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~isPartOf:"Department of Economics working papers"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~person:"Caporale, Guglielmo Maria"
~person:"Guo, Hui"
~person:"Valente, Giorgio"
~subject:"Prognoseverfahren"
~subject:"Share price"
~subject:"Volatilität"
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Caporale, Guglielmo Maria
Guo, Hui
Valente, Giorgio
Bouri, Elie
4
Gil-Alaña, Luis A.
4
Gupta, Rangan
4
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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1
Stock prices, firm size, and changes in the federal funds rate target
Guo, Hui
- In:
The quarterly review of economics and finance : journal …
44
(
2004
)
4
,
pp. 487-507
Persistent link: https://www.econbiz.de/10002375555
Saved in:
2
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:
3
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:
4
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:
5
The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 118-123
Persistent link: https://www.econbiz.de/10014249042
Saved in:
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