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subject:"Welt"
~isPartOf:"Journal of economics and finance"
~isPartOf:"Research in international business and finance"
~person:"Caporale, Guglielmo Maria"
~person:"Lau, Chi Keung"
~subject:"Schätzung"
~subject:"Volatilität"
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Welt
Schätzung
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Estimation
9
Cointegration
4
Fractional integration
4
Kointegration
4
Time series analysis
3
Zeitreihenanalyse
3
Capital income
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Caporale, Guglielmo Maria
Lau, Chi Keung
Gupta, Rangan
11
Gil-Alaña, Luis A.
8
Tiwari, Aviral Kumar
6
Balcilar, Mehmet
4
Chevallier, Julien
4
Abedin, Mohammad Zoynul
3
Aboura, Sofiane
3
Apergēs, Nikolaos
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Ashraf, Badar Nadeem
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Ftiti, Zied
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Klotzle, Marcelo Cabus
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Mateev, Miroslav
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Pinto, Antônio Carlos Figueiredo
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3
Abakah, Emmanuel Joel Aikins
2
Antonakakis, Nikolaos
2
Asongu, Simplice
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Bahmani-Oskooee, Mohsen
2
Biekpe, Nicholas
2
Bouteska, Ahmed
2
Chiang, Thomas C.
2
Foglia, Matteo
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Grossmann, Axel
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Hajilee, Massomeh
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Naeem, Muhammad Abubakr
2
Nazlıoğlu, Şaban
2
Payne, James E.
2
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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
9
Finance research letters
6
Economic modelling
5
International review of financial analysis
5
Applied economics
4
International journal of finance & economics : IJFE
4
Journal of international money and finance
4
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
Energy economics
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Journal of international financial markets, institutions & money
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
Defence and peace economics
2
Discussion paper series / IZA
2
Empirica : journal of european economics
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Eurasian business review
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
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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
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:
3
Uncertainty and herding behavior : evidence from cryptocurrencies
Coskun, Esra Alp
;
Lau, Chi Keung
;
Kahyaoglu, Hakan
- In:
Research in international business and finance
54
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012581355
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
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:
8
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:
9
Stock market comovements around the Global Financial Crisis: Evidence from the UK, BRICS and MIST markets
Yarovaya, Larisa
;
Lau, Chi Keung
- In:
Research in international business and finance
37
(
2016
),
pp. 605-619
Persistent link: https://www.econbiz.de/10011595413
Saved in:
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