//--> //--> //--> //-->
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
~isPartOf:"Department of Economics working papers"
~isPartOf:"Discussion paper series / UCL Economics"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Discussion papers of interdisciplinary research project 373"
~isPartOf:"Economics and finance working paper series"
~isPartOf:"HWWA discussion paper"
~isPartOf:"Working paper series / European Central Bank"
~language:"eng"
~person:"Allen, David E."
~person:"Florax, Raymond J. G. M."
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~person:"Janssen, Maarten C. W."
~person:"Koopman, Siem Jan"
~person:"Lütkepohl, Helmut"
~person:"Poot, Jacques"
~person:"Scharth, Marcel"
~person:"Sentana, Enrique"
~person:"Wijnbergen, Sweder van"
~subject:"Capital income"
~subject:"Zeitreihenanalyse"
~type:"book"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
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
Bounded rationality and compet...
Similar by subject
Narrow search
Delete all filters
| 25 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Zeitreihenanalyse
Theorie
62
Theory
62
Time series analysis
31
Cointegration
24
Kointegration
24
Estimation
21
Schätzung
21
Einheitswurzeltest
17
Unit root test
17
USA
11
United States
11
VAR model
11
VAR-Modell
11
Welt
9
World
9
Börsenkurs
7
Share price
7
Statistical test
7
Statistischer Test
7
Efficient market hypothesis
6
Effizienzmarkthypothese
6
Großbritannien
6
Kapitaleinkommen
6
Structural break
6
Strukturbruch
6
United Kingdom
6
Stochastic process
5
Stochastischer Prozess
5
Volatility
5
Volatilität
5
ARMA model
4
ARMA-Modell
4
Aktienmarkt
4
Arbeitslosigkeit
4
Business cycle
4
Credit risk
4
Discounting
4
Diskontierung
4
more ...
less ...
Online availability
All
Free
32
Undetermined
2
Type of publication
All
Book / Working Paper
Type of publication (narrower categories)
All
Collection of articles written by one author
Handbuch
Non-commercial literature
Arbeitspapier
36
Working Paper
36
Graue Literatur
34
Language
All
English
Author
All
Allen, David E.
Florax, Raymond J. G. M.
Gil-Alaña, Luis A.
Heckman, James J.
Janssen, Maarten C. W.
Koopman, Siem Jan
Lütkepohl, Helmut
Poot, Jacques
Scharth, Marcel
Sentana, Enrique
Wijnbergen, Sweder van
Caporale, Guglielmo Maria
21
Härdle, Wolfgang
7
Marcellino, Massimiliano
6
Bekaert, Geert
5
Saikkonen, Pentti
5
Huber, Florian
4
Lanne, Markku
4
Petrella, Ivan
4
Tschernig, Rolf
4
Breitung, Jörg
3
Clark, Todd E.
3
Delle Monache, Davide
3
Kleinow, Torsten
3
Koop, Gary
3
Kreiß, Jens-Peter
3
Pfarrhofer, Michael
3
Plastun, Alex
3
Amengual, Dante
2
Amisano, Gianni
2
Candelon, Bertrand
2
Chen, Song Xi
2
Cuñado Eizaguirre, Juncal
2
De Polis, Andrea
2
Dées, Stéphane
2
Fernández-Villaverde, Jesús
2
Foroni, Claudia
2
Geweke, John
2
Giannone, Domenico
2
Habib, Maurizio Michael
2
Hoerova, Marie
2
Nakano, Junji
2
Neumann, Michael H.
2
Nucera, Federico
2
Paparoditis, Efstathios
2
Pesaran, M. Hashem
2
Reichlin, Lucrezia
2
Sarno, Lucio
2
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
14
Hamburgisches Welt-Wirtschafts-Archiv
1
Published in...
All
Department of Economics working papers
Discussion paper series / UCL Economics
Discussion papers / CEPR
Discussion papers of interdisciplinary research project 373
Economics and finance working paper series
HWWA discussion paper
Working paper series / European Central Bank
Discussion paper / Tinbergen Institute
53
CESifo working papers
22
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
16
Discussion papers / Deutsches Institut für Wirtschaftsforschung
16
CEMFI working paper
6
EUI working paper
5
Discussion paper / Center for Economic Research, Tilburg University
3
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
EUI working paper / ECO
3
SFB 649 discussion paper
3
School of Accounting, Finance and Economics & FEMARC working paper series
3
Suntory and Toyota International Centres for Economics and Related Disciplines
3
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
2
Research memorandum / METEOR
2
Staff reports / Federal Reserve Bank of New York
2
CREATES research paper
1
DISIA working paper
1
DNB working paper
1
Department of Economics working paper series
1
Discussion paper / Centre for Economic Forecasting
1
Discussion paper / Statistics Netherlands
1
Documento de trabajo / Centro de Estudios Monetarios y Financieros
1
Documentos de trabajo / Banco de España
1
Econometric Institute research papers
1
Global COE Hi-Stat discussion paper series
1
Working paper
1
Working papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
34
Showing
1
-
10
of
34
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Long memory and fractional integration in high frequency financial time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003979849
Saved in:
2
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
-
2020
Persistent link: https://www.econbiz.de/10012232995
Saved in:
3
Multiple cyclical fractional structures in financial time series
Caporale, Guglielmo Maria
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003641950
Saved in:
4
Modelling long-run trends and cycles in financial time series data
Caporale, Guglielmo Maria
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003739803
Saved in:
5
A multivariate long-memory model with structural breaks
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428263
Saved in:
6
Mean reversion in the Nikkei, Standard & Poor and Dow Jones stock market indices
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428295
Saved in:
7
Deterministic versus stochastic seasonal fractional integration and structural breaks
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428302
Saved in:
8
Estimating persistence in the volatility of asset returns with signal plus noise models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003963304
Saved in:
9
Long memory in Angolan macroeconomic series : mean reversion versus explosive behaviour
Barros, Carlos Pestana
;
Caporale, Guglielmo Maria
; …
-
2012
Persistent link: https://www.econbiz.de/10009573955
Saved in:
10
Long-term price overreactions : are markets inefficient?
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2015
Persistent link: https://www.econbiz.de/10010520828
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->