//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~subject:"Time series analysis"
~subject:"Volatilität"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Volatilität
Estimation
92
Schätzung
92
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
Kapitaleinkommen
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
more ...
less ...
Online availability
All
Undetermined
31
Free
16
Type of publication
All
Article
91
Type of publication (narrower categories)
All
Article in journal
Working Paper
221
Arbeitspapier
210
Graue Literatur
202
Non-commercial literature
202
Aufsatz in Zeitschrift
91
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
Author
All
Caporale, Guglielmo Maria
Gupta, Rangan
211
Gil-Alaña, Luis A.
188
Tiwari, Aviral Kumar
99
Bahmani-Oskooee, Mohsen
97
Bouri, Elie
94
Ma, Feng
92
McAleer, Michael
92
Phillips, Peter C. B.
91
Franses, Philip Hans
82
Hammoudeh, Shawkat
71
Wohar, Mark E.
65
Taylor, Robert
64
McMillan, David G.
63
Kang, Sang Hoon
57
Bollerslev, Tim
56
Leybourne, Stephen James
55
Moosa, Imad A.
54
Mensi, Walid
52
Wang, Yudong
52
Koopman, Siem Jan
50
Serletis, Apostolos
50
Balcilar, Mehmet
49
Xuan Vinh Vo
48
Perron, Pierre
47
Teräsvirta, Timo
46
Ghysels, Eric
45
Harvey, Andrew C.
45
Kumar, Dilip
45
Pierdzioch, Christian
45
Chang, Tsangyao
44
Apergēs, Nikolaos
43
Corbet, Shaen
43
Zhang, Yaojie
43
Engle, Robert F.
42
Narayan, Paresh Kumar
42
Andersen, Torben
41
Hegerty, Scott W.
41
Salisu, Afees A.
41
Lucey, Brian M.
40
more ...
less ...
Published in...
All
Applied economics letters
7
Research in international business and finance
6
Finance research letters
4
Journal of economics and finance
4
Journal of economics and finance : JEF
4
Journal of international money and finance
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International journal of finance & economics : IJFE
3
Journal of applied economics
3
Review of international economics
3
Applied economics
2
Applied financial economics
2
Economic modelling
2
International review of financial analysis
2
Journal of economic integration
2
Journal of forecasting
2
Journal of international development : the journal of the Development Studies Association
2
Journal of international financial markets, institutions & money
2
Open economies review
2
Oxford bulletin of economics and statistics
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
China economic review : an international journal
1
Comparative economic studies
1
Computational economics
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
Financial markets and portfolio management
1
German economic review
1
International Journal of Financial Studies : open access journal
1
International advances in economic research
1
Journal of economic surveys
1
Journal of innovation and entrepreneurship : JIE
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
more ...
less ...
Source
All
ECONIS (ZBW)
91
Showing
1
-
10
of
91
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
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
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->