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subject:"Volatilität"
~person:"Caporale, Guglielmo Maria"
~subject:"EU-Staaten"
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Structural break"
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Volatilität
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Structural break
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9
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5
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Aufsatz in Zeitschrift
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Caporale, Guglielmo Maria
Perron, Pierre
12
Malik, Farooq
11
Lee, Junsoo
9
Leybourne, Stephen James
9
Kumar, Dilip
8
Newbold, Paul
8
Gil-Alaña, Luis A.
7
Sibbertsen, Philipp
7
Chang, Tsangyao
6
Hammoudeh, Shawkat
6
Harvey, David I.
6
Timmermann, Allan
6
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5
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5
Karoglou, Michail
5
Mensi, Walid
5
Morales Zumaquero, Amalia
5
Morana, Claudio
5
Narayan, Paresh Kumar
5
Pesaran, M. Hashem
5
Ranjbar, Omid
5
Tamarit Escalona, Cecilio R.
5
Bai, Jushan
4
Camarero Olivas, Mariam
4
Carrion i Silvestre, Josep Lluís
4
Cuestas, Juan Carlos
4
Karanasos, Menelaos
4
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4
Lee, Chien-chiang
4
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Luo, Jiawen
4
Miller, Stephen M.
4
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4
Smith, Simon C.
4
Strazicich, Mark
4
Wohar, Mark E.
4
Yoon, Seong-min
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4
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Applied economics letters
1
Applied financial economics
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International review of financial analysis
1
Journal of economics and finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
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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
Spillovers between food and energy prices and structural breaks
Al-Maadid, Alanoud
;
Caporale, Guglielmo Maria
; …
- In:
International economics : a journal published by CEPII …
150
(
2017
),
pp. 1-18
Persistent link: https://www.econbiz.de/10011793787
Saved in:
3
Long memory in the Ukrainian stock market and financial crises
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance
40
(
2016
)
2
,
pp. 235-257
Persistent link: https://www.econbiz.de/10011658783
Saved in:
4
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:
5
Modelling East Asian exchange rates : a Markov-switching approach
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
- In:
Applied financial economics
14
(
2004
)
4
,
pp. 233-242
Persistent link: https://www.econbiz.de/10001939262
Saved in:
6
IGARCH models and structural breaks
Caporale, Guglielmo Maria
;
Pittis, Nikitas
;
Spagnolo, Nicola
- In:
Applied economics letters
10
(
2003
)
12
,
pp. 765-768
Persistent link: https://www.econbiz.de/10001819341
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