//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
type_genre:"Article in journal"
~person:"Caporale, Guglielmo Maria"
~person:"Wright, Jonathan H."
~subject:"USA"
~subject:"Volatilität"
~type_genre:"Multi-volume publication"
~type_genre:"Reprint"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
USA
Volatilität
Theorie
87
Theory
87
Estimation
32
Schätzung
32
Time series analysis
25
Zeitreihenanalyse
25
United States
22
Exchange rate
14
Wechselkurs
14
Estimation theory
13
Schätztheorie
13
Volatility
13
Börsenkurs
11
Share price
11
Capital income
10
Forecasting model
10
Kapitaleinkommen
10
Prognoseverfahren
10
Großbritannien
9
United Kingdom
9
Geldpolitik
8
Monetary policy
8
Deutschland
7
Einheitswurzeltest
7
Germany
7
Interest rate
7
Japan
7
Unit root test
7
Zins
7
Cointegration
5
Fractional integration
5
Kointegration
5
Bruttoinlandsprodukt
4
Causality analysis
4
Efficient market hypothesis
4
Effizienzmarkthypothese
4
Gross domestic product
4
Kaufkraftparität
4
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
34
Type of publication (narrower categories)
All
Article in journal
Multi-volume publication
Reprint
Arbeitspapier
41
Working Paper
41
Graue Literatur
40
Non-commercial literature
40
Aufsatz in Zeitschrift
34
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
34
Author
All
Caporale, Guglielmo Maria
Wright, Jonathan H.
Gupta, Rangan
31
Heckman, James J.
27
Bollerslev, Tim
26
McAleer, Michael
24
Chavas, Jean-Paul
22
Diebold, Francis X.
21
Serletis, Apostolos
19
Wohar, Mark E.
19
Gil-Alaña, Luis A.
18
Glaeser, Edward L.
18
Acemoglu, Daron
17
Christiano, Lawrence J.
17
Engle, Robert F.
17
Franses, Philip Hans
17
Uri, Noel Dean
17
Bekaert, Geert
16
Caballero, Ricardo J.
16
Ferson, Wayne E.
16
Hall, Robert Ernest
16
Lansing, Kevin J.
16
MacDonald, Ronald
16
Andersen, Torben
15
Asai, Manabu
15
Aït-Sahalia, Yacine
15
Eichenbaum, Martin S.
15
Fabozzi, Frank J.
15
Ghysels, Eric
15
Laporte, Gilbert
15
Slottje, Daniel Jonathan
15
Stock, James H.
15
Lo, Andrew W.
14
Longstaff, Francis A.
14
Miceli, Thomas J.
14
Wu, Chunchi
14
Attanasio, Orazio P.
13
Cheng, T. C. E.
13
Koopman, Siem Jan
13
Renault, Eric
13
more ...
less ...
Published in...
All
Economic modelling
3
The review of economics and statistics
3
Applied economics letters
2
Empirica : journal of european economics
2
Journal of econometrics
2
Annual review of financial economics
1
Applied financial economics letters
1
Computational economics
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Finance research letters
1
International journal of finance & economics : IJFE
1
Journal of banking & finance
1
Journal of economic integration
1
Journal of economic literature
1
Journal of international economics
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Journal of monetary economics
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Oxford bulletin of economics and statistics
1
Papers in money, macroeconomics and finance : proceedings of the Money, Macroeconomics and Finance Research Group
1
Review of financial economics : RFE
1
The American economic review
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
more ...
less ...
Source
All
ECONIS (ZBW)
34
Showing
1
-
10
of
34
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Aggregate insider trading and stock market volatility in the UK
Caporale, Guglielmo Maria
;
Kyriacou, Kyriacos
; …
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014490042
Saved in:
2
Missing events in event studies : identifying the effects of partially measured news surprises
Gürkaynak, Refet S.
;
Kısacıkoğlu, Burçin
;
Wright, …
- In:
The American economic review
110
(
2020
)
12
,
pp. 3871-3912
Persistent link: https://www.econbiz.de/10012431236
Saved in:
3
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:
4
Searching for inefficiencies in exchange rate dynamics
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Computational economics
49
(
2017
)
3
,
pp. 405-432
Persistent link: https://www.econbiz.de/10011762118
Saved in:
5
Forward-looking estimates of interest-rate distributions
Wright, Jonathan H.
- In:
Annual review of financial economics
9
(
2017
),
pp. 333-351
Persistent link: https://www.econbiz.de/10011910883
Saved in:
6
Exchange rate uncertainty and international portfolio flows : a multivariate GARCH-in-mean approach
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Nicola
- In:
Journal of international money and finance
54
(
2015
),
pp. 70-92
Persistent link: https://www.econbiz.de/10011476078
Saved in:
7
Persistence and cycles in US hours worked
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Economic modelling
38
(
2014
),
pp. 504-511
Persistent link: https://www.econbiz.de/10010418982
Saved in:
8
Credit spreads as predictors of real-time economic activity : a Bayesian model-averaging approach
Faust, Jon
;
Gilchrist, Simon
;
Wright, Jonathan H.
; …
- In:
The review of economics and statistics
95
(
2013
)
5
,
pp. 1501-1519
Persistent link: https://www.econbiz.de/10010350179
Saved in:
9
Identification and inference using event studies
Gürkaynak, Refet S.
;
Wright, Jonathan H.
- In:
Papers in money, macroeconomics and finance : …
81
(
2013
),
pp. 48-65
Persistent link: https://www.econbiz.de/10010254184
Saved in:
10
Estimating persistence in the volatility of asset returns with signal plus noise models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International journal of finance & economics : IJFE
17
(
2012
)
1
,
pp. 23-30
Persistent link: https://www.econbiz.de/10009507857
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->