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~accessRights:"free"
~language:"eng"
~language:"ita"
~language:"ron"
~person:"Caporale, Guglielmo Maria"
~subject:"Volatilität"
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Volatilität
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47
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Caporale, Guglielmo Maria
McAleer, Michael
37
Gupta, Rangan
20
Pierdzioch, Christian
17
Buch, Claudia M.
11
Chang, Chia-Lin
11
Spagnolo, Nicola
11
Diebold, Francis X.
10
Guo, Hui
9
Härdle, Wolfgang
9
Hautsch, Nikolaus
8
Miller, Stephen M.
8
Weber, Enzo
8
Andersen, Torben
7
Bollerslev, Tim
7
Mumtaz, Haroon
7
Xu, Yongdeng
7
Alòs, Elisa
6
Asai, Manabu
6
Benk, Szilárd
6
Caporin, Massimiliano
6
Chiarella, Carl
6
Döpke, Jörg
6
Gil-Alaña, Luis A.
6
Gillman, Max
6
Kejak, Michal
6
Neely, Christopher J.
6
Nguyen, Hoang
6
Siklos, Pierre L.
6
Vespignani, Joaquin
6
Allen, David E.
5
Bartram, Söhnke M.
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Branger, Nicole
5
Cepni, Oguzhan
5
Dijk, Dick van
5
Fang, Wen-shwo
5
Huber, Florian
5
Häfke, Christian
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Karolyi, G. Andrew
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Economics and finance working paper series
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ECONIS (ZBW)
20
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1
Spillovers between food and energy prices and structural breaks /Alanoud Al-Maadid, Guglielmo Maria Caporale, Fabio Spagnolo and Nicola Spagnolo
Al-Maadid, Alanoud
;
Caporale, Guglielmo Maria
; …
-
2015
Persistent link: https://www.econbiz.de/10010527213
Saved in:
2
Macro news and commodity returns
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2015
Persistent link: https://www.econbiz.de/10011348459
Saved in:
3
Macro news and bond yield spreads in the euro area
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2014
Persistent link: https://www.econbiz.de/10010431601
Saved in:
4
Macro news and stock returns in the euro area : a VAR-GARCH-in-mean analysis
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2014
Persistent link: https://www.econbiz.de/10010402688
Saved in:
5
Oil price uncertainty and sectoral stock returns in China : a time-varying approach
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Nicola
-
2014
Persistent link: https://www.econbiz.de/10010402689
Saved in:
6
Long memory in UK real GDP, 1851 - 2013 : an ARFIMA-FIGARCH analysis
Caporale, Guglielmo Maria
;
Škare, Marinko
-
2014
Persistent link: https://www.econbiz.de/10010402692
Saved in:
7
Long memory in the Ukrainian stock market and financial crises
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2013
Persistent link: https://www.econbiz.de/10010241526
Saved in:
8
Long memory and fractional integration in high frequency data on the US dollar British pound spot exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2013
Persistent link: https://www.econbiz.de/10009731952
Saved in:
9
Stock market integration between three CEECs
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
-
2010
Persistent link: https://www.econbiz.de/10003979840
Saved in:
10
Long memory and fractional integration in high frequency financial time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003979849
Saved in:
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