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~language:"eng"
~person:"Caporale, Guglielmo Maria"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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Time series analysis
Estimation
92
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92
Zeitreihenanalyse
60
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58
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58
USA
43
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43
Börsenkurs
41
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41
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41
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41
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32
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142
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135
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135
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60
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Caporale, Guglielmo Maria
Gil-Alaña, Luis A.
172
Phillips, Peter C. B.
87
Gupta, Rangan
78
Franses, Philip Hans
75
Taylor, Robert
59
Leybourne, Stephen James
53
Tiwari, Aviral Kumar
47
Moosa, Imad A.
46
Perron, Pierre
46
Teräsvirta, Timo
43
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42
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42
Chang, Tsangyao
41
McAleer, Michael
37
Koop, Gary
35
Lütkepohl, Helmut
34
Harvey, David I.
33
Mills, Terence C.
31
Hendry, David F.
30
Newbold, Paul
30
Hassler, Uwe
28
Granger, C. W. J.
26
Hecq, Alain W. J.
26
Hong, Yongmiao
26
Bahmani-Oskooee, Mohsen
25
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24
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24
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24
Swanson, Norman R.
24
Gao, Jiti
23
Hyndman, Rob J.
23
Johansen, Søren
23
Lucas, André
23
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Applied economics letters
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Finance research letters
3
Journal of economics and finance
3
Journal of economics and finance : JEF
3
Research in international business and finance
3
Applied economics
2
Applied financial economics
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Economic modelling
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International journal of finance & economics : IJFE
2
Journal of forecasting
2
Journal of international money and finance
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Oxford bulletin of economics and statistics
2
Advances in quantitative analysis of finance and accounting : a research annual
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African journal of economic and sustainable development
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Applied financial economics letters
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Bulletin of economic research
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Empirica : journal of european economics
1
German economic review
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International advances in economic research
1
International review of financial analysis
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Journal of innovation and entrepreneurship : JIE
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Journal of international development : the journal of the Development Studies Association
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Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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Open economies review
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The empirical economics letters : a monthly international journal of economics
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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ECONIS (ZBW)
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31
Long-run and cyclical dynamics in the US stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Journal of forecasting
33
(
2014
)
2
,
pp. 147-161
Persistent link: https://www.econbiz.de/10010424845
Saved in:
32
Youth unemployment in Europe : persistence and macroeconomic determinants
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Comparative economic studies
56
(
2014
)
4
,
pp. 581-591
Persistent link: https://www.econbiz.de/10010487651
Saved in:
33
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.
- In:
International review of financial analysis
29
(
2013
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010244148
Saved in:
34
Estimating persistence in the volatility of asset returns with signal plus noise models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International journal of finance & economics : IJFE
17
(
2012
)
1
,
pp. 23-30
Persistent link: https://www.econbiz.de/10009507857
Saved in:
35
Long memory and volatility dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Multinational finance journal : MF ; quarterly …
16
(
2012
)
1/2
,
pp. 105-136
Persistent link: https://www.econbiz.de/10010257552
Saved in:
36
Fiscal shocks and real exchange rate dynamics : some evidence for Latin America
Caporale, Guglielmo Maria
;
Ciferri, Davide
;
Girardi, …
- In:
Journal of international money and finance
30
(
2011
)
5
,
pp. 709-723
Persistent link: https://www.econbiz.de/10009268779
Saved in:
37
Multi-factor Gegenbauer processes and European inflation rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Journal of economic integration
26
(
2011
)
2
,
pp. 386-409
Persistent link: https://www.econbiz.de/10009154740
Saved in:
38
The weekly structure of US stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1757-1764
Persistent link: https://www.econbiz.de/10009384839
Saved in:
39
Multiple cyclical fractional structures in financial time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
17
(
2010
)
10/12
,
pp. 1079-1081
Persistent link: https://www.econbiz.de/10008699280
Saved in:
40
Cointegration tests of PPP : do they also exhibit erratic behaviour?
Caporale, Guglielmo Maria
;
Hanck, Christoph
- In:
Applied economics letters
16
(
2009
)
1/3
,
pp. 9-15
Persistent link: https://www.econbiz.de/10003822534
Saved in:
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