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subject:"Volatility"
type_genre:"Graue Literatur"
~isPartOf:"Economics and finance working paper series"
~subject:"Geldpolitik"
~subject:"Zeitreihenanalyse"
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Volatility
Geldpolitik
Zeitreihenanalyse
Estimation
67
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27
Cointegration
16
Kointegration
16
USA
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United States
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fractional integration
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Caporale, Guglielmo Maria
32
Gil-Alaña, Luis A.
24
Spagnolo, Nicola
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Carcel, Hector
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Ali, Faek Menla
2
Balparda, Borja
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Barrell, Ray
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Hunter, John
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Lovcha, Yuliya
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Nahhas, Abdulkader
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Akdeniz, Coşkun
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Arin, Kerim Peren
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Catik, A. Nazif
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Cuñado Eizaguirre, Juncal
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Helmi, Mohamad Husam
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Karanasos, Menelaos G.
1
Karim, Dilruba
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1
Plastun, Alex
1
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Economics and finance working paper series
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ECONIS (ZBW)
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Volatility forecasts for the RTS stock index : option-implied volatility versus alternative methods
Caporale, Guglielmo Maria
;
Teterkina, Daria
-
2019
Persistent link: https://www.econbiz.de/10011996358
Saved in:
2
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:
3
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
-
2018
Persistent link: https://www.econbiz.de/10011995632
Saved in:
4
Fractional integration and the persistence of UK inflation, 1210-2016
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2018
Persistent link: https://www.econbiz.de/10011995775
Saved in:
5
Financial integration in the GCC region : market size versus national effects
Arin, Kerim Peren
;
Caporale, Guglielmo Maria
;
Kyriacou, …
-
2018
Persistent link: https://www.econbiz.de/10011995788
Saved in:
6
EU cross-border banking and financial crises : empirical evidence using the gravity model
Barrell, Ray
;
Nahhas, Abdulkader
;
Hunter, John
-
2017
Persistent link: https://www.econbiz.de/10011893055
Saved in:
7
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:
8
Trends and cycles in macro series : the case of US real GDP
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2017
Persistent link: https://www.econbiz.de/10011893395
Saved in:
9
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2017
Persistent link: https://www.econbiz.de/10011631069
Saved in:
10
Unemployment in Africa : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2017
Persistent link: https://www.econbiz.de/10011631077
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