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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Economics and finance working paper series"
~isPartOf:"Working paper series / European Central Bank"
~language:"eng"
~person:"Daníelsson, Jón"
~person:"Darracq Pariès, Matthieu"
~person:"Gautier, Pieter"
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~person:"Klaassen, Franc"
~person:"Zhang, Xin"
~subject:"Aktienmarkt"
~subject:"Börsenkurs"
~subject:"EU-Staaten"
~subject:"Kreditrisiko"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Portfolio-Management"
~subject:"Schätzung"
~subject:"USA"
~subject:"United States"
~type:"book"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
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Daníelsson, Jón
Darracq Pariès, Matthieu
Gautier, Pieter
Gil-Alaña, Luis A.
Heckman, James J.
Klaassen, Franc
Zhang, Xin
Caporale, Guglielmo Maria
25
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18
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Albuquerque, Rui
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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
Global and regional financial integration in emerging Asia : evidence from stock markets
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
-
2017
Persistent link: https://www.econbiz.de/10011656662
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
Directed search in the housing market
Albrecht, James W.
;
Gautier, Pieter
;
Vroman, Susan B.
-
2010
Persistent link: https://www.econbiz.de/10003943687
Saved in:
9
Long-term price overreactions : are markets inefficient?
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2015
Persistent link: https://www.econbiz.de/10010520828
Saved in:
10
Modeling financial sector joint tail risk in the euro area
Lucas, André
;
Schwaab, Bernd
;
Zhang, Xin
-
2015
Persistent link: https://www.econbiz.de/10011349820
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