//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Volatility"
subject:"Yield curve"
~isPartOf:"Economics and finance working paper series"
~person:"Cheung, Yin-Wong"
~person:"Gil-Alaña, Luis A."
~subject:"Structural break"
~type_genre:"Working Paper"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Yield curve
Structural break
Estimation
33
Schätzung
33
Time series analysis
25
Zeitreihenanalyse
25
fractional integration
14
Cointegration
13
Kointegration
13
USA
13
United States
13
Großbritannien
8
United Kingdom
8
Strukturbruch
7
Theorie
7
Theory
7
Interest rate
6
Zins
6
Business cycle
5
EU countries
5
EU-Staaten
5
Konjunktur
5
fractional cointegration
5
Aktienmarkt
4
Börsenkurs
4
Nichtlineare Regression
4
Nonlinear regression
4
Share price
4
Stock market
4
Volatilität
4
long memory
4
Africa
3
Afrika
3
Einheitswurzeltest
3
Exchange rate
3
Fractional integration
3
Inflation
3
Inflation rate
3
Inflationsrate
3
Multivariate Analyse
3
more ...
less ...
Online availability
All
Free
9
Type of publication
All
Book / Working Paper
9
Type of publication (narrower categories)
All
Working Paper
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Language
All
English
9
Author
All
Cheung, Yin-Wong
Gil-Alaña, Luis A.
Caporale, Guglielmo Maria
16
Spagnolo, Nicola
4
Barrell, Ray
2
Hunter, John
2
Nahhas, Abdulkader
2
Ali, Faek Menla
1
Arin, Kerim Peren
1
Campos, Nauro
1
Carcel, Hector
1
Ciferri, Davide
1
Cuñado Eizaguirre, Juncal
1
Girardi, Alessandro
1
Karanasos, Menelaos G.
1
Kyriacou, Kyriacos
1
Plastun, Alex
1
Poza, Carlos
1
Spagnolo, Fabio
1
Teterkina, Daria
1
Škare, Marinko
1
more ...
less ...
Published in...
All
Economics and finance working paper series
CESifo working papers
14
Discussion papers / Deutsches Institut für Wirtschaftsforschung
6
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
Discussion paper series / IZA
1
HKIMR working paper
1
Münchener Wirtschaftswissenschaftliche Beiträge : VWL ; discussion papers
1
Münchener Wirtschaftswissenschaftliche Beiträge : discussion papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
-
2019
Persistent link: https://www.econbiz.de/10011996362
Saved in:
2
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2017
Persistent link: https://www.econbiz.de/10011893067
Saved in:
3
The EMBI in Latin America : fractional integration, non-linearities and breaks
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2015
Persistent link: https://www.econbiz.de/10011448197
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.
-
2013
Persistent link: https://www.econbiz.de/10009731952
Saved in:
5
Long memory and fractional integration in high frequency financial time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003979849
Saved in:
6
Long memory and volatility dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003963286
Saved in:
7
Fractional cointegration in US term spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003963290
Saved in:
8
A multivariate long-memory model with structural breaks
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428263
Saved in:
9
Deterministic versus stochastic seasonal fractional integration and structural breaks
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428302
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->