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~isPartOf:"Department of Economics working papers"
~person:"Caporale, Guglielmo Maria"
~subject:"ARCH-Modell"
~subject:"Aktienmarkt"
~subject:"Share price"
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ARCH-Modell
Aktienmarkt
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Cointegration
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Caporale, Guglielmo Maria
Gil-Alaña, Luis A.
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Department of Economics working papers
Economics and finance working paper series
54
International journal of finance & economics : IJFE
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Empirica : journal of european economics
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Reihe Ökonomie
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of economics and financial issues : IJEFI
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International journal of monetary economics and finance
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Fractional integration and mean reversion in stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001615066
Saved in:
2
Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
1999
Persistent link: https://www.econbiz.de/10001615056
Saved in:
3
Feedbacks between stock prices and exchange rates in the East Asian markets
Caporale, Guglielmo Maria
;
Pittis, Nikitas
;
Spagnolo, Nicola
-
2000
Persistent link: https://www.econbiz.de/10001615079
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