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~accessRights:"free"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~subject:"Cointegration"
~subject:"Hysteresis"
~subject:"Schätzung"
~subject:"Stock market"
~subject:"Volatilität"
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Cointegration
Hysteresis
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Stock market
Volatilität
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46
Zeitreihenanalyse
36
Time series analysis
35
USA
31
United States
31
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26
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10
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Caporale, Guglielmo Maria
McAleer, Michael
50
Gupta, Rangan
41
Gil-Alaña, Luis A.
39
Weber, Enzo
33
Hayo, Bernd
30
Pierdzioch, Christian
30
Minford, Patrick
25
Döpke, Jörg
24
Guo, Hui
24
Stulz, René M.
24
Wagner, Joachim
21
Buch, Claudia M.
20
Merkl, Christian
20
Miller, Stephen M.
18
Chang, Chia-Lin
17
Diebold, Francis X.
17
Huber, Florian
16
Härdle, Wolfgang
16
Meenagh, David
16
Pesaran, M. Hashem
16
Tillmann, Peter
16
Spagnolo, Nicola
14
Stadtmann, Georg
14
Voigt, Stefan
14
Dreger, Christian
13
Fischer, Manfred M.
13
Galí, Jordi
13
Karolyi, G. Andrew
13
Sala, Hector
13
Sercu, Piet
13
Snower, Dennis J.
13
Theodoridis, Konstantinos
13
Allen, David E.
12
Bauer, Thomas K.
12
Bollerslev, Tim
12
Andersen, Torben
11
Andreasen, Martin Møller
11
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Economics and finance working paper series
67
CESifo Working Paper Series
2
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ECONIS (ZBW)
75
EconStor
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1
The impact of
business
and political news on the GCC stock markets
Al-Maadid, Alanoud
;
Caporale, Guglielmo Maria
; …
-
2018
Persistent link: https://www.econbiz.de/10011995746
Saved in:
2
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:
3
Trends and cycles in macro series : the case of US real GDP
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2017
Persistent link: https://www.econbiz.de/10011893395
Saved in:
4
Trade flows and trade specialization : the case of China
Caporale, Guglielmo Maria
;
Sova, Anamaria
;
Sova, Robert
-
2015
Persistent link: https://www.econbiz.de/10010520744
Saved in:
5
Persistence and cycles in the US federal funds rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2012
Persistent link: https://www.econbiz.de/10009672480
Saved in:
6
The weekend effect : an exploitable anomaly in the Ukrainian stock market?
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2015
Persistent link: https://www.econbiz.de/10010520749
Saved in:
7
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2015
Persistent link: https://www.econbiz.de/10010520824
Saved in:
8
The relationship between health care expenditure and disposable personal income in the US States : a fractional integration and cointegration analysis
Caporale, Guglielmo Maria
;
Cuñado Eizaguirre, Juncal
; …
-
2015
Persistent link: https://www.econbiz.de/10011284934
Saved in:
9
Exchange rate dynamics and monetary unions in Africa : a fractional integration and cointegration analysis
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Carcel, Hector
-
2015
Persistent link: https://www.econbiz.de/10010527158
Saved in:
10
The Kenyan stock market : inefficiency, long memory, persistence and anomalities in the NSE-20
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
-
2015
Persistent link: https://www.econbiz.de/10010527181
Saved in:
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