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~isPartOf:"Economics and finance working paper series"
~subject:"Volatility"
~type_genre:"Graue Literatur"
~type_genre:"Gutachten"
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Volatility
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Caporale, Guglielmo Maria
33
Spagnolo, Nicola
16
Gil-Alaña, Luis A.
9
Spagnolo, Fabio
7
Beirne, John
4
Plastun, Alex
4
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2
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1
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1
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1
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1
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Economics and finance working paper series
Working paper / National Bureau of Economic Research, Inc.
416
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232
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224
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195
CESifo working papers
167
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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30
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ECONIS (ZBW)
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1
Persistence in the Russian stock market
volatility
indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2018
Persistent link: https://www.econbiz.de/10011995731
Saved in:
2
Modelling
volatility
of cryptocurrencies using Markov-switching GARCH models
Caporale, Guglielmo Maria
;
Zekokh, Timur
-
2018
Persistent link: https://www.econbiz.de/10011995757
Saved in:
3
Does faith move stock markets? : evidence from Saudi Arabia
Canepa, Alessandra
;
Ibnrubbian, Abdullah
-
2014
Persistent link: https://www.econbiz.de/10010402681
Saved in:
4
Brexit and uncertainty in financial markets
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
-
2018
Persistent link: https://www.econbiz.de/10011995622
Saved in:
5
Bitcoin fluctuations and the frequency of price overreactions
Caporale, Guglielmo Maria
;
Plastun, Alex
;
Oliinyk, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011995725
Saved in:
6
On stock price overreactions : frequency, seasonality and information content
Caporale, Guglielmo Maria
;
Plastun, Alex
-
2018
Persistent link: https://www.econbiz.de/10011995735
Saved in:
7
Financial integration in the GCC region : market size versus national effects
Arin, Kerim Peren
;
Caporale, Guglielmo Maria
;
Kyriacou, …
-
2018
Persistent link: https://www.econbiz.de/10011995788
Saved in:
8
Volatility
forecasts for the RTS stock index : option-implied
volatility
versus alternative methods
Caporale, Guglielmo Maria
;
Teterkina, Daria
-
2019
Persistent link: https://www.econbiz.de/10011996358
Saved in:
9
Equity fund flows and stock market returns in the US before and after the global financial crisis : a VAR-GARCH-in-mean analysis
Babalos, Vassilios
;
Caporale, Guglielmo Maria
; …
-
2016
Persistent link: https://www.econbiz.de/10011536693
Saved in:
10
Spillovers between food and energy prices and structural breaks /Alanoud Al-Maadid, Guglielmo Maria Caporale, Fabio Spagnolo and Nicola Spagnolo
Al-Maadid, Alanoud
;
Caporale, Guglielmo Maria
; …
-
2015
Persistent link: https://www.econbiz.de/10010527213
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