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~language:"eng"
~language:"ita"
~person:"Caporale, Guglielmo Maria"
~person:"McAleer, Michael"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Zeitreihenanalyse
Theorie
139
Theory
139
Estimation
132
Schätzung
131
Volatility
114
Volatilität
114
Time series analysis
97
USA
67
United States
67
Börsenkurs
65
Share price
65
ARCH model
62
ARCH-Modell
62
Cointegration
51
Kointegration
51
Capital income
49
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49
Estimation theory
46
Schätztheorie
46
Aktienmarkt
38
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37
Stochastic process
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Caporale, Guglielmo Maria
McAleer, Michael
Gil-Alaña, Luis A.
173
Phillips, Peter C. B.
87
Gupta, Rangan
79
Franses, Philip Hans
75
Taylor, Robert
59
Leybourne, Stephen James
53
Tiwari, Aviral Kumar
47
Moosa, Imad A.
46
Perron, Pierre
46
Teräsvirta, Timo
43
Harvey, Andrew C.
42
Koopman, Siem Jan
42
Chang, Tsangyao
41
Koop, Gary
36
Lütkepohl, Helmut
34
Harvey, David I.
33
Mills, Terence C.
31
Hendry, David F.
30
Newbold, Paul
30
Hassler, Uwe
28
Granger, C. W. J.
26
Hecq, Alain W. J.
26
Hong, Yongmiao
26
Bahmani-Oskooee, Mohsen
25
Ghysels, Eric
25
Hyndman, Rob J.
25
Kapetanios, George
25
Linton, Oliver
25
Robinson, Peter M.
25
Herwartz, Helmut
24
Marcellino, Massimiliano
24
McElroy, Tucker
24
Peel, David
24
Swanson, Norman R.
24
Gao, Jiti
23
Johansen, Søren
23
Lucas, André
23
Camacho, Maximo
22
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Applied economics letters
7
Applied economics
6
Journal of economic surveys
6
Econometric reviews
4
Journal of econometrics
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Finance research letters
3
Journal of economics and finance
3
Journal of economics and finance : JEF
3
Research in international business and finance
3
Applied financial economics
2
Econometrics : open access journal
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of finance & economics : IJFE
2
International review of economics & finance : IREF
2
Journal of forecasting
2
Journal of international money and finance
2
Oxford bulletin of economics and statistics
2
Risks : open access journal
2
Advances in quantitative analysis of finance and accounting : a research annual
1
African journal of economic and sustainable development
1
Applied financial economics letters
1
Bulletin of economic research
1
Comparative economic studies
1
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Economia : revista da ANPEC
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Economics letters
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Empirica : journal of european economics
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Energy economics
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German economic review
1
International advances in economic research
1
International journal of hospitality management
1
International review of financial analysis
1
Journal of applied economics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economic integration
1
Journal of innovation and entrepreneurship : JIE
1
Journal of international development : the journal of the Development Studies Association
1
Journal of risk and financial management : JRFM
1
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ECONIS (ZBW)
97
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1
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97
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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
Persistence and long memory in monetary policy spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics
56
(
2024
)
20
,
pp. 2422-2433
Persistent link: https://www.econbiz.de/10014521131
Saved in:
3
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
- In:
Computational economics
59
(
2022
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013168928
Saved in:
4
Inflation in the G7 countries : persistence and structural breaks
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
Journal of economics and finance : JEF
46
(
2022
)
3
,
pp. 493-506
Persistent link: https://www.econbiz.de/10013442202
Saved in:
5
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
Saved in:
6
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
Saved in:
7
Persistence in ESG and conventional stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
46
(
2022
)
4
,
pp. 678-703
Persistent link: https://www.econbiz.de/10013442222
Saved in:
8
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
9
Testing for UIP-type relationships : nonlinearities, monetary announcements and interest rate expectations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Open economies review
33
(
2022
)
4
,
pp. 705-749
Persistent link: https://www.econbiz.de/10013455611
Saved in:
10
Trends and cycles in macro series : the case of US real GDP
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Bulletin of economic research
74
(
2022
)
1
,
pp. 123-134
Persistent link: https://www.econbiz.de/10012819299
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