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~accessRights:"restricted"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"Research in international business and finance"
~language:"eng"
~language:"est"
~person:"Caporale, Guglielmo Maria"
~person:"Färe, Rolf"
~person:"Hansen, Lars Peter"
~person:"Mukherjee, Arijit"
~person:"Phillips, Peter C. B."
~person:"Shahbaz, Muhammad"
~person:"Tsionas, Efthymios G."
~subject:"Börsenkurs"
~subject:"Market entry"
~subject:"Schätzung"
~subject:"Theory"
~subject:"United States"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
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Börsenkurs
Market entry
Schätzung
Theory
United States
Fractional integration
4
Theorie
4
Estimation
3
Time series analysis
3
Volatility
3
Volatilität
3
Zeitreihenanalyse
3
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2
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Article in journal
Aufsatz in Zeitschrift
Collection of articles written by one author
Handbuch
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Caporale, Guglielmo Maria
Färe, Rolf
Hansen, Lars Peter
Mukherjee, Arijit
Phillips, Peter C. B.
Shahbaz, Muhammad
Tsionas, Efthymios G.
Gupta, Rangan
13
Antoine, Bertille
6
Gil-Alaña, Luis A.
6
Proulx, Kevin
6
Renault, Eric
6
Tiwari, Aviral Kumar
6
Zaremba, Adam
6
Gagliardini, Patrick
5
Hassan, M. Kabir
5
Papadamou, Stephanos
5
Umar, Zaghum
5
Aharon, David Y.
4
Ashraf, Badar Nadeem
4
Chevallier, Julien
4
Ftiti, Zied
4
Hasbrouck, Joel
4
Sensoy, Ahmet
4
Wohar, Mark E.
4
Abedin, Mohammad Zoynul
3
Aboura, Sofiane
3
Balcilar, Mehmet
3
Ben Omrane, Walid
3
Buccheri, Giuseppe
3
Corbet, Shaen
3
Corsi, Fulvio
3
Hook, Law Siong
3
Hudson, Robert
3
Ji, Qiang
3
Klotzle, Marcelo Cabus
3
Larkin, Charles
3
Lau, Chi Keung
3
Ledoit, Olivier
3
Lucey, Brian M.
3
Minh Thi Hong Dinh
3
Moussa, Faten
3
Pinto, Antônio Carlos Figueiredo
3
Shen, Dehua
3
Urquhart, Andrew
3
Xiong, Xiong
3
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Journal of financial econometrics
Research in international business and finance
European journal of operational research : EJOR
27
Economics letters
15
Energy economics
15
Journal of econometrics
15
Global business review
9
International review of economics & finance : IREF
8
Econometric theory
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Finance research letters
6
International journal of production economics
6
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
Journal of international financial markets, institutions & money
5
Omega : the international journal of management science
5
Computational economics
4
International journal of finance & economics : IJFE
4
International review of financial analysis
4
Journal of international money and finance
4
Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
4
Tourism management : research, policies, practice
4
Applied economics
3
Asian economic papers
3
Econometric reviews
3
International journal of hospitality management
3
Journal of banking & finance
3
Journal of economics and finance
3
Journal of quantitative economics
3
China economic review : an international journal
2
Economic modelling
2
Empirica : journal of european economics
2
Environmental economics and policy studies : the official journal of the Society for Environmental Economics and Policy Studies ; the official journal of the East Asian Association of Environmental and Resource Economics
2
European economic review : EER
2
Financial markets and portfolio management
2
Journal of applied econometrics
2
Journal of economic behavior & organization : JEBO
2
Journal of economic dynamics & control
2
Journal of empirical finance
2
Journal of financial stability
2
Journal of hospitality & tourism research : JHTR ; the professional journal of the Council on Hotel, Restaurant, and Institutional Education
2
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ECONIS (ZBW)
8
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1
Common bubble detection in large dimensional financial systems
Chen, Ye
;
Phillips, Peter C. B.
;
Shi, Shuping
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 989-1063
Persistent link: https://www.econbiz.de/10014391455
Saved in:
2
Economic policy uncertainty : persistence and cross-country linkages
Abakah, Emmanuel Joel Aikins
;
Caporale, Guglielmo Maria
; …
- In:
Research in international business and finance
58
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013286262
Saved in:
3
Causal change detection in possibly integrated systems : revisiting the money-income relationship
Shi, Shuping
;
Hurn, Stan
;
Phillips, Peter C. B.
- In:
Journal of financial econometrics
18
(
2020
)
1
,
pp. 158-180
Persistent link: https://www.econbiz.de/10012180414
Saved in:
4
Comment on: pseudo-true SDFs in conditional asset pricing models
Hansen, Lars Peter
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 715-720
Persistent link: https://www.econbiz.de/10012405515
Saved in:
5
High and low prices and the range in the European stock markets : a long-memory approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
Research in international business and finance
52
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012543286
Saved in:
6
Rejoinder on: pseudo-true SDFs in conditional asset pricing models
Antoine, Bertille
;
Proulx, Kevin
;
Renault, Eric
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 776-790
Persistent link: https://www.econbiz.de/10012405523
Saved in:
7
Modelling volatility of cryptocurrencies using Markov-Switching GARCH models
Caporale, Guglielmo Maria
;
Zekokh, Timur
- In:
Research in international business and finance
48
(
2019
),
pp. 143-155
Persistent link: https://www.econbiz.de/10012135859
Saved in:
8
Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
- In:
Research in international business and finance
44
(
2018
),
pp. 227-238
Persistent link: https://www.econbiz.de/10011983039
Saved in:
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