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~isPartOf:"Discussion paper"
~isPartOf:"EUI working paper / ECO"
~isPartOf:"Economics and finance working paper series"
~isPartOf:"Fisher College of Business working paper series"
~isPartOf:"Journal of financial economics"
~isPartOf:"KBI"
~isPartOf:"NBER Working Paper"
~person:"Caporale, Guglielmo Maria"
~person:"Lechner, Michael"
~subject:"CAPM"
~subject:"Estimation theory"
~subject:"Großbritannien"
~subject:"Unemployment"
~subject:"Volatility"
~type:"book"
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CAPM
Estimation theory
Großbritannien
Unemployment
Volatility
Estimation
55
Schätzung
55
Time series analysis
49
Zeitreihenanalyse
49
Theorie
33
Theory
33
Volatilität
33
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31
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31
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31
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31
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fractional integration
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Arbeitspapier
60
Working Paper
60
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English
60
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Caporale, Guglielmo Maria
Lechner, Michael
Croux, Christophe
26
Gil-Alaña, Luis A.
26
Zhang, Lu
17
Spagnolo, Nicola
16
Machin, Stephen
15
Micklewright, John
12
Maravall Herrero, Agustín
11
Hou, Kewei
10
Hunter, John
10
Lee, Lung-Fei
10
Manning, Alan
10
Steiner, Viktor
10
Claeskens, Gerda
9
Schmid, Timo
9
Giles, David E. A.
8
Redding, Stephen
8
Gómez, Víctor
7
Mizen, Paul
7
Spagnolo, Fabio
7
Claeskens, G.
6
Fidrmuc, Jan
6
Karolyi, G. Andrew
6
Laisney, François
6
Puhani, Patrick A.
6
Sampson, Thomas
6
Stulz, René M.
6
Tzavidis, Nikos
6
Wadsworth, Jonathan
6
Watanabe, Minoru
6
Werner, Ingrid M.
6
Xue, Chen
6
Alfons, Andreas
5
Banerjee, Anindya
5
Bartram, Söhnke M.
5
Blanchflower, David G.
5
Bloom, Nicholas
5
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5
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Discussion paper
EUI working paper / ECO
Economics and finance working paper series
Fisher College of Business working paper series
Journal of financial economics
KBI
NBER Working Paper
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
22
Discussion paper / Centre for Economic Policy Research
8
Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
7
Discussion paper series / IZA
7
Discussion papers / Institut für Volkswirtschaftslehre und Statistik ; Department of Economics, Universität Mannheim
6
Beiträge zur angewandten Wirtschaftsforschung
4
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2
Beiträge zur angewandten Statistik
1
Brunel Economics and Finance Working Paper
1
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1
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1
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1
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1
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University of St.Gallen, Department of Economics, Discussion Paper
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1
International capital markets structure, preferences and puzzles : the US-China case
Caporale, Guglielmo Maria
;
Donadelli, Michael
;
Varani, …
-
2014
Persistent link: https://www.econbiz.de/10010241355
Saved in:
2
Volatility forecasts for the RTS stock index : option-implied volatility versus alternative methods
Caporale, Guglielmo Maria
;
Teterkina, Daria
-
2019
Persistent link: https://www.econbiz.de/10011996358
Saved in:
3
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
-
2018
Persistent link: https://www.econbiz.de/10011995632
Saved in:
4
Bitcoin fluctuations and the frequency of price overreactions
Caporale, Guglielmo Maria
;
Plastun, Alex
;
Oliinyk, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011995725
Saved in:
5
Persistence in the Russian stock market volatility indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2018
Persistent link: https://www.econbiz.de/10011995731
Saved in:
6
On stock price overreactions : frequency, seasonality and information content
Caporale, Guglielmo Maria
;
Plastun, Alex
-
2018
Persistent link: https://www.econbiz.de/10011995735
Saved in:
7
Modelling volatility of cryptocurrencies using Markov-switching GARCH models
Caporale, Guglielmo Maria
;
Zekokh, Timur
-
2018
Persistent link: https://www.econbiz.de/10011995757
Saved in:
8
UK overseas visitors : seasonality and persistence
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2018
Persistent link: https://www.econbiz.de/10011995763
Saved in:
9
Fractional integration and the persistence of UK inflation, 1210-2016
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2018
Persistent link: https://www.econbiz.de/10011995775
Saved in:
10
Financial integration in the GCC region : market size versus national effects
Arin, Kerim Peren
;
Caporale, Guglielmo Maria
;
Kyriacou, …
-
2018
Persistent link: https://www.econbiz.de/10011995788
Saved in:
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