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~isPartOf:"Applied economics letters"
~isPartOf:"Economics letters"
~isPartOf:"Journal of policy modeling : JPMOD ; a social science forum of world issues"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~subject:"Schätzung"
~type:"article"
~type_genre:"Article in journal"
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Caporale, Guglielmo Maria
Chang, Tsangyao
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Applied economics letters
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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1
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
2
Modelling African inflation rates : nonlinear deterministic terms and long-range dependence
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
Applied economics letters
22
(
2015
)
4/6
,
pp. 421-424
Persistent link: https://www.econbiz.de/10010507895
Saved in:
3
Fractional cointegration in US term spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
19
(
2012
)
4/6
,
pp. 431-434
Persistent link: https://www.econbiz.de/10009630703
Saved in:
4
Price formation on the EuroMTS platform
Caporale, Guglielmo Maria
;
Girardi, Alessandro
- In:
Applied economics letters
18
(
2011
)
1/3
,
pp. 229-233
Persistent link: https://www.econbiz.de/10009230096
Saved in:
5
Multiple cyclical fractional structures in financial time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
17
(
2010
)
10/12
,
pp. 1079-1081
Persistent link: https://www.econbiz.de/10008699280
Saved in:
6
Cointegration tests of PPP : do they also exhibit erratic behaviour?
Caporale, Guglielmo Maria
;
Hanck, Christoph
- In:
Applied economics letters
16
(
2009
)
1/3
,
pp. 9-15
Persistent link: https://www.econbiz.de/10003822534
Saved in:
7
Non-normality, heteroscedasticity and recursive unit root tests of PPP : solving the PPP puzzle?
Caporale, Guglielmo Maria
;
Gregoriou, Andros
- In:
Applied economics letters
16
(
2009
)
1/3
,
pp. 223-226
Persistent link: https://www.econbiz.de/10003822964
Saved in:
8
Testing for PPP and UIP in an FIML framework : some evidence for Germany and Japan
Caporale, Guglielmo Maria
;
Kalyvitēs, Sarantēs
; …
- In:
Journal of policy modeling : JPMOD ; a social science …
23
(
2001
)
6
,
pp. 637-650
Persistent link: https://www.econbiz.de/10001631861
Saved in:
9
Conditional leptokurtosis and non-linear dependence in exchange rate returns
Caporale, Guglielmo Maria
- In:
Journal of policy modeling : JPMOD ; a social science …
20
(
1998
)
5
,
pp. 581-601
Persistent link: https://www.econbiz.de/10001246740
Saved in:
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