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subject:"Welt"
~isPartOf:"International economics : a journal published by CEPII (Center for research and expertise on the world economy)"
~isPartOf:"Journal of economics and finance"
~isPartOf:"Research in international business and finance"
~person:"Caporale, Guglielmo Maria"
~subject:"Schätzung"
~subject:"Volatilität"
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Welt
Schätzung
Volatilität
Estimation
10
Cointegration
5
Fractional integration
5
Kointegration
5
Time series analysis
5
Zeitreihenanalyse
5
Interest rate
4
Long memory
4
Theorie
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Theory
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Zins
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Fisher effect
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Fisher-Effekt
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Economic policy uncertainty
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Economy of time
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Einheitswurzeltest
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Estimation theory
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Euribor rate
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Caporale, Guglielmo Maria
Gil-Alaña, Luis A.
12
Gupta, Rangan
12
Tiwari, Aviral Kumar
6
Balcilar, Mehmet
4
Chevallier, Julien
4
Abedin, Mohammad Zoynul
3
Aboura, Sofiane
3
Antonakakis, Nikolaos
3
Apergēs, Nikolaos
3
Ashraf, Badar Nadeem
3
Bahmani-Oskooee, Mohsen
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Ftiti, Zied
3
Guesmi, Khaled
3
Hammoudeh, Shawkat
3
Klotzle, Marcelo Cabus
3
Mateev, Miroslav
3
Nguyen Phuc Canh
3
Papadamou, Stephanos
3
Pinto, Antônio Carlos Figueiredo
3
Wohar, Mark E.
3
Abakah, Emmanuel Joel Aikins
2
Ahmed, Walid M. A.
2
Aloui, Chaker
2
Altıntaş, Halil
2
Asongu, Simplice
2
Biekpe, Nicholas
2
Bouteska, Ahmed
2
Chiang, Thomas C.
2
Foglia, Matteo
2
Grossmann, Axel
2
Hajilee, Massomeh
2
Hamori, Shigeyuki
2
Holmes, Mark J.
2
Huang, MeiChi
2
Jareño, Francisco
2
Ji, Qiang
2
Kassouri, Yacouba
2
Kim, Jaebeom
2
Kitamura, Yoshihiro
2
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
Journal of economics and finance
Research in international business and finance
CESifo working papers
76
Economics and finance working paper series
53
Discussion papers / Deutsches Institut für Wirtschaftsforschung
34
CESifo Working Paper Series
28
DIW Berlin Discussion Paper
24
Discussion paper / Centre for Economic Forecasting
22
CESifo Working Paper
21
Applied economics letters
7
Economic modelling
4
Journal of international money and finance
4
Applied economics
3
Department of Economics working papers
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion papers of interdisciplinary research project 373
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Finance research letters
3
International journal of finance & economics : IJFE
3
International review of financial analysis
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied financial economics
2
Bulletin of economic research
2
Discussion paper series / IZA
2
Empirica : journal of european economics
2
Journal of economic integration
2
Journal of economics and finance : JEF
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Open economies review
2
Oxford bulletin of economics and statistics
2
Review of financial economics : RFE
2
Review of international economics
2
Scottish journal of political economy : the journal of the Scottish Economic Society
2
African development review
1
Applied financial economics letters
1
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
China economic review : an international journal
1
Comparative economic studies
1
Computational economics
1
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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
Nonlinearities in the exchange rate pass-through : the role of inflation expectations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
International economics : a journal published by CEPII …
173
(
2023
),
pp. 86-101
Persistent link: https://www.econbiz.de/10014373714
Saved in:
3
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:
4
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:
5
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:
6
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:
7
Testing the Fisher hypothesis in the G-7 countries using I(d) techniques
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International economics : a journal published by CEPII …
159
(
2019
),
pp. 140-150
Persistent link: https://www.econbiz.de/10012318834
Saved in:
8
The fisher relationship in Nigeria
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
- In:
Journal of economics and finance
41
(
2017
)
2
,
pp. 343-353
Persistent link: https://www.econbiz.de/10011795723
Saved in:
9
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
International economics : a journal published by CEPII …
152
(
2017
),
pp. 116-123
Persistent link: https://www.econbiz.de/10011802433
Saved in:
10
Persistence and cyclical dependence in the monthly euribor rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Journal of economics and finance
40
(
2016
)
1
,
pp. 157-171
Persistent link: https://www.econbiz.de/10011589974
Saved in:
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