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~isPartOf:"Economics and finance working paper series"
~isPartOf:"Journal of financial economics"
~subject:"CAPM"
~subject:"Volatility"
~type:"book"
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CAPM
Volatility
Estimation
72
Schätzung
72
Theorie
71
Theory
71
Time series analysis
53
Zeitreihenanalyse
53
Volatilität
46
Aktienmarkt
45
Stock market
45
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43
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43
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40
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40
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39
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39
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38
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Cointegration
28
Kointegration
28
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25
Finanzkrise
25
Emerging economies
21
Schwellenländer
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ARCH model
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ARCH-Modell
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19
Banking crisis
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Bank
18
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Panel study
18
fractional integration
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Efficient market hypothesis
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Effizienzmarkthypothese
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Arbeitspapier
52
Working Paper
52
Graue Literatur
48
Non-commercial literature
48
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English
52
Author
All
Caporale, Guglielmo Maria
35
Spagnolo, Nicola
16
Gil-Alaña, Luis A.
9
Spagnolo, Fabio
7
Hunter, John
5
Beirne, John
4
Plastun, Alex
4
Moore, Tomoe
3
Wu, Feng
3
Ali, Faek Menla
2
Barrell, Ray
2
Karanasos, Menelaos
2
Kartsaklas, Aris
2
Nahhas, Abdulkader
2
Schulze-Ghattas, Marianne
2
Wang, Ping
2
Abilov, Nurdaulet
1
Al-Maadid, Alanoud
1
Amor, Thouraya Hadj
1
Antypas, Antonios
1
Arin, Kerim Peren
1
Babalos, Vassilios
1
Bhaumik, Sumon Kumar
1
Campos, Nauro
1
Canepa, Alessandra
1
Chen, Qiwei
1
Ciferri, Davide
1
Davis, E. Philip
1
Donadelli, Michael
1
Girardi, Alessandro
1
Gregoriou, A.
1
Gregoriou, Andros
1
Ibnrubbian, Abdullah
1
Ioannidis, C.
1
Karanasos, Menelaos G.
1
Kartsaklas, A.
1
Kourogenis, Nikolaos
1
Kyriacou, Kyriacos
1
Li, Christine
1
Makarenko, Inna
1
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Economics and finance working paper series
Journal of financial economics
Working paper
131
CREATES research paper
128
Finance and economics discussion series
110
Cambridge working papers in economics
52
Department of Economics working paper series
51
Fisher College of Business working paper series
50
NBER working paper series
45
Working papers
41
NBER Working Paper
40
Econometric Institute research papers
35
SFB 649 discussion paper
32
CESifo working papers
27
Discussion paper series / IZA
27
LEM working paper series
27
Discussion papers in economics
26
MPRA Paper
25
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
25
Discussion paper / Department of Business and Management Science
23
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
23
Working papers series / Federal Reserve Bank of San Francisco
23
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22
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22
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CFS working paper series
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21
Working paper / Department of Economics, Lund University
20
Working papers / University of Connecticut, Department of Economics
20
Discussion paper
19
Economics / Discussion papers : the open-access, open-assessment e-journal
19
Kiel working paper
18
ERID working paper
17
Economics discussion papers
17
IFA working paper
17
Working papers / Rodney L. White Center for Financial Research
17
Cowles Foundation discussion paper
16
Working papers / Department of Economics, Universidad Carlos III de Madrid
16
Quaderni - working paper DSE / Alma Mater Studiorum - Università di Bologna, Department of Economics
15
Umeå economic studies
15
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ECONIS (ZBW)
52
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1
Exchange rates and bilateral FDI : gravity models of bilateral FDI in high income economies
Barrell, Ray
;
Nahhas, Abdulkader
;
Hunter, John
-
2017
Persistent link: https://www.econbiz.de/10011656654
Saved in:
2
International capital markets structure, preferences and puzzles : the US-China case
Caporale, Guglielmo Maria
;
Donadelli, Michael
;
Varani, …
-
2014
Persistent link: https://www.econbiz.de/10010241355
Saved in:
3
GMM and present value tests of the C-CAPM under transactions costs : evidence from the UK stock market
Gregoriou, A.
(
contributor
);
Ioannidis, C.
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10001768430
Saved in:
4
Volatility forecasts for the RTS stock index : option-implied volatility versus alternative methods
Caporale, Guglielmo Maria
;
Teterkina, Daria
-
2019
Persistent link: https://www.econbiz.de/10011996358
Saved in:
5
Bitcoin fluctuations and the frequency of price overreactions
Caporale, Guglielmo Maria
;
Plastun, Alex
;
Oliinyk, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011995725
Saved in:
6
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:
7
On stock price overreactions : frequency, seasonality and information content
Caporale, Guglielmo Maria
;
Plastun, Alex
-
2018
Persistent link: https://www.econbiz.de/10011995735
Saved in:
8
Modelling volatility of cryptocurrencies using Markov-switching GARCH models
Caporale, Guglielmo Maria
;
Zekokh, Timur
-
2018
Persistent link: https://www.econbiz.de/10011995757
Saved in:
9
Financial integration in the GCC region : market size versus national effects
Arin, Kerim Peren
;
Caporale, Guglielmo Maria
;
Kyriacou, …
-
2018
Persistent link: https://www.econbiz.de/10011995788
Saved in:
10
EU cross-border banking and financial crises : empirical evidence using the gravity model
Barrell, Ray
;
Nahhas, Abdulkader
;
Hunter, John
-
2017
Persistent link: https://www.econbiz.de/10011893055
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