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~isPartOf:"Economics and finance working paper series"
~subject:"CAPM"
~subject:"Schätzung"
~subject:"Volatility"
~type:"book"
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CAPM
Schätzung
Volatility
Estimation
72
Theorie
71
Theory
71
Time series analysis
53
Zeitreihenanalyse
53
Volatilität
46
Aktienmarkt
45
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45
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43
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43
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40
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25
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25
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21
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fractional integration
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109
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Caporale, Guglielmo Maria
77
Gil-Alaña, Luis A.
38
Spagnolo, Nicola
17
Spagnolo, Fabio
7
Hunter, John
6
Ali, Faek Menla
5
Beirne, John
4
Fidrmuc, Jan
4
Moore, Tomoe
4
Plastun, Alex
4
Carcel, Hector
3
Davis, E. Philip
3
Girardi, Alessandro
3
Wu, Feng
3
Balparda, Borja
2
Barrell, Ray
2
Bhaumik, Sumon Kumar
2
Canepa, Alessandra
2
Ciferri, Davide
2
Cuñado Eizaguirre, Juncal
2
Hanck, Christoph
2
Karanasos, Menelaos
2
Kartsaklas, Aris
2
Lovcha, Yuliya
2
Nahhas, Abdulkader
2
Rault, Christophe
2
Schulze-Ghattas, Marianne
2
Sova, Anamaria
2
Sova, Robert
2
Trani, Tommaso
2
Wang, Ping
2
You, Kefei
2
Škare, Marinko
2
Abilov, Nurdaulet
1
Akdeniz, Coşkun
1
Al-Maadid, Alanoud
1
Aliakbari, Saeideh
1
Amor, Thouraya Hadj
1
Antypas, Antonios
1
Arin, Kerim Peren
1
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Economics and finance working paper series
Discussion paper series / IZA
1,254
Discussion paper / Centre for Economic Policy Research
1,066
Working paper
502
Finance and economics discussion series
394
Discussion papers / CEPR
383
Discussion paper
382
CESifo working papers
298
NBER working paper series
221
NBER Working Paper
198
Working paper series
187
CREATES research paper
184
Working paper / National Bureau of Economic Research, Inc.
184
Kiel working paper
169
Working Paper
154
Discussion papers in economics
148
Kiel Working Paper
148
Cambridge working papers in economics
144
Working papers
142
SpringerLink / Bücher
125
Economics working paper
117
Economics / Discussion papers : the open-access, open-assessment e-journal
112
Kieler Arbeitspapiere
110
Fisher College of Business working paper series
107
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
106
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
103
Working paper series / European Central Bank
102
Department of Economics working paper series
96
IZA Discussion Paper
96
Working papers in economics
94
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
93
University of Lüneburg Working paper series in economics
86
Research paper / University of Melbourne, Department of Economics
82
Economics discussion papers
81
Working papers / University of Connecticut, Department of Economics
77
Economics / Journal articles : the open-access, open-assessment journal
76
HWWA Discussion Paper
76
Kiel advanced studies working papers : advanced studies in international economic policy research
73
Warwick economic research papers
72
Department of Economics discussion paper series / University of Oxford
71
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1
Exchange rates and bilateral FDI : gravity models of bilateral FDI in high income economies
Barrell, Ray
;
Nahhas, Abdulkader
;
Hunter, John
-
2017
Persistent link: https://www.econbiz.de/10011656654
Saved in:
2
Trade flows and trade specialization : the case of China
Caporale, Guglielmo Maria
;
Sova, Anamaria
;
Sova, Robert
-
2015
Persistent link: https://www.econbiz.de/10010520744
Saved in:
3
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:
4
Environmental regulation and competitiveness : evidence from Romania
Caporale, Guglielmo Maria
;
Rault, Christophe
;
Sova, Robert
-
2010
Persistent link: https://www.econbiz.de/10003979886
Saved in:
5
Persistence and cycles in the US federal funds rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2012
Persistent link: https://www.econbiz.de/10009672480
Saved in:
6
Persistence and cyclical dependence in the monthly Euribor rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2011
Persistent link: https://www.econbiz.de/10009387257
Saved in:
7
GMM and present value tests of the C-CAPM under transactions costs : evidence from the UK stock market
Gregoriou, A.
(
contributor
);
Ioannidis, C.
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10001768430
Saved in:
8
Stock market linkages between the ASEAN countries, China and the US : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
-
2019
Persistent link: https://www.econbiz.de/10011996351
Saved in:
9
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:
10
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
-
2019
Persistent link: https://www.econbiz.de/10011996362
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