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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:"Systematic review"
~type_genre:"Übersichtsarbeit"
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Estimation
Volatility
Theorie
131
Theory
131
Schätzung
94
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64
United States
64
Time series analysis
62
Zeitreihenanalyse
62
Börsenkurs
43
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43
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41
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Caporale, Guglielmo Maria
Pecorino, Paul
Scully, Gerald W.
Gupta, Rangan
271
Bahmani-Oskooee, Mohsen
195
Gil-Alaña, Luis A.
143
Tiwari, Aviral Kumar
130
Wohar, Mark E.
109
Bouri, Elie
105
Chang, Tsangyao
103
Ma, Feng
102
Apergēs, Nikolaos
96
Hammoudeh, Shawkat
95
McAleer, Michael
91
Narayan, Paresh Kumar
89
McMillan, David G.
81
Zaremba, Adam
77
Lee, Chien-chiang
72
Serletis, Apostolos
72
Pierdzioch, Christian
71
Xuan Vinh Vo
71
Kang, Sang Hoon
67
Belke, Ansgar
66
Balcilar, Mehmet
65
Shahbaz, Muhammad
65
Salisu, Afees A.
64
Wang, Yudong
64
Mensi, Walid
63
Bollerslev, Tim
59
Kumbhakar, Subal
57
Su, Chi-Wei
57
Hamori, Shigeyuki
56
Herwartz, Helmut
56
Zhang, Yaojie
56
Brooks, Robert
54
Hsing, Yu
54
Moosa, Imad A.
54
Kutan, Ali Mustafa
53
Demirer, Rıza
51
Lucey, Brian M.
51
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50
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Applied economics letters
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International journal of finance & economics : IJFE
6
Research in international business and finance
6
Finance research letters
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
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Bulletin of economic research
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China economic review : an international journal
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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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
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The Manchester School
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African development review
1
Applied financial economics letters
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Comparative economic studies
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Defence and peace economics
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ECONIS (ZBW)
119
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1
The Covid-19 pandemic and European trade flows : evidence from a dynamic panel model
Caporale, Guglielmo Maria
;
Sova, Anamaria Diana
;
Sova, …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
3
,
pp. 2563-2580
Persistent link: https://www.econbiz.de/10014635142
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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