//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Economics and finance working paper series"
~language:"eng"
~language:"kor"
~person:"Caporale, Guglielmo Maria"
~subject:"Volatility"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: Business Economics
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Estimation
38
Schätzung
38
Time series analysis
35
Zeitreihenanalyse
35
USA
25
United States
25
Theorie
22
Theory
22
EU countries
20
EU-Staaten
20
Volatilität
20
Börsenkurs
18
Share price
18
Aktienmarkt
17
Cointegration
17
Kointegration
17
Stock market
17
Capital income
16
Kapitaleinkommen
16
Kaufkraftparität
12
Purchasing power parity
12
Großbritannien
11
United Kingdom
11
Business cycle
10
Efficient market hypothesis
10
Effizienzmarkthypothese
10
Konjunktur
10
Welt
10
World
10
Euro area
9
Eurozone
9
Exchange rate
8
Spillover effect
8
Spillover-Effekt
8
Wechselkurs
8
fractional integration
8
Bank
7
Credit risk
7
Emerging economies
7
more ...
less ...
Online availability
All
Free
20
Type of publication
All
Book / Working Paper
20
Type of publication (narrower categories)
All
Arbeitspapier
20
Graue Literatur
20
Non-commercial literature
20
Working Paper
20
Language
All
English
Korean
Author
All
Caporale, Guglielmo Maria
Spagnolo, Nicola
11
Gil-Alaña, Luis A.
6
Beirne, John
4
Spagnolo, Fabio
4
Moore, Tomoe
3
Karanasos, Menelaos
2
Kartsaklas, Aris
2
Schulze-Ghattas, Marianne
2
Wang, Ping
2
Al-Maadid, Alanoud
1
Ali, Faek Menla
1
Amor, Thouraya Hadj
1
Bhaumik, Sumon Kumar
1
Campos, Nauro
1
Canepa, Alessandra
1
Chen, Qiwei
1
Ciferri, Davide
1
Girardi, Alessandro
1
Gregoriou, Andros
1
Hunter, John
1
Ibnrubbian, Abdullah
1
Karanasos, Menelaos G.
1
Kartsaklas, A.
1
Makarenko, Inna
1
Plastun, Alex
1
Rault, Christophe
1
Wu, Feng
1
Škare, Marinko
1
more ...
less ...
Published in...
All
Economics and finance working paper series
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Spillovers between food and energy prices and structural breaks /Alanoud Al-Maadid, Guglielmo Maria Caporale, Fabio Spagnolo and Nicola Spagnolo
Al-Maadid, Alanoud
;
Caporale, Guglielmo Maria
; …
-
2015
Persistent link: https://www.econbiz.de/10010527213
Saved in:
2
Macro news and commodity returns
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2015
Persistent link: https://www.econbiz.de/10011348459
Saved in:
3
Macro news and bond yield spreads in the euro area
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2014
Persistent link: https://www.econbiz.de/10010431601
Saved in:
4
Macro news and stock returns in the euro area : a VAR-GARCH-in-mean analysis
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2014
Persistent link: https://www.econbiz.de/10010402688
Saved in:
5
Oil price uncertainty and sectoral stock returns in China : a time-varying approach
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Nicola
-
2014
Persistent link: https://www.econbiz.de/10010402689
Saved in:
6
Long memory in UK real GDP, 1851 - 2013 : an ARFIMA-FIGARCH analysis
Caporale, Guglielmo Maria
;
Škare, Marinko
-
2014
Persistent link: https://www.econbiz.de/10010402692
Saved in:
7
Long memory in the Ukrainian stock market and financial crises
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2013
Persistent link: https://www.econbiz.de/10010241526
Saved in:
8
Long memory and fractional integration in high frequency data on the US dollar British pound spot exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2013
Persistent link: https://www.econbiz.de/10009731952
Saved in:
9
Stock market integration between three CEECs
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
-
2010
Persistent link: https://www.econbiz.de/10003979840
Saved in:
10
Long memory and fractional integration in high frequency financial time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003979849
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->