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~accessRights:"free"
~isPartOf:"Brunel Business School, Economics and Finance Working Papers"
~isPartOf:"Economics and finance working paper series"
~language:"eng"
~language:"ukr"
~person:"Caporale, Guglielmo Maria"
~subject:"Zeitreihenanalyse"
~type:"book"
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Zeitreihenanalyse
Estimation
53
Schätzung
53
Time series analysis
49
Volatility
33
Volatilität
33
Aktienmarkt
31
Börsenkurs
31
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26
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fractional integration
17
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13
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Arbeitspapier
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Graue Literatur
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Caporale, Guglielmo Maria
Gil-Alaña, Luis A.
42
Carcel, Hector
4
Plastun, Alex
4
Balparda, Borja
3
Hunter, John
3
Barros, Carlos Pestana
2
Beirne, John
2
Cuñado Eizaguirre, Juncal
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Lovcha, Yuliya
2
Barassi, Marco R.
1
Burke, Simon P.
1
Ciferri, Davide
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Davis, E. Philip
1
Gil-Alana, Luis A.
1
Girardi, Alessandro
1
Gregoriou, Andros
1
Hall, Stephen G.
1
Hanck, Christoph
1
Karim, Dilruba
1
Makarenko, Inna
1
Poza, Carlos
1
Simpson, J. Mark
1
Spagnolo, Nicola
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Tabaghdehi, Seyedeh Asieh
1
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Brunel Business School, Economics and Finance Working Papers
Economics and finance working paper series
CESifo working papers
48
Discussion papers / Deutsches Institut für Wirtschaftsforschung
21
CESifo Working Paper
20
DIW Berlin Discussion Paper
15
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14
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5
Discussion papers of interdisciplinary research project 373
2
HWWA Discussion Paper
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1
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1
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ECONIS (ZBW)
49
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1
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
-
2019
Persistent link: https://www.econbiz.de/10011996362
Saved in:
2
Fractional integration and the persistence of UK inflation, 1210-2016
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2018
Persistent link: https://www.econbiz.de/10011995775
Saved in:
3
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
-
2018
Persistent link: https://www.econbiz.de/10011995632
Saved in:
4
Persistence in the Russian stock market volatility indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2018
Persistent link: https://www.econbiz.de/10011995731
Saved in:
5
Prospects for a monetary union in the East Africa community : some empirical evidence
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2018
Persistent link: https://www.econbiz.de/10011995640
Saved in:
6
UK overseas visitors : seasonality and persistence
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2018
Persistent link: https://www.econbiz.de/10011995763
Saved in:
7
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2017
Persistent link: https://www.econbiz.de/10011631069
Saved in:
8
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2017
Persistent link: https://www.econbiz.de/10011893067
Saved in:
9
Long memory and data frequency in financial markets
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2017
Persistent link: https://www.econbiz.de/10011656648
Saved in:
10
Persistence in the cryptocurrency market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2017
Persistent link: https://www.econbiz.de/10011893899
Saved in:
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