
(
2002
)
3
,
pp. 599-609
Persistent link: https://www.econbiz.de/10001712171
Saved in:
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