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subject:"Volatilität"
~isPartOf:"Research in international business and finance"
~isPartOf:"Review of financial economics : RFE"
~isPartOf:"Review of international economics"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~subject:"Strukturbruch"
~subject:"Theorie"
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Volatilität
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6
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Caporale, Guglielmo Maria
Gil-Alaña, Luis A.
4
Aboura, Sofiane
3
Chevallier, Julien
3
Gupta, Rangan
3
Hertel, Thomas W.
2
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Research in international business and finance
Review of financial economics : RFE
Review of international economics
CESifo working papers
25
Economics and finance working paper series
20
Discussion paper / Centre for Economic Forecasting
14
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Exchange rate policy in Europe
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International advances in economic research
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
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
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:
4
Stock market integration between three CEECs, Russia, and the UK
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
- In:
Review of international economics
19
(
2011
)
1
,
pp. 158-169
Persistent link: https://www.econbiz.de/10009127584
Saved in:
5
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:
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