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~language:"eng"
~language:"nor"
~person:"Caporale, Guglielmo Maria"
~subject:"Kapitaleinkommen"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Mehrbändiges Werk"
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Kapitaleinkommen
Volatilität
Estimation
92
Schätzung
92
Time series analysis
60
Zeitreihenanalyse
60
Theorie
58
Theory
58
USA
45
United States
45
Börsenkurs
43
Share price
43
Cointegration
41
Kointegration
41
Volatility
41
Aktienmarkt
33
Stock market
33
Capital income
31
EU countries
30
EU-Staaten
30
Großbritannien
25
United Kingdom
25
Fractional integration
24
Exchange rate
23
Wechselkurs
23
Kaufkraftparität
19
Purchasing power parity
19
Einheitswurzeltest
18
Interest rate
18
Unit root test
18
Zins
18
Persistence
15
Welt
15
World
15
fractional integration
15
Emerging economies
14
Financial crisis
14
Finanzkrise
14
Schwellenländer
14
ARCH model
13
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Undetermined
27
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10
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Article
58
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Article in journal
Collection of articles written by one author
Mehrbändiges Werk
Working Paper
149
Arbeitspapier
138
Graue Literatur
137
Non-commercial literature
137
Aufsatz in Zeitschrift
58
Conference paper
1
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English
Norwegian
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1
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Caporale, Guglielmo Maria
Gupta, Rangan
216
Bouri, Elie
110
Ma, Feng
106
Zaremba, Adam
105
McMillan, David G.
98
Wohar, Mark E.
90
Tiwari, Aviral Kumar
86
Hammoudeh, Shawkat
80
McAleer, Michael
75
Narayan, Paresh Kumar
75
Bahmani-Oskooee, Mohsen
73
Xuan Vinh Vo
63
Wang, Yudong
62
Faff, Robert W.
60
Kang, Sang Hoon
60
Pierdzioch, Christian
60
Demirer, Rıza
58
Zhang, Yaojie
57
Brooks, Robert
55
Mensi, Walid
54
Bali, Turan G.
53
Bollerslev, Tim
53
Salisu, Afees A.
52
Nguyen, Duc Khuong
50
Lucey, Brian M.
49
Kumar, Dilip
48
Apergēs, Nikolaos
47
Balcilar, Mehmet
47
Fabozzi, Frank J.
47
Ryu, Doojin
47
Zhang, Wei
46
Cakici, Nusret
45
Corbet, Shaen
45
Gil-Alaña, Luis A.
45
Liang, Chao
45
Shahzad, Syed Jawad Hussain
45
Sehgal, Sanjay
44
Yin, Libo
44
Yoon, Seong-min
43
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Research in international business and finance
5
Computational economics
3
Finance research letters
3
Financial markets and portfolio management
3
Journal of economics and finance
3
Journal of international money and finance
3
Applied economics letters
2
Applied financial economics
2
International journal of finance & economics : IJFE
2
International review of financial analysis
2
Investment management and financial innovations
2
Journal of applied economics
2
Journal of economics and finance : JEF
2
Journal of international financial markets, institutions & money
2
Review of international economics
2
The European journal of finance
2
Applied financial economics letters
1
China economic review : an international journal
1
Cogent economics & finance
1
Eastern economic journal
1
Economics letters
1
Emerging markets review
1
Empirica : journal of european economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International Journal of Financial Studies : open access journal
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
Journal of economic integration
1
Journal of international development : the journal of the Development Studies Association
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Open economies review
1
The Manchester School
1
The journal of investment strategies
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
58
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51
Testing for persistence in mutual fund performance and ex-post verification problem : evidence from the Greek market
Babalos, Vassilios
;
Caporale, Guglielmo Maria
; …
- In:
The European journal of finance
14
(
2008
)
7/8
,
pp. 735-753
Persistent link: https://www.econbiz.de/10003816554
Saved in:
52
Modelling stochastic volatility in asset returns using fractionally integrated semiparametric techniques
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics letters
2
(
2006
)
1
,
pp. 9-12
Persistent link: https://www.econbiz.de/10003301505
Saved in:
53
Volatility transmission and financial crises
Caporale, Guglielmo Maria
;
Pittis, Nikitas
;
Spagnolo, Nicola
- In:
Journal of economics and finance
30
(
2006
)
3
,
pp. 376-390
Persistent link: https://www.econbiz.de/10003413566
Saved in:
54
Feedbacks between mutual fund flows and security returns : evidence from the Greek capital market
Caporale, Guglielmo Maria
;
Philippas, Nikolaos
;
Pittis, …
- In:
Applied financial economics
14
(
2004
)
14
,
pp. 981-989
Persistent link: https://www.econbiz.de/10002377735
Saved in:
55
Long rage dependence in daily stock returns
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics
14
(
2004
)
6
,
pp. 375-383
Persistent link: https://www.econbiz.de/10001970911
Saved in:
56
Asset prices and output growth volatility : the effects of financial crises
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
- In:
Economics letters
79
(
2003
)
1
,
pp. 69-74
Persistent link: https://www.econbiz.de/10001741273
Saved in:
57
The euro and monetary policy transparency
Caporale, Guglielmo Maria
;
Cipollini, Andrea
- In:
Eastern economic journal
28
(
2002
)
1
,
pp. 59-70
Persistent link: https://www.econbiz.de/10001671019
Saved in:
58
Conditional leptokurtosis and non-linear dependence in exchange rate returns
Caporale, Guglielmo Maria
- In:
Journal of policy modeling : JPMOD ; a social science …
20
(
1998
)
5
,
pp. 581-601
Persistent link: https://www.econbiz.de/10001246740
Saved in:
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