//--> //--> //-->
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:"Research in international business and finance"
~subject:"Cointegration"
~subject:"Unemployment"
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
Long memory and volatility dyn...
Similar by person
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Cointegration
Unemployment
Estimation
11
Schätzung
11
Kointegration
9
Fractional integration
7
Börsenkurs
6
Share price
6
Theorie
6
Theory
6
USA
5
United States
5
Time series analysis
4
Zeitreihenanalyse
4
Aktienmarkt
3
Causality analysis
3
Exchange rate
3
Fractional cointegration
3
G7 countries
3
G7-Staaten
3
Kausalanalyse
3
Long memory
3
Persistence
3
Stock market
3
Virtual currency
3
Virtuelle Währung
3
Volatility
3
Volatilität
3
Wechselkurs
3
ARCH model
2
ARCH-Modell
2
Ankündigungseffekt
2
Announcement effect
2
Capital income
2
Cryptocurrencies
2
Discounting
2
Diskontierung
2
Efficient market hypothesis
2
Effizienzmarkthypothese
2
Einheitswurzeltest
2
Emerging economies
2
more ...
less ...
Online availability
All
Undetermined
4
Free
3
Type of publication
All
Article
5
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
9
Author
All
Caporale, Guglielmo Maria
7
Gil-Alaña, Luis A.
6
Abakah, Emmanuel Joel Aikins
2
Antypas, Antonios
1
Barassi, Marco R.
1
Boyd, Derick A. C.
1
Costamagna, Rodrigo
1
Dettoni, Robinson
1
Hall, Stephen G.
1
Kourogenis, Nikolaos
1
Pittis, Nikitas
1
Poza, Carlos
1
Rojo, María Fátima Romero
1
Smith, Ron
1
Valenzuela, Mario
1
more ...
less ...
Published in...
All
Department of Economics working papers
Research in international business and finance
CESifo working papers
29
Economics and finance working paper series
29
Discussion papers / Deutsches Institut für Wirtschaftsforschung
15
CESifo Working Paper Series
13
DIW Berlin Discussion Paper
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
Discussion papers of interdisciplinary research project 373
9
Applied economics
8
Discussion paper / Centre for Economic Forecasting
7
CESifo Working Paper
6
Applied economics letters
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Economic modelling
4
International journal of finance & economics : IJFE
4
International review of financial analysis
4
Applied financial economics
3
DIW Discussion Papers
3
Department of Economics discussion paper / Department of Economics, The University of Birmingham
3
Discussion paper series / IZA
3
Discussion papers / The Centre for International Macroeconomics
3
Oxford bulletin of economics and statistics
3
Review of development finance
3
Review of financial economics : RFE
3
The journal of international trade & economic development
3
African development review
2
Discussion Papers of DIW Berlin
2
Economia internazionale
2
Economics bulletin : EB
2
Economics letters
2
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
2
Empirica : journal of european economics
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
HWWA discussion paper
2
IHS economics series : working paper
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International review of economics & finance : IREF
2
Journal of applied economics
2
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
Economic policy uncertainty : persistence and cross-country linkages
Abakah, Emmanuel Joel Aikins
;
Caporale, Guglielmo Maria
; …
- In:
Research in international business and finance
58
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013286262
Saved in:
4
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:
5
Cryptocurrencies and stock market indices. Are they related?
Gil-Alaña, Luis A.
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Research in international business and finance
51
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012205484
Saved in:
6
Rational bubbles in the real housing stock market : empirical evidence from Santiago de Chile
Gil-Alaña, Luis A.
;
Dettoni, Robinson
;
Costamagna, Rodrigo
- In:
Research in international business and finance
49
(
2019
),
pp. 269-281
Persistent link: https://www.econbiz.de/10012136027
Saved in:
7
Real exchange rate effects on the balance of trade : cointegration an the Marshall-lerner condition
Boyd, Derick A. C.
;
Caporale, Guglielmo Maria
;
Smith, Ron
-
1999
Persistent link: https://www.econbiz.de/10001615049
Saved in:
8
Interest rate linkages : identifying structural relations
Barassi, Marco R.
;
Caporale, Guglielmo Maria
;
Hall, …
-
2000
Persistent link: https://www.econbiz.de/10001615062
Saved in:
9
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->