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subject:"Welt"
~language:"bul"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~subject:"2000"
~subject:"Capital income"
~subject:"Prognoseverfahren"
~type_genre:"Amtsdruckschrift"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
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Welt
2000
Capital income
Prognoseverfahren
Estimation
93
Schätzung
93
Time series analysis
38
Zeitreihenanalyse
38
Cointegration
29
Kointegration
29
Theorie
28
Theory
28
USA
25
United States
25
Fractional integration
18
Börsenkurs
17
Share price
17
Volatility
16
Volatilität
16
EU countries
13
EU-Staaten
13
Großbritannien
13
United Kingdom
13
Interest rate
12
Zins
12
Aktienmarkt
11
Kapitaleinkommen
11
Kaufkraftparität
11
Purchasing power parity
11
Stock market
11
fractional integration
10
Einheitswurzeltest
9
Exchange rate
9
Persistence
9
Unit root test
9
Wechselkurs
9
Business cycle
8
Konjunktur
8
Long memory
8
Nichtlineare Regression
8
Nonlinear regression
8
Geldpolitik
7
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7
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Article
15
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Amtsdruckschrift
Aufsatz in Zeitschrift
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Arbeitspapier
30
Graue Literatur
30
Non-commercial literature
30
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30
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15
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Caporale, Guglielmo Maria
Gupta, Rangan
101
Zaremba, Adam
60
Pierdzioch, Christian
37
McMillan, David G.
36
Wohar, Mark E.
36
Ma, Feng
35
Wang, Yudong
28
Balcilar, Mehmet
27
Narayan, Paresh Kumar
27
Lee, Chien-chiang
26
Bouri, Elie
25
Tiwari, Aviral Kumar
25
Xuan Vinh Vo
25
Hammoudeh, Shawkat
24
Salisu, Afees A.
24
Zhang, Yaojie
24
Apergēs, Nikolaos
23
Bollerslev, Tim
21
Gil-Alaña, Luis A.
21
Demirer, Rıza
20
Kumar, Dilip
19
Schneider, Friedrich
19
Bahmani-Oskooee, Mohsen
18
Cakici, Nusret
18
Shahbaz, Muhammad
18
Todorov, Viktor
18
Bali, Turan G.
17
MacDonald, Ronald
17
Moosa, Imad A.
17
Zhu, Huiming
17
Nonejad, Nima
16
Sehgal, Sanjay
16
Marcellino, Massimiliano
15
Wei, Yu
15
Chiang, Thomas C.
14
Long, Huaigang
14
McAleer, Michael
14
Voigt, Stefan
14
Yin, Libo
14
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Journal of economics and finance : JEF
2
Applied economics letters
1
Applied financial economics letters
1
Computational economics
1
Empirica : journal of european economics
1
Finance research letters
1
Financial markets and portfolio management
1
International journal of finance & economics : IJFE
1
International review of applied economics
1
Journal of international money and finance
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Research in international business and finance
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
15
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10
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15
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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
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
3
Persistence in ESG and conventional stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
46
(
2022
)
4
,
pp. 678-703
Persistent link: https://www.econbiz.de/10013442222
Saved in:
4
The Covid-19 pandemic and European trade flows : evidence from a dynamic panel model
Caporale, Guglielmo Maria
;
Sova, Anamaria Diana
;
Sova, …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
3
,
pp. 2563-2580
Persistent link: https://www.econbiz.de/10014635142
Saved in:
5
Persistence in the market risk premium : evidence across countries
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
45
(
2021
)
3
,
pp. 413-427
Persistent link: https://www.econbiz.de/10012547070
Saved in:
6
The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 118-123
Persistent link: https://www.econbiz.de/10014249042
Saved in:
7
Momentum effects in the cryptocurrency market after one-day abnormal returns
Caporale, Guglielmo Maria
;
Plastun, Alex
- In:
Financial markets and portfolio management
34
(
2020
)
3
,
pp. 251-266
Persistent link: https://www.econbiz.de/10012289645
Saved in:
8
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
27
(
2018
),
pp. 140-147
Persistent link: https://www.econbiz.de/10012006763
Saved in:
9
Short-term price overreactions : identification, testing, exploitation
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Computational economics
51
(
2018
)
4
,
pp. 913-940
Persistent link: https://www.econbiz.de/10011972202
Saved in:
10
International portfolio flows and exchange rate volatility in emerging Asian markets
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Fabio
- In:
Journal of international money and finance
76
(
2017
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011788040
Saved in:
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