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~person:"Caporale, Guglielmo Maria"
~subject:"Großbritannien"
~subject:"Share price"
~subject:"fractional integration"
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Großbritannien
Share price
fractional integration
Schätzung
131
Estimation
130
Zeitreihenanalyse
90
Time series analysis
88
Theorie
71
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70
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68
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67
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64
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63
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108
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Caporale, Guglielmo Maria
Machin, Stephen
133
Gupta, Rangan
129
Gil-Alaña, Luis A.
116
Oswald, Andrew J.
83
Blundell, Richard W.
62
Minford, Patrick
61
Green, Francis
58
Blanchflower, David G.
57
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57
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54
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53
Manning, Alan
53
Haskel, Jonathan
52
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52
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51
Taylor, Karl
50
Booth, Alison L.
48
Pollitt, Michael G.
47
Van Reenen, John
47
Francesconi, Marco
46
Atkinson, Anthony B.
44
Burgess, Simon M.
44
Bryson, Alex
43
Gravelle, Hugh
43
Sutherland, Holly
42
Girma, Sourafel
41
Street, Andrew
41
Narayan, Paresh Kumar
40
Pierdzioch, Christian
39
Powdthavee, Nattavudh
39
Wadsworth, Jonathan
39
Wohar, Mark E.
39
Sloane, Peter J.
38
Timmermann, Allan
38
Bohl, Martin T.
37
Dickerson, Andrew P.
37
Pesaran, M. Hashem
37
Blake, David
36
McMillan, David G.
36
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Economics and finance working paper series
54
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5
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4
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4
International journal of finance & economics : IJFE
4
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3
Cogent economics & finance
3
Journal of applied economics
3
Applied financial economics
2
Brunel University London, Economics and Finance Working Paper Series
2
Computational economics
2
Empirica : journal of european economics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of economics and finance
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
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1
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1
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1
Brunel University London, Department of Economics and Finance Working Paper Series
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Defence and peace economics
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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 review of economics & finance : IREF
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ECONIS (ZBW)
108
RePEc
1
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71
Global and regional spillovers in emerging stock markets : a multivariate GARCH-in-mean analysis
Beirne, John
;
Caporale, Guglielmo Maria
; …
-
2009
Persistent link: https://www.econbiz.de/10003880585
Saved in:
72
Testing for convergence in stock markets : a non-linear factor approach
Caporale, Guglielmo Maria
;
Erdogan, Burcu
;
Kuzin, Vladimir
-
2009
Persistent link: https://www.econbiz.de/10003880587
Saved in:
73
Price formation on the EuroMTS platform
Caporale, Guglielmo Maria
;
Girardi, Alessandro
-
2009
Persistent link: https://www.econbiz.de/10003942331
Saved in:
74
Multi-factor Gegenbauer processes and European inflation rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2009
Persistent link: https://www.econbiz.de/10003817132
Saved in:
75
Long-term price overreactions : are markets inefficient?
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance
43
(
2019
)
4
,
pp. 657-680
Persistent link: https://www.econbiz.de/10012385147
Saved in:
76
Long-term interest rates in Europe : a fractional cointegration analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of economics & finance : IREF
61
(
2019
),
pp. 170-178
Persistent link: https://www.econbiz.de/10012205401
Saved in:
77
UK overseas visitors : seasonality and persistence
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Tourism economics : the business and finance of tourism …
25
(
2019
)
5
,
pp. 827-831
Persistent link: https://www.econbiz.de/10012182194
Saved in:
78
Fractional integration and mean reversion in stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001615066
Saved in:
79
Multiple shift and fractional integration in the US and UK unemployment rates
Caporale, Guglielmo Maria
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003739796
Saved in:
80
Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
1999
Persistent link: https://www.econbiz.de/10001615056
Saved in:
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