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subject:"Volatility"
~isPartOf:"Research in international business and finance"
~person:"Caporale, Guglielmo Maria"
~person:"Engle, Robert F."
~person:"McAleer, Michael"
~subject:"Theory"
~subject:"United States"
~subject:"World"
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Volatility
Theory
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Estimation
5
Schätzung
5
Cointegration
3
Fractional integration
3
Kointegration
3
Long memory
2
Time series analysis
2
Volatilität
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Zeitreihenanalyse
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High and low prices
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Caporale, Guglielmo Maria
Engle, Robert F.
McAleer, Michael
Gupta, Rangan
4
Aboura, Sofiane
3
Chevallier, Julien
3
Gil-Alaña, Luis A.
3
Ashraf, Badar Nadeem
2
Ftiti, Zied
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Guesmi, Khaled
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Ji, Qiang
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Klotzle, Marcelo Cabus
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1
Agarwal, Vineet
1
Agudelo, Diego A.
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Akbar, Muhammad
1
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Albulescu, Claudiu Tiberiu
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Albuquerque, Pedro H.
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Ali Shah, Syed Zulfiqar
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Alsarhan, Abdulwahab A.
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Research in international business and finance
CESifo working papers
38
Economics and finance working paper series
31
Econometric Institute research papers
30
Discussion papers / Deutsches Institut für Wirtschaftsforschung
19
CESifo Working Paper Series
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Working paper
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DIW Berlin Discussion Paper
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International review of economics & finance : IREF
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Economic modelling
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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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 economics and finance : JEF
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Journal of macroeconomics
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Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Journal of risk and financial management : JRFM
2
Oxford bulletin of economics and statistics
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Review of financial economics : RFE
2
Risks : open access journal
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Scottish journal of political economy : the journal of the Scottish Economic Society
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ECONIS (ZBW)
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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
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:
3
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:
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