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subject:"Volatilität"
~isPartOf:"Journal of economics and finance"
~isPartOf:"Review of financial economics : RFE"
~language:"eng"
~person:"Baig, Ahmed S."
~person:"Caporale, Guglielmo Maria"
~subject:"Strukturbruch"
~subject:"Theorie"
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Volatilität
Strukturbruch
Theorie
Estimation
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Schätzung
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Einheitswurzeltest
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Unit root test
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Cointegration
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Baig, Ahmed S.
Caporale, Guglielmo Maria
Apergēs, Nikolaos
2
Auer, Benjamin R.
2
Gil-Alaña, Luis A.
2
Gupta, Rangan
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Journal of economics and finance
Review of financial economics : RFE
CESifo working papers
25
Economics and finance working paper series
20
Discussion paper / Centre for Economic Forecasting
14
Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Review of international economics
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Estimating value-at-risk models for non-conventional equity market index
Baig, Ahmed S.
;
Butt, Hassan A.
;
Khalid, Rizwan
- In:
Review of financial economics : RFE
40
(
2022
)
1
,
pp. 63-76
Persistent link: https://www.econbiz.de/10012815921
Saved in:
2
The fisher relationship in Nigeria
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
- In:
Journal of economics and finance
41
(
2017
)
2
,
pp. 343-353
Persistent link: https://www.econbiz.de/10011795723
Saved in:
3
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
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