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~language:"eng"
~language:"est"
~language:"ind"
~language:"kor"
~language:"ukr"
~person:"Caporale, Guglielmo Maria"
~person:"Pecorino, Paul"
~person:"Scully, Gerald W."
~subject:"Estimation"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Forschungsbericht"
~type_genre:"Government document"
~type_genre:"Handbuch"
~type_genre:"Konferenzschrift"
~type_genre:"Systematic review"
~type_genre:"Übersichtsarbeit"
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Estimation
Volatility
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130
Theory
130
Schätzung
93
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62
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62
Time series analysis
61
Zeitreihenanalyse
61
Börsenkurs
41
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41
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32
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Caporale, Guglielmo Maria
Pecorino, Paul
Scully, Gerald W.
Gupta, Rangan
266
Bahmani-Oskooee, Mohsen
195
Gil-Alaña, Luis A.
141
Tiwari, Aviral Kumar
123
Wohar, Mark E.
108
Chang, Tsangyao
100
Bouri, Elie
99
Apergēs, Nikolaos
96
Ma, Feng
96
Hammoudeh, Shawkat
93
McAleer, Michael
91
Narayan, Paresh Kumar
89
McMillan, David G.
81
Zaremba, Adam
74
Serletis, Apostolos
72
Lee, Chien-chiang
70
Belke, Ansgar
69
Pierdzioch, Christian
69
Xuan Vinh Vo
69
Balcilar, Mehmet
65
Kang, Sang Hoon
65
Shahbaz, Muhammad
65
Salisu, Afees A.
63
Wang, Yudong
61
Bollerslev, Tim
59
Mensi, Walid
58
Kumbhakar, Subal
57
Su, Chi-Wei
57
Herwartz, Helmut
56
Hamori, Shigeyuki
55
Brooks, Robert
54
Hsing, Yu
54
Moosa, Imad A.
54
Kutan, Ali Mustafa
53
Wagner, Joachim
52
Demirer, Rıza
51
Zhang, Yaojie
51
Faff, Robert W.
50
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48
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Applied economics letters
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Research in international business and finance
6
Finance research letters
5
International journal of finance & economics : IJFE
5
Economic modelling
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
International review of financial analysis
4
Journal of economics and finance
4
Journal of international money and finance
4
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3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of applied economics
3
Journal of economics and finance : JEF
3
Journal of international financial markets, institutions & money
3
Review of international economics
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied financial economics
2
Bulletin of economic research
2
China economic review : an international journal
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Empirica : journal of european economics
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of economic integration
2
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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Open economies review
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Oxford bulletin of economics and statistics
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Scottish journal of political economy : the journal of the Scottish Economic Society
2
The Manchester School
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African development review
1
Applied financial economics letters
1
Comparative economic studies
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Constitutional political economy
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Defence and peace economics
1
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1
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ECONIS (ZBW)
118
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
Aggregate insider trading and stock market volatility in the UK
Caporale, Guglielmo Maria
;
Kyriacou, Kyriacos
; …
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014490042
Saved in:
3
Asymmetries, uncertainty and inflation : evidence from developed and emerging economies
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Journal of economics and finance : JEF
47
(
2023
)
4
,
pp. 984-1017
Persistent link: https://www.econbiz.de/10014448593
Saved in:
4
Nonlinearities in the exchange rate pass-through : the role of inflation expectations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
International economics : a journal published by CEPII …
173
(
2023
),
pp. 86-101
Persistent link: https://www.econbiz.de/10014373714
Saved in:
5
Shadow rates as a measure of the monetary policy stance : some international evidence
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Scottish journal of political economy : the journal of …
70
(
2023
)
5
,
pp. 399-422
Persistent link: https://www.econbiz.de/10014437258
Saved in:
6
The short-run and long-run effects of trade openness on financial development : some panel evidence for Europe
Caporale, Guglielmo Maria
;
Sova, Anamaria Diana
;
Sova, …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3891-3901
Persistent link: https://www.econbiz.de/10014429199
Saved in:
7
The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 118-123
Persistent link: https://www.econbiz.de/10014249042
Saved in:
8
Exchange rate parities and Taylor rule deviations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
4
,
pp. 1809-1835
Persistent link: https://www.econbiz.de/10013440437
Saved in:
9
Nonlinearities and asymmetric adjustment to PPP in an exchange rate model with inflation expectations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Journal of economic studies
49
(
2022
)
6
,
pp. 937-959
Persistent link: https://www.econbiz.de/10013352888
Saved in:
10
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
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