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person:"Döpke, Jörg"
~person:"Caporale, Guglielmo Maria"
~person:"Serletis, Apostolos"
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Döpke, Jörg
Caporale, Guglielmo Maria
Serletis, Apostolos
Gil-Alaña, Luis A.
38
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1
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:
2
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:
3
Short-term price overreactions : identification, testing, exploitation
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Computational economics
51
(
2018
)
4
,
pp. 913-940
Persistent link: https://www.econbiz.de/10011972202
Saved in:
4
Nonlinearities and financial contagion in Latin American stock markets
Romero, Rafael
;
Bonilla, Claudio A.
;
Benedetti, Hugo
; …
- In:
Economic modelling
51
(
2015
),
pp. 653-656
Persistent link: https://www.econbiz.de/10011476223
Saved in:
5
Martingales, nonlinearity, and chaos
Barnett, William A.
;
Serletis, Apostolos
- In:
Journal of economic dynamics & control
24
(
2000
)
5/7
,
pp. 703-724
Persistent link: https://www.econbiz.de/10001465668
Saved in:
6
Permanent and temporary components of Canadian stock prices
Serletis, Apostolos
- In:
Applied financial economics
6
(
1996
)
3
,
pp. 259-269
Persistent link: https://www.econbiz.de/10001202671
Saved in:
7
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:
8
Financial contagion : evolutionary optimization of a multinational agent-based model
Caporale, Guglielmo Maria
;
Serguieva, Antoaneta
;
Wu, Hao
- In:
Intelligent systems in accounting finance and …
16
(
2009
)
1/2
,
pp. 111-125
Persistent link: https://www.econbiz.de/10003876091
Saved in:
9
Testing for contagion : a conditional correlation analysis
Caporale, Guglielmo Maria
;
Cipollini, Andrea
;
Spagnolo, …
- In:
Journal of empirical finance
12
(
2005
)
3
,
pp. 476-489
Persistent link: https://www.econbiz.de/10002900513
Saved in:
10
The relative importance of monetary policy, uncertainty, and financial shocks
Dery, Cosmas
;
Serletis, Apostolos
- In:
Open economies review
32
(
2021
)
2
,
pp. 311-333
Persistent link: https://www.econbiz.de/10012548747
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