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subject:"Wechselkurs"
type:"article"
~person:"Caporale, Guglielmo Maria"
~subject:"CAPM"
~subject:"Frankreich"
~subject:"Theorie"
~subject:"United States"
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Search: subject_exact:"Estimation theory"
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Estimation theory
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Caporale, Guglielmo Maria
Phillips, Peter C. B.
33
Andrews, Donald W. K.
31
Newey, Whitney K.
29
Baltagi, Badi H.
26
Li, Qi
26
Gouriéroux, Christian
25
Pesaran, M. Hashem
25
Ohtani, Kazuhiro
22
Krämer, Walter
21
McAleer, Michael
21
Giles, David E. A.
20
Horowitz, Joel
20
King, Maxwell L.
20
Wooldridge, Jeffrey M.
20
Ullah, Aman
19
Lee, Lung-fei
18
Robinson, Peter M.
18
Granger, C. W. J.
17
Srivastava, Virendra K.
16
Bera, Anil K.
15
Hahn, Jinyong
15
Hendry, David F.
15
Maddala, Gangadharrao S.
15
Schmidt, Peter
15
Hill, Rufus Carter
14
Kelejian, Harry H.
14
Lütkepohl, Helmut
14
Smith, Richard J.
14
Bai, Jushan
13
Dufour, Jean-Marie
13
Engle, Robert F.
13
Franses, Philip Hans
13
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13
Godfrey, L. G.
13
Hausman, Jerry A.
13
Powell, James
13
Rilstone, Paul
13
Swanson, Norman R.
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Economic modelling
2
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1
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1
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1
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1
Journal of policy modeling : JPMOD ; a social science forum of world issues
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Research in international business and finance
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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ECONIS (ZBW)
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1
Estimation of conditional asset pricing models with integrated variables in the beta specification
Antypas, Antonios
;
Caporale, Guglielmo Maria
; …
- In:
Research in international business and finance
52
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012548351
Saved in:
2
Multi-factor Gegenbauer processes and European inflation rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Journal of economic integration
26
(
2011
)
2
,
pp. 386-409
Persistent link: https://www.econbiz.de/10009154740
Saved in:
3
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
Saved in:
4
Parameter instability, superexogeneity, and the monetary model of the exchange rate
Caporale, Guglielmo Maria
;
Pittis, Nikitas
- In:
Weltwirtschaftliches Archiv : Zeitschrift des Instituts …
137
(
2001
)
3
,
pp. 501-524
Persistent link: https://www.econbiz.de/10001618429
Saved in:
5
Efficient estimation of cointegration vectors and testing for causality in vector autoregressions
Caporale, Guglielmo Maria
;
Pittis, Nikitas
- In:
Journal of economic surveys
13
(
1999
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10001255599
Saved in:
6
Conditional leptokurtosis and non-linear dependence in exchange rate returns
Caporale, Guglielmo Maria
- In:
Journal of policy modeling : JPMOD ; a social science …
20
(
1998
)
5
,
pp. 581-601
Persistent link: https://www.econbiz.de/10001246740
Saved in:
7
Unit roots and long-run causality : investigating the relationship between output, money and interest rates
Caporale, Guglielmo Maria
- In:
Economic modelling
15
(
1998
)
1
,
pp. 91-112
Persistent link: https://www.econbiz.de/10001247848
Saved in:
8
Causality and forecsting in incomplete systems
Caporale, Guglielmo Maria
- In:
Journal of forecasting
16
(
1997
)
6
,
pp. 425-437
Persistent link: https://www.econbiz.de/10001233087
Saved in:
9
Modelling the sterling-deutschmark exchange rate : non-linear dependence and thick tails
Caporale, Guglielmo Maria
- In:
Economic modelling
13
(
1996
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10001204716
Saved in:
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