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~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of economics and finance"
~person:"Caporale, Guglielmo Maria"
~person:"Liesenfeld, Roman"
~subject:"Deutschland"
~subject:"Efficient market hypothesis"
~subject:"Financial market"
~subject:"Japan"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Book section"
~type_genre:"Conference proceedings"
~type_genre:"Gutachten"
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Caporale, Guglielmo Maria
Liesenfeld, Roman
Diaz-Serrano, Luis
2
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of economics and finance
CESifo working papers
7
Discussion paper / Centre for Economic Forecasting
6
Economics and finance working paper series
6
Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Economic modelling
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Global economic institutions working paper series
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Review of financial economics : RFE
2
Advances in quantitative analysis of finance and accounting : a research annual
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Applied financial economics
1
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Empirica : journal of european economics
1
Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
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International journal of finance & economics : IJFE
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Journal of economic integration
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Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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The Manchester School
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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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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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Volatility transmission and financial crises
Caporale, Guglielmo Maria
;
Pittis, Nikitas
;
Spagnolo, Nicola
- In:
Journal of economics and finance
30
(
2006
)
3
,
pp. 376-390
Persistent link: https://www.econbiz.de/10003413566
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2
Fractional integration and cointegration in US financial time series data
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
47
(
2014
)
4
,
pp. 1389-1410
Persistent link: https://www.econbiz.de/10010461103
Saved in:
3
Modelling financial transaction price movements : a dynamic integer count data model
Liesenfeld, Roman
;
Nolte, Ingmar
;
Pohlmeier, Winfried
- In:
Empirical economics : a journal of the Institute for …
30
(
2005
)
4
,
pp. 795-825
Persistent link: https://www.econbiz.de/10003233759
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