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Estimating persistence in the volatility of asset returns with signal plus noise models
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: International journal of finance & economics : IJFE 17 (2012) 1, pp. 23-30
Persistent link: https://www.econbiz.de/10009507857
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Persistence and cycles in US hours worked
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Economic modelling 38 (2014), pp. 504-511
Persistent link: https://www.econbiz.de/10010418982
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Modelling the sterling-deutschmark exchange rate : non-linear dependence and thick tails
Caporale, Guglielmo Maria - In: Economic modelling 13 (1996) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10001204716
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Irreducibility and structural cointegrating relations : an application to the G-7 long-term interest rates
Barassi, Marco R.; Caporale, Guglielmo Maria; Hall, … - In: International journal of finance & economics : IJFE 6 (2001) 2, pp. 127-138
Persistent link: https://www.econbiz.de/10001574022
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Common features and output fluctuations in the United Kingdom
Caporale, Guglielmo Maria - In: Economic modelling 14 (1997) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10001241620
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Unit roots and long-run causality : investigating the relationship between output, money and interest rates
Caporale, Guglielmo Maria - In: Economic modelling 15 (1998) 1, pp. 91-112
Persistent link: https://www.econbiz.de/10001247848
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Coordination and price shocks : an empirical analysis
Caporale, Guglielmo Maria; Chui, Michael; Hall, Stephen G. - In: Economic modelling 18 (2001) 4, pp. 569-584
Persistent link: https://www.econbiz.de/10001654125