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~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Grobys, Klaus"
~person:"Hassler, Uwe"
~person:"Kapetanios, George"
~person:"Maasoumi, Esfandiar"
~person:"McAleer, Michael"
~person:"Peel, David"
~person:"Ullah, Aman"
~source:"econis"
~subject:"Estimation theory"
~subject:"Geldpolitik"
~subject:"Risiko"
~subject:"Schätztheorie"
~subject:"Statistical test"
~subject:"USA"
~subject:"Volatility"
~type_genre:"Article in journal"
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Estimation theory
Geldpolitik
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Theorie
336
Theory
336
Estimation
209
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208
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Caporale, Guglielmo Maria
Grobys, Klaus
Hassler, Uwe
Kapetanios, George
Maasoumi, Esfandiar
McAleer, Michael
Peel, David
Ullah, Aman
Gupta, Rangan
305
Bahmani-Oskooee, Mohsen
191
Cebula, Richard J.
180
Wohar, Mark E.
132
Viscusi, W. Kip
128
Gil-Alaña, Luis A.
121
Phillips, Peter C. B.
112
Apergēs, Nikolaos
105
Neumark, David
105
Serletis, Apostolos
105
Bouri, Elie
101
Hammoudeh, Shawkat
98
Tiwari, Aviral Kumar
98
Uri, Noel Dean
97
Poterba, James M.
94
Ma, Feng
93
Hsing, Yu
89
Baltagi, Badi H.
88
Gruber, Jonathan
87
Siklos, Pierre L.
87
Heckman, James J.
86
Madura, Jeff
86
Belke, Ansgar
85
Linton, Oliver
85
Tsionas, Efthymios G.
82
Fabozzi, Frank J.
80
Hassan, M. Kabir
80
Partridge, Mark D.
80
Bordo, Michael D.
79
Payne, James E.
79
Glaeser, Edward L.
78
Krueger, Alan B.
77
Mishra, Ashok K.
77
Pierdzioch, Christian
77
Auerbach, Alan J.
76
Li, Qi
75
Lien, Da-hsiang Donald
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Sirmans, Clemon F.
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Economics letters
46
Econometric reviews
38
Journal of econometrics
26
Applied economics letters
16
Applied economics
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
Journal of risk and financial management : JRFM
11
International review of economics & finance : IREF
10
Econometric theory
8
International journal of forecasting
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Oxford bulletin of economics and statistics
8
The North American journal of economics and finance : a journal of financial economics studies
8
Journal of applied econometrics
7
Journal of quantitative economics : official journal of the Indian Econometric Society
7
Econometrics : open access journal
6
Economic modelling
6
Journal of economic surveys
6
Journal of international money and finance
6
Research in international business and finance
6
The econometrics journal
6
Applied financial economics
5
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
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 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
Annals of financial economics
3
Journal of economics and finance
3
Journal of empirical finance
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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444
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Forecasting under long memory
Hassler, Uwe
;
Pohle, Marc-Oliver
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 742-778
Persistent link: https://www.econbiz.de/10014314818
Saved in:
10
Generalized kernel regularized least squares estimator with parametric error covariance
Dang, Justin
;
Ullah, Aman
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 3059-3088
Persistent link: https://www.econbiz.de/10014329024
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