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subject:"Volatilität"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~subject:"Strukturbruch"
~subject:"Theorie"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation"
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Volatilität
Strukturbruch
Theorie
Estimation
92
Schätzung
92
Time series analysis
38
Zeitreihenanalyse
38
Cointegration
29
Kointegration
29
Theory
28
USA
25
United States
25
Fractional integration
18
Börsenkurs
17
Share price
17
Volatility
16
Großbritannien
13
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13
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fractional integration
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9
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9
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9
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8
Long memory
8
Nichtlineare Regression
8
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8
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7
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7
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Article
43
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Aufsatz in Zeitschrift
Arbeitspapier
69
Graue Literatur
69
Non-commercial literature
69
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69
Article in journal
43
Aufsatz im Buch
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English
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Caporale, Guglielmo Maria
Gupta, Rangan
77
Gil-Alaña, Luis A.
54
Bahmani-Oskooee, Mohsen
52
Wohar, Mark E.
34
Tiwari, Aviral Kumar
31
Bollerslev, Tim
28
Chang, Tsangyao
28
Ma, Feng
27
McAleer, Michael
27
Pierdzioch, Christian
27
Serletis, Apostolos
27
Lee, Chien-chiang
26
Narayan, Paresh Kumar
26
Kumbhakar, Subal
25
Todorov, Viktor
25
Bouri, Elie
23
Apergēs, Nikolaos
22
Balcilar, Mehmet
21
Brooks, Robert
21
Xuan Vinh Vo
21
Kumar, Dilip
20
McMillan, David G.
18
Rashid, Abdul
18
Kang, Sang Hoon
17
Moosa, Imad A.
17
Belke, Ansgar
16
Chiang, Thomas C.
16
Mensi, Walid
16
Tauchen, George Eugene
16
Yoon, Seong-min
16
Asai, Manabu
15
Fabozzi, Frank J.
15
MacDonald, Ronald
15
Wang, Yudong
15
Zhu, Huiming
15
Hammoudeh, Shawkat
14
Hautsch, Nikolaus
14
Hsing, Yu
14
Li, Jia
14
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Journal of international money and finance
4
Research in international business and finance
3
Applied economics
2
Applied economics letters
2
Economic modelling
2
Finance research letters
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Journal of economics and finance : JEF
2
Oxford bulletin of economics and statistics
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied financial economics letters
1
Computational economics
1
Eastern economic journal
1
Empirica : journal of european economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International advances in economic research
1
International review of financial analysis
1
Journal of economic integration
1
Journal of economic studies
1
Journal of economics and finance
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Open economies review
1
Review of financial economics : RFE
1
Review of international economics
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
The Manchester School
1
The empirical economics letters : a monthly international journal of economics
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
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ECONIS (ZBW)
43
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43
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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
Shadow rates as a measure of the monetary policy stance : some international evidence
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Scottish journal of political economy : the journal of …
70
(
2023
)
5
,
pp. 399-422
Persistent link: https://www.econbiz.de/10014437258
Saved in:
3
U.S. house prices by Census Division : persistence, trends and structural breaks
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International advances in economic research
29
(
2023
)
1/2
,
pp. 79-90
Persistent link: https://www.econbiz.de/10014251676
Saved in:
4
Nonlinearities and asymmetric adjustment to PPP in an exchange rate model with inflation expectations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Journal of economic studies
49
(
2022
)
6
,
pp. 937-959
Persistent link: https://www.econbiz.de/10013352888
Saved in:
5
Exchange rate parities and Taylor rule deviations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
4
,
pp. 1809-1835
Persistent link: https://www.econbiz.de/10013440437
Saved in:
6
Persistence in ESG and conventional stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
46
(
2022
)
4
,
pp. 678-703
Persistent link: https://www.econbiz.de/10013442222
Saved in:
7
Persistence in the market risk premium : evidence across countries
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
45
(
2021
)
3
,
pp. 413-427
Persistent link: https://www.econbiz.de/10012547070
Saved in:
8
Nonlinearities in the exchange rate pass-through : the role of inflation expectations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
International economics : a journal published by CEPII …
173
(
2023
),
pp. 86-101
Persistent link: https://www.econbiz.de/10014373714
Saved in:
9
Financial integration in the GCC region : market size versus national effects
Arin, Kerim Peren
;
Caporale, Guglielmo Maria
;
Kyriacou, …
- In:
Open economies review
31
(
2020
)
2
,
pp. 309-316
Persistent link: https://www.econbiz.de/10012229747
Saved in:
10
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:
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