//--> //--> //-->
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
~person:"Caporale, Guglielmo Maria"
~subject:"Estimation theory"
~subject:"Share price"
~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: subject:"Error Correction Model"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
Share price
Cointegration
41
Kointegration
41
Estimation
29
Schätzung
29
Time series analysis
15
Zeitreihenanalyse
15
USA
12
United States
12
Fractional integration
9
Einheitswurzeltest
8
Unit root test
8
Börsenkurs
7
Kaufkraftparität
7
Purchasing power parity
7
EU countries
6
EU-Staaten
6
Großbritannien
6
Interest rate
6
United Kingdom
6
Zins
6
Fractional cointegration
5
G7 countries
5
G7-Staaten
5
Aktienmarkt
4
Economic growth
4
Exchange rate
4
Long memory
4
Panel
4
Panel study
4
Stock market
4
Theorie
4
Theory
4
Wechselkurs
4
Wirtschaftswachstum
4
Yield curve
4
Zinsstruktur
4
fractional cointegration
4
fractional integration
4
Asia
3
more ...
less ...
Online availability
All
Undetermined
2
Free
1
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
Arbeitspapier
20
Working Paper
20
Graue Literatur
19
Non-commercial literature
19
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Caporale, Guglielmo Maria
Phillips, Peter C. B.
14
Gil-Alaña, Luis A.
13
Gupta, Rangan
9
Paruolo, Paolo
8
Ramírez, Miguel D.
8
Wagner, Martin
8
Chang, Tsangyao
7
Johansen, Søren
7
Sheikh, Umaid A.
7
Tabash, Mosab I.
7
Boswijk, Herman Peter
6
Chen, Shyh-Wei
6
Jawadi, Fredj
6
Kurita, Takamitsu
6
Lee, Chien-chiang
6
Tiwari, Aviral Kumar
6
Xu, Ke
6
Bohn Nielsen, Heino
5
Chambers, Marcus J.
5
Chiang, Thomas C.
5
Lütkepohl, Helmut
5
Nielsen, Morten Ørregaard
5
Panagiōtidēs, Theodōros
5
Schweikert, Karsten
5
Tang, Chor Foon
5
Wang, Qiying
5
Xie, Zixiong
5
Allen, David E.
4
Arouri, Mohamed
4
Asad, Muzaffar
4
Balcilar, Mehmet
4
Belke, Ansgar
4
Bohl, Martin T.
4
Cavaliere, Giuseppe
4
Guesmi, Khaled
4
Inani, Sarveshwar Kumar
4
Kanas, Angelos
4
Mandacı, Pınar Evrım
4
Matar, Ali
4
more ...
less ...
Published in...
All
Research in international business and finance
2
Applied financial economics
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Review of financial economics : RFE
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stock market linkages between the ASEAN countries, China and the US : a fractional integration/cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
- In:
Emerging markets, finance & trade : a journal of the …
58
(
2022
)
5
,
pp. 1502-1514
Persistent link: https://www.econbiz.de/10013167095
Saved in:
2
Estimation of conditional asset pricing models with integrated variables in the beta specification
Antypas, Antonios
;
Caporale, Guglielmo Maria
; …
- In:
Research in international business and finance
52
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012548351
Saved in:
3
High and low prices and the range in the European stock markets : a long-memory approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
Research in international business and finance
52
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012543286
Saved in:
4
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
21
(
2016
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10011560168
Saved in:
5
On the linkages between stock prices and exchange rates : evidence from the banking crisis of 2007-2010
Caporale, Guglielmo Maria
;
Hunter, John
;
Ali, Faek Menla
- In:
International review of financial analysis
33
(
2014
),
pp. 87-103
Persistent link: https://www.econbiz.de/10010520069
Saved in:
6
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:
7
Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Review of financial economics : RFE
13
(
2004
)
3
,
pp. 245-258
Persistent link: https://www.econbiz.de/10002087632
Saved in:
8
Fractional integration and mean reversion in stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
The quarterly review of economics and finance : journal …
42
(
2002
)
3
,
pp. 599-609
Persistent link: https://www.econbiz.de/10001712171
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->