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~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of economic integration"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Frankfurter, George M."
~person:"Lien, Da-hsiang Donald"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Article"
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Volatilität
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Caporale, Guglielmo Maria
Frankfurter, George M.
Lien, Da-hsiang Donald
Bouri, Elie
11
Ma, Feng
10
Guesmi, Khaled
7
Corbet, Shaen
6
Lau, Chi Keung
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International review of financial analysis
Journal of economic integration
Finance research letters
4
Journal of international financial markets, institutions & money
3
Journal of international money and finance
3
Research in international business and finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
International journal of finance & economics : IJFE
2
Journal of applied economics
2
Journal of economics and finance
2
Journal of economics and finance : JEF
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Review of international economics
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The journal of futures markets
2
Advances in futures and options research : a research annual
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Advances in quantitative analysis of finance and accounting : a research annual
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Applied economics
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Applied economics letters
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Applied financial economics letters
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China economic review : an international journal
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Economics letters
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Emerging markets review
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Financial markets and portfolio management
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International Journal of Financial Studies : open access journal
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International journal of managerial finance : IJMF
1
International review of economics & finance : IREF
1
Journal of emerging markets
1
Journal of forecasting
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Journal of international development : the journal of the Development Studies Association
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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Open economies review
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Pacific-Basin finance journal
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Review of quantitative finance and accounting
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The European journal of finance
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ECONIS (ZBW)
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1
Macro news and stock returns in the Euro area : a VAR-GARCH-in-mean analysis
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
International review of financial analysis
45
(
2016
),
pp. 180-188
Persistent link: https://www.econbiz.de/10011581967
Saved in:
2
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.
- In:
International review of financial analysis
29
(
2013
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010244148
Saved in:
3
Stock market integration between three CEECs
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
- In:
Journal of economic integration
27
(
2012
)
1
,
pp. 115-122
Persistent link: https://www.econbiz.de/10009517757
Saved in:
4
Using high, low, open and closing prices to estimate the effects of cash settlement on futures prices
Chan, Leo Tak-hung
;
Lien, Da-hsiang Donald
- In:
International review of financial analysis
12
(
2003
)
1
,
pp. 35-47
Persistent link: https://www.econbiz.de/10001769951
Saved in:
5
Multiperiod hedging in the presence of stochastic volatility
Lien, Da-hsiang Donald
;
Wilson, B. Kemp
- In:
International review of financial analysis
10
(
2001
)
4
,
pp. 395-406
Persistent link: https://www.econbiz.de/10001651757
Saved in:
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