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subject:"Volatility"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Research in international business and finance"
~person:"Caporale, Guglielmo Maria"
~person:"Gupta, Rangan"
~subject:"Zeitreihenanalyse"
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Volatility
Zeitreihenanalyse
Estimation
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Aktienmarkt
7
Capital income
7
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Caporale, Guglielmo Maria
Gupta, Rangan
Gil-Alaña, Luis A.
6
Aboura, Sofiane
3
Chevallier, Julien
3
Ma, Feng
3
McMillan, David G.
3
Tiwari, Aviral Kumar
3
De Grauwe, Paul
2
Hammoudeh, Shawkat
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Klotzle, Marcelo Cabus
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Ogbonna, Ahamuefula E.
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Pinto, Antônio Carlos Figueiredo
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Salisu, Afees A.
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Umar, Zaghum
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Wei, Yu
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Xuan Vinh Vo
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Yaya, OlaOluwa S.
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1
Abosedra, Salah S.
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Adewuyi, Adeolu O.
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Agarwal, Vineet
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Agudelo, Diego A.
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Ahmed, Rizwan
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1
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1
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1
Asai, Manabu
1
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1
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International journal of finance & economics : IJFE
Research in international business and finance
CESifo working papers
39
Economics and finance working paper series
34
Department of Economics working paper series
23
Discussion papers / Deutsches Institut für Wirtschaftsforschung
17
CESifo Working Paper Series
12
Discussion paper / Centre for Economic Forecasting
11
DIW Berlin Discussion Paper
8
Applied economics letters
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The North American journal of economics and finance : a journal of financial economics studies
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CESifo Working Paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Working papers / University of Connecticut, Department of Economics
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Open economies review
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Economics letters
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Journal of international money and finance
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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Applied financial economics
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Emerging markets review
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International review of economics & finance : IREF
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Journal of economics and finance : JEF
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Journal of forecasting
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Journal of multinational financial management
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Oxford bulletin of economics and statistics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The European journal of finance
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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
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
Saved in:
3
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
Saved in:
4
Forecasting stock market (realized) volatility in the United Kingdom : is there a role of inequality?
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2146-2152
Persistent link: https://www.econbiz.de/10013184696
Saved in:
5
Economic policy uncertainty : persistence and cross-country linkages
Abakah, Emmanuel Joel Aikins
;
Caporale, Guglielmo Maria
; …
- In:
Research in international business and finance
58
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013286262
Saved in:
6
Disaggregated oil shocks and stock-market tail risks : evidence from a panel of 48 economics
Gupta, Rangan
;
Sheng, Xin
;
Pierdzioch, Christian
;
Ji, Qiang
- In:
Research in international business and finance
58
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013287890
Saved in:
7
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:
8
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:
9
Has the correlation of inflation and stock prices changed in the United States over the last two centuries?
Antonakakis, Nikolaos
;
Gupta, Rangan
;
Tiwari, Aviral Kumar
- In:
Research in international business and finance
42
(
2017
),
pp. 1-8
Persistent link: https://www.econbiz.de/10011747216
Saved in:
10
Does country risks predict stock returns and volatility? : evidence from a nonparametric approach
Suleman, Tahir
;
Gupta, Rangan
;
Balcilar, Mehmet
- In:
Research in international business and finance
42
(
2017
),
pp. 1173-1195
Persistent link: https://www.econbiz.de/10011760918
Saved in:
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