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~language:"eng"
~language:"por"
~person:"Caporale, Guglielmo Maria"
~subject:"Volatility"
~type_genre:"Fallstudie"
~type_genre:"Kongress"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
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Volatility
Schätzung
43
Estimation
42
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36
Time series analysis
35
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30
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30
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25
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Caporale, Guglielmo Maria
McAleer, Michael
51
Gupta, Rangan
20
Chang, Chia-Lin
17
Pierdzioch, Christian
16
Chiarella, Carl
13
Gannon, Gerard L.
12
Spagnolo, Nicola
12
Guo, Hui
9
Härdle, Wolfgang
9
Allen, David E.
8
Buch, Claudia M.
8
Diebold, Francis X.
8
Miller, Stephen M.
8
Mumtaz, Haroon
8
Weber, Enzo
8
Alòs, Elisa
7
Andersen, Torben
7
Asai, Manabu
7
Bollerslev, Tim
7
Hautsch, Nikolaus
7
Xu, Yongdeng
7
Yu, Jun
7
Ҫepni, Oğuzhan
7
Bonato, Matteo
6
Caporin, Massimiliano
6
Gil-Alaña, Luis A.
6
Laurent, Sébastien
6
Neely, Christopher J.
6
Nguyen, Hoang
6
Siklos, Pierre L.
6
Theodoridis, Konstantinos
6
Vespignani, Joaquin
6
Bartram, Söhnke M.
5
Cepni, Oguzhan
5
Clements, Kenneth W.
5
Dijk, Dick van
5
Döpke, Jörg
5
Fang, Wen-shwo
5
Farmer, Roger E. A.
5
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ECONIS (ZBW)
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1
Spillovers between food and energy prices and structural breaks /Alanoud Al-Maadid, Guglielmo Maria Caporale, Fabio Spagnolo and Nicola Spagnolo
Al-Maadid, Alanoud
;
Caporale, Guglielmo Maria
; …
-
2015
Persistent link: https://www.econbiz.de/10010527213
Saved in:
2
Macro news and commodity returns
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2015
Persistent link: https://www.econbiz.de/10011348459
Saved in:
3
Macro news and bond yield spreads in the euro area
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2014
Persistent link: https://www.econbiz.de/10010431601
Saved in:
4
Macro news and stock returns in the euro area : a VAR-GARCH-in-mean analysis
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2014
Persistent link: https://www.econbiz.de/10010402688
Saved in:
5
Oil price uncertainty and sectoral stock returns in China : a time-varying approach
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Nicola
-
2014
Persistent link: https://www.econbiz.de/10010402689
Saved in:
6
Long memory in UK real GDP, 1851 - 2013 : an ARFIMA-FIGARCH analysis
Caporale, Guglielmo Maria
;
Škare, Marinko
-
2014
Persistent link: https://www.econbiz.de/10010402692
Saved in:
7
Long memory in the Ukrainian stock market and financial crises
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2013
Persistent link: https://www.econbiz.de/10010241526
Saved in:
8
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.
-
2013
Persistent link: https://www.econbiz.de/10009731952
Saved in:
9
Stock market integration between three CEECs
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
-
2010
Persistent link: https://www.econbiz.de/10003979840
Saved in:
10
Long memory and fractional integration in high frequency financial time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003979849
Saved in:
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