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~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Grobys, Klaus"
~person:"Hassler, Uwe"
~person:"Ibrahim, Joseph George"
~person:"Kapetanios, George"
~person:"Maasoumi, Esfandiar"
~person:"McAleer, Michael"
~person:"Peel, David"
~person:"Ullah, Aman"
~source:"econis"
~subject:"Estimation theory"
~subject:"Forecasting model"
~subject:"Geldpolitik"
~subject:"Risiko"
~subject:"Schätztheorie"
~subject:"Statistical test"
~subject:"USA"
~subject:"Volatility"
~type_genre:"Article in journal"
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Estimation theory
Forecasting model
Geldpolitik
Risiko
Schätztheorie
Statistical test
USA
Volatility
Theorie
340
Theory
340
Estimation
210
Schätzung
209
Time series analysis
195
Zeitreihenanalyse
195
Volatilität
145
United States
125
Börsenkurs
86
Prognoseverfahren
86
Share price
86
Capital income
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Kapitaleinkommen
85
Großbritannien
82
United Kingdom
82
ARCH model
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Cointegration
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Kointegration
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Regressionsanalyse
47
Kaufkraftparität
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Purchasing power parity
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Exchange rate
44
Nichtparametrisches Verfahren
44
Nonparametric statistics
44
Wechselkurs
44
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129
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Article
500
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3
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Article in journal
Arbeitspapier
690
Working Paper
690
Graue Literatur
649
Non-commercial literature
649
Aufsatz in Zeitschrift
503
Aufsatz im Buch
27
Book section
27
Collection of articles of several authors
9
Sammelwerk
9
Bibliografie enthalten
5
Bibliography included
5
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Übersichtsarbeit
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2
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2
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1
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English
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Caporale, Guglielmo Maria
Grobys, Klaus
Hassler, Uwe
Ibrahim, Joseph George
Kapetanios, George
Maasoumi, Esfandiar
McAleer, Michael
Peel, David
Ullah, Aman
Gupta, Rangan
377
Bahmani-Oskooee, Mohsen
191
Cebula, Richard J.
182
Wohar, Mark E.
156
Viscusi, W. Kip
128
Pierdzioch, Christian
125
Gil-Alaña, Luis A.
123
Phillips, Peter C. B.
116
Apergēs, Nikolaos
109
Ma, Feng
107
Bouri, Elie
106
Serletis, Apostolos
106
Franses, Philip Hans
105
Neumark, David
105
Tiwari, Aviral Kumar
102
Hammoudeh, Shawkat
101
McMillan, David G.
99
Uri, Noel Dean
97
Poterba, James M.
95
Baltagi, Badi H.
93
Linton, Oliver
92
Fabozzi, Frank J.
90
Hsing, Yu
89
Siklos, Pierre L.
88
Gruber, Jonathan
87
Madura, Jeff
87
Pesaran, M. Hashem
87
Belke, Ansgar
86
Heckman, James J.
86
Tsionas, Efthymios G.
86
Narayan, Paresh Kumar
85
Baghestani, Hamid
84
Payne, James E.
84
Bordo, Michael D.
80
Hassan, M. Kabir
80
Partridge, Mark D.
80
Balcilar, Mehmet
79
Clements, Michael P.
79
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Economics letters
49
Econometric reviews
41
Journal of econometrics
29
Applied economics letters
16
Applied economics
15
Journal of forecasting
15
International journal of forecasting
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
Journal of applied econometrics
11
Journal of risk and financial management : JRFM
11
International review of economics & finance : IREF
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Journal of economic surveys
9
Econometric theory
8
Journal of the American Statistical Association : JASA
8
Oxford bulletin of economics and statistics
8
The North American journal of economics and finance : a journal of financial economics studies
8
Econometrics : open access journal
7
Economic modelling
7
Journal of international money and finance
7
Journal of quantitative economics : official journal of the Indian Econometric Society
7
Applied financial economics
6
Research in international business and finance
6
The econometrics journal
6
Energy economics
5
International review of financial analysis
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Annals of financial economics
4
Empirica : journal of european economics
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Finance research letters
4
International journal of finance & economics : IJFE
4
Jahrbücher für Nationalökonomie und Statistik
4
Journal of economic integration
4
Journal of empirical finance
4
Journal of international financial markets, institutions & money
4
Journal of macroeconomics
4
Risks : open access journal
4
The Japanese economic review : the journal of the Japanese Economic Association
4
The review of economics and statistics
4
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ECONIS (ZBW)
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503
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1
Assessing the economy using faster indicators
Kapetanios, George
;
Papailias, Fotis
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 208-223
Persistent link: https://www.econbiz.de/10014443196
Saved in:
2
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
Saved in:
3
Macro-financial linkages in the high-frequency domain : economic fundamentals and the Covid-induced uncertainty channel in US and UK financial markets
Caporale, Guglielmo Maria
;
Karanasos, Menelaos
;
Yfanti, …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1581-1608
Persistent link: https://www.econbiz.de/10014533276
Saved in:
4
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:
5
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:
6
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:
7
Correlation versus co-fractality : evidence from foreign-exchange-rate variances
Grobys, Klaus
- In:
International review of financial analysis
86
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248594
Saved in:
8
Extremal quantiles and stock price crashes
Andreou, Panayiotis C.
;
Anyfantaki, Sofia
;
Maasoumi, …
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 703-724
Persistent link: https://www.econbiz.de/10014420354
Saved in:
9
A finite-time singularity in the dynamics of the US equity market : will the US equity market eventually collapse?
Grobys, Klaus
- In:
International review of financial analysis
89
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014466245
Saved in:
10
Forecasting inflation with a zero lower bound or negative interest rates : evidence from point and density forecasts
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
The Manchester School
91
(
2023
)
3
,
pp. 171-232
Persistent link: https://www.econbiz.de/10014252210
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